Over 2017 to 2025 (9 years of data), JNJUSUSD has tended to move long between 13.07 and 28.07, closing higher in 88.9% of those years for an average +3.63% move and an annualized Sharpe of 5.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 88.9% | +3.63% | 5.12 | 9 |
| 13.07 → 02.08 | Long | 88.9% | +3.60% | 4.37 | 9 |
| 13.07 → 29.07 | Long | 88.9% | +3.38% | 4.68 | 9 |
| 13.07 → 27.07 | Long | 88.9% | +3.32% | 4.61 | 9 |
| 13.07 → 01.08 | Long | 88.9% | +2.93% | 3.94 | 9 |
| 13.07 → 30.07 | Long | 88.9% | +2.88% | 4.39 | 9 |
| 13.07 → 31.07 | Long | 88.9% | +2.77% | 4.07 | 9 |
| 12.07 → 19.08 | Long | 77.8% | +4.97% | 2.78 | 9 |