Over 2017 to 2025 (9 years of data), NEMUSUSD has tended to move short between 13.07 and 19.07, closing higher in 66.7% of those years for an average +2.33% move and an annualized Sharpe of 5.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.07 | Short | 66.7% | +2.33% | 5.69 | 9 |
| 08.07 → 12.07 | Long | 66.7% | +2.22% | 5.43 | 9 |
| 08.07 → 11.07 | Long | 66.7% | +2.16% | 6.52 | 9 |
| 13.07 → 30.07 | Short | 66.7% | +1.69% | 0.94 | 9 |
| 08.07 → 17.07 | Long | 66.7% | +1.63% | 2.06 | 9 |
| 08.07 → 24.07 | Long | 66.7% | +1.60% | 0.69 | 9 |
| 13.07 → 20.07 | Short | 66.7% | +1.52% | 3.10 | 9 |
| 09.07 → 14.08 | Short | 66.7% | +1.48% | 0.37 | 9 |