Over 2011 to 2025 (15 years of data), DNBNONOK has tended to move long between 09.09 and 07.11, closing higher in 77.8% of those years for an average +5.62% move and an annualized Sharpe of 1.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 07.11 | Long | 77.8% | +5.62% | 1.58 | 9 |
| 09.09 → 08.11 | Long | 77.8% | +5.39% | 1.56 | 9 |
| 08.09 → 07.11 | Long | 77.8% | +5.32% | 1.63 | 9 |
| 10.09 → 07.11 | Long | 77.8% | +5.30% | 1.71 | 9 |
| 11.09 → 10.11 | Long | 77.8% | +5.12% | 1.28 | 9 |
| 10.09 → 08.11 | Long | 77.8% | +5.07% | 1.70 | 9 |
| 11.09 → 07.11 | Long | 77.8% | +4.85% | 1.56 | 9 |
| 11.09 → 08.11 | Long | 77.8% | +4.62% | 1.54 | 9 |