Over 2017 to 2025 (9 years of data), JNKUSUSD has tended to move short between 12.09 and 01.11, closing higher in 100.0% of those years for an average +1.50% move and an annualized Sharpe of 3.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 01.11 | Short | 100.0% | +1.50% | 3.81 | 9 |
| 12.09 → 02.11 | Short | 100.0% | +1.42% | 2.96 | 9 |
| 13.09 → 01.11 | Short | 100.0% | +1.40% | 4.64 | 9 |
| 14.09 → 01.11 | Short | 100.0% | +1.38% | 4.78 | 9 |
| 13.09 → 02.11 | Short | 100.0% | +1.32% | 3.86 | 9 |
| 14.09 → 02.11 | Short | 100.0% | +1.30% | 4.69 | 9 |
| 12.09 → 03.11 | Short | 100.0% | +1.23% | 2.11 | 9 |
| 13.09 → 03.11 | Short | 100.0% | +1.13% | 2.60 | 9 |