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Is it normal for jsb pellets to group lower?

in my experience its rare you can shoot a pellet other than the one you are zeroed to .. the next one you try may hit high and to the right for example .. it just ballistic coefficient and how individual pellets fly at a given speed and twist rate etc ... some projectiles actually fly straight but in a 'spiral' path, move out one yard it hits in a different spot, and another and so on, around a common center point ..
 
The same goes for changing barrel liners as well as ammunition. For example. Changing from STX Superior liner to Superior Heavy liner the slug was 4 inches higher on the target at 45 yards. Changing from 44.5 grain slug to 44.5 pellet changed POI from zero with slug to 4" low and 4" left at 45 yards with pellet. The changes are incredible. 
 
In my opinion - NO. They may shoot high, low, left or right. Just like dizzums said its rare if different pellets shoot the same.

Here's what I do. I Set my turrets BASE ZERO for the pellet, power setting and range I shoot the most. When one of these things change I write down the changes in CLICK values inside THAT pellets lid. Makes it easy to go back to BASE ZERO for the next setup and always have the stats handy.

What makes it work for me is a fairly accurate air-gun (Bantam Sniper HR Magnum) and a scope with extremely accurate turrets (Helix 6-24).

Oh Yea, I keep using the same lid for each pellet until it gets so scribbled up its hard to read.