United States
Over 2017 to 2025 (9 years of data), JNJUSUSD has tended to move long between 07.10 and 04.12, closing higher in 88.9% of those years for an average +3.61% move and an annualized Sharpe of 2.05.
Best window
07.10 - 04.12
Direction
Long
Win rate
88.9%
Avg return
+3.61%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 04.12 | Long | 88.9% | +3.61% | 2.05 | 9 |
| 09.10 → 04.12 | Long | 88.9% | +3.50% | 1.94 | 9 |
| 08.10 → 04.12 | Long | 88.9% |
| +3.49% |
| 1.93 |
| 9 |
| 07.10 → 05.12 | Long | 88.9% | +3.44% | 1.87 | 9 |
| 05.10 → 04.12 | Long | 88.9% | +3.43% | 2.11 | 9 |
| 08.10 → 05.12 | Long | 88.9% | +3.33% | 1.75 | 9 |
| 06.10 → 04.12 | Long | 88.9% | +3.29% | 1.97 | 9 |
| 06.10 → 05.12 | Long | 88.9% | +3.12% | 1.77 | 9 |