United States
Over 2022 to 2025 (4 years of data), NDSNUSUSD has tended to move long between 18.09 and 11.11, closing higher in 100.0% of those years for an average +5.83% move and an annualized Sharpe of 2.86.
Best window
18.09 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+5.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 11.11 | Long | 100.0% | +5.83% | 2.86 | 4 |
| 18.09 → 14.11 | Long | 100.0% | +5.78% | 2.63 | 4 |
| 17.09 → 11.11 | Long | 100.0% |
| +5.73% |
| 2.84 |
| 4 |
| 17.09 → 14.11 | Long | 100.0% | +5.69% | 2.57 | 4 |
| 18.09 → 10.11 | Long | 100.0% | +5.65% | 3.05 | 4 |
| 17.09 → 10.11 | Long | 100.0% | +5.56% | 3.01 | 4 |
| 18.09 → 12.11 | Long | 100.0% | +5.56% | 2.49 | 4 |
| 17.09 → 12.11 | Long | 100.0% | +5.46% | 2.48 | 4 |