United States
Over 2022 to 2025 (4 years of data), NCLHUSUSD has tended to move long between 08.10 and 02.12, closing higher in 75.0% of those years for an average +14.47% move and an annualized Sharpe of 1.54.
Best window
08.10 - 02.12
Direction
Long
Win rate
75.0%
Avg return
+14.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 75.0% | +14.47% | 1.54 | 4 |
| 08.10 → 06.12 | Long | 75.0% | +14.01% | 1.64 | 4 |
| 07.10 → 02.12 | Long | 75.0% |
| +13.78% |
| 1.46 |
| 4 |
| 08.10 → 05.12 | Long | 75.0% | +13.59% | 1.55 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +13.42% | 1.53 | 4 |
| 07.10 → 06.12 | Long | 75.0% | +13.34% | 1.54 | 4 |
| 08.10 → 01.12 | Long | 75.0% | +13.10% | 1.39 | 4 |
| 08.10 → 03.12 | Long | 75.0% | +13.09% | 1.53 | 4 |