United States
Over 2022 to 2025 (4 years of data), NDSNUSUSD has tended to move long between 09.10 and 02.12, closing higher in 100.0% of those years for an average +7.79% move and an annualized Sharpe of 4.13.
Best window
09.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+7.79%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.12 | Long | 100.0% | +7.79% | 4.13 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +7.71% | 3.66 | 4 |
| 12.10 → 02.12 | Long | 100.0% |
| +7.55% |
| 3.24 |
| 4 |
| 07.10 → 02.12 | Long | 100.0% | +7.51% | 3.50 | 4 |
| 09.10 → 03.12 | Long | 100.0% | +7.42% | 4.66 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +7.33% | 3.93 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +7.30% | 3.80 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +7.28% | 4.44 | 4 |