United States
Over 2017 to 2025 (9 years of data), NEMUSUSD has tended to move long between 06.10 and 14.10, closing higher in 88.9% of those years for an average +3.46% move and an annualized Sharpe of 4.85.
Best window
06.10 - 14.10
Direction
Long
Win rate
88.9%
Avg return
+3.46%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 14.10 | Long | 88.9% | +3.46% | 4.85 | 9 |
| 05.10 → 13.10 | Long | 88.9% | +3.14% | 4.99 | 9 |
| 07.10 → 17.10 | Long | 88.9% |
| +2.73% |
| 4.04 |
| 9 |
| 05.10 → 12.10 | Long | 88.9% | +2.42% | 5.00 | 9 |
| 07.10 → 13.10 | Long | 88.9% | +2.33% | 4.84 | 9 |
| 07.10 → 12.10 | Long | 88.9% | +1.62% | 4.46 | 9 |
| 05.10 → 16.10 | Long | 77.8% | +4.34% | 4.32 | 9 |
| 06.10 → 16.10 | Long | 77.8% | +4.19% | 4.65 | 9 |