United States
Over 2017 to 2025 (9 years of data), NFLXUSUSD has tended to move long between 06.10 and 19.10, closing higher in 88.9% of those years for an average +4.69% move and an annualized Sharpe of 4.84.
Best window
06.10 - 19.10
Direction
Long
Win rate
88.9%
Avg return
+4.69%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 19.10 | Long | 88.9% | +4.69% | 4.84 | 9 |
| 06.10 → 18.10 | Long | 88.9% | +1.78% | 2.63 | 9 |
| 06.10 → 12.11 | Long | 77.8% |
| +6.33% |
| 1.63 |
| 9 |
| 06.10 → 13.11 | Long | 77.8% | +5.99% | 1.50 | 9 |
| 11.10 → 07.11 | Long | 77.8% | +2.47% | 0.95 | 9 |
| 06.10 → 17.10 | Long | 77.8% | +2.24% | 3.59 | 9 |
| 06.10 → 16.10 | Long | 77.8% | +1.78% | 4.55 | 9 |
| 08.10 → 14.10 | Long | 77.8% | +0.61% | 1.65 | 9 |