Over 2011 to 2025 (15 years of data), DNBNONOK has tended to move long between 13.07 and 19.07, closing higher in 57.1% of those years for an average +0.76% move and an annualized Sharpe of 3.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.07 | Long | 57.1% | +0.76% | 3.18 | 14 |
| 07.07 → 27.07 | Long | 50.0% | +2.35% | 2.16 | 14 |
| 10.07 → 27.07 | Long | 50.0% | +2.19% | 1.90 | 14 |
| 10.07 → 25.07 | Long | 50.0% | +2.08% | 1.79 | 14 |
| 07.07 → 21.07 | Long | 50.0% | +2.06% | 2.00 | 14 |
| 10.07 → 28.07 | Long | 50.0% | +2.05% | 1.67 | 14 |
| 07.07 → 15.08 | Long | 50.0% | +2.03% | 0.87 | 14 |
| 09.07 → 27.07 | Long | 50.0% | +2.03% | 1.92 | 14 |