Over 2022 to 2025 (4 years of data), NDSNUSUSD has tended to move long between 11.07 and 24.08, closing higher in 100.0% of those years for an average +9.32% move and an annualized Sharpe of 3.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 24.08 | Long | 100.0% | +9.32% | 3.71 | 4 |
| 11.07 → 22.08 | Long | 100.0% | +8.96% | 4.04 | 4 |
| 11.07 → 23.08 | Long | 100.0% | +8.81% | 3.69 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +8.70% | 3.35 | 4 |
| 11.07 → 28.08 | Long | 100.0% | +8.58% | 4.29 | 4 |
| 07.07 → 28.08 | Long | 100.0% | +8.53% | 3.33 | 4 |
| 09.07 → 22.08 | Long | 100.0% | +8.34% | 3.62 | 4 |
| 11.07 → 27.08 | Long | 100.0% | +8.31% | 4.09 | 4 |