Over 2017 to 2025 (9 years of data), NEMUSUSD has tended to move long between 20.08 and 12.09, closing higher in 88.9% of those years for an average +3.24% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 12.09 | Long | 88.9% | +3.24% | 2.14 | 9 |
| 20.08 → 13.09 | Long | 88.9% | +3.18% | 2.05 | 9 |
| 21.08 → 24.08 | Long | 88.9% | +1.81% | 11.24 | 9 |
| 20.08 → 17.09 | Long | 77.8% | +3.48% | 2.20 | 9 |
| 20.08 → 02.09 | Long | 77.8% | +3.46% | 3.93 | 9 |
| 20.08 → 15.09 | Long | 77.8% | +3.45% | 2.18 | 9 |
| 20.08 → 29.08 | Long | 77.8% | +3.36% | 6.34 | 9 |
| 20.08 → 16.09 | Long | 77.8% | +3.28% | 2.05 | 9 |