United States
Over 2022 to 2025 (4 years of data), NBIXUSUSD has tended to move long between 08.10 and 06.11, closing higher in 100.0% of those years for an average +12.65% move and an annualized Sharpe of 103.09.
Best window
08.10 - 06.11
Direction
Long
Win rate
100.0%
Avg return
+12.65%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 06.11 | Long | 100.0% | +12.65% | 103.09 | 3 |
| 08.10 → 07.12 | Long | 100.0% | +12.08% | 7.58 | 4 |
| 11.10 → 07.12 | Long | 100.0% |
| +12.01% |
| 7.94 |
| 4 |
| 09.10 → 06.11 | Long | 100.0% | +11.91% | 107.09 | 3 |
| 10.10 → 07.12 | Long | 100.0% | +11.83% | 8.16 | 4 |
| 08.10 → 05.12 | Long | 100.0% | +11.61% | 6.57 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +11.54% | 6.73 | 4 |
| 09.10 → 07.12 | Long | 100.0% | +11.52% | 7.69 | 4 |