You might like to try the following simple edit of your ~.conkyrc, which does not require root privileges.
Remove
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own_window_transparent yes
own_window_colour black
own_window_type desktop
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# Create own window instead of using desktop (required in nautilus, pcmanfm and rox desktops)
own_window yes
own_window_transparent yes
own_window_hints undecorated,sticky,skip_taskbar
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It seems that using"own_window_type desktop" (antiX-12 JWM default) implicitly implements many hints, but does not work correctly within JWM. Declaring the hints explicitly does work and produces the desired behaviour.