United States ETFs
Over 2017 to 2025 (9 years of data), JNKUSUSD has tended to move long between 11.10 and 07.11, closing higher in 88.9% of those years for an average +0.57% move and an annualized Sharpe of 2.90.
Best window
11.10 - 07.11
Direction
Long
Win rate
88.9%
Avg return
+0.57%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 88.9% | +0.57% | 2.90 | 9 |
| 11.10 → 08.11 | Long | 77.8% | +0.55% | 2.44 | 9 |
| 11.10 → 11.11 | Long | 77.8% |
| +0.52% |
| 1.18 |
| 9 |
| 11.10 → 10.11 | Long | 77.8% | +0.51% | 1.27 | 9 |
| 10.10 → 08.11 | Long | 77.8% | +0.44% | 1.97 | 9 |
| 09.10 → 11.11 | Long | 77.8% | +0.43% | 1.04 | 9 |
| 10.10 → 11.11 | Long | 77.8% | +0.41% | 1.05 | 9 |
| 10.10 → 10.11 | Long | 77.8% | +0.40% | 1.11 | 9 |