Over 2017 to 2025 (9 years of data), JNJUSUSD has tended to move long between 18.07 and 19.08, closing higher in 88.9% of those years for an average +3.19% move and an annualized Sharpe of 2.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.07 → 19.08 | Long | 88.9% | +3.19% | 2.66 | 9 |
| 18.07 → 18.08 | Long | 88.9% | +3.12% | 2.35 | 9 |
| 20.07 → 21.08 | Long | 77.8% | +3.42% | 2.99 | 9 |
| 20.07 → 20.08 | Long | 77.8% | +3.41% | 2.76 | 9 |
| 20.07 → 19.08 | Long | 77.8% | +3.39% | 3.04 | 9 |
| 20.07 → 22.08 | Long | 77.8% | +3.38% | 3.01 | 9 |
| 20.07 → 18.08 | Long | 77.8% | +3.31% | 2.78 | 9 |
| 18.07 → 21.08 | Long | 77.8% | +3.23% | 2.51 | 9 |