Over 2022 to 2025 (4 years of data), NCLHUSUSD has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +7.54% move and an annualized Sharpe of 4.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +7.54% | 4.34 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +7.54% | 4.88 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +6.20% | 4.22 | 4 |
| 08.07 → 19.07 | Long | 75.0% | +8.10% | 5.61 | 4 |
| 07.07 → 19.07 | Long | 75.0% | +8.05% | 5.54 | 4 |
| 08.07 → 18.07 | Long | 75.0% | +7.16% | 6.95 | 4 |
| 07.07 → 18.07 | Long | 75.0% | +7.13% | 6.64 | 4 |
| 09.07 → 19.07 | Long | 75.0% | +6.74% | 5.07 | 4 |