Over 2017 to 2025 (9 years of data), NFLXUSUSD has tended to move short between 09.07 and 16.08, closing higher in 77.8% of those years for an average +3.05% move and an annualized Sharpe of 0.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 16.08 | Short | 77.8% | +3.05% | 0.63 | 9 |
| 09.07 → 02.08 | Short | 77.8% | +2.78% | 0.81 | 9 |
| 10.07 → 16.08 | Short | 77.8% | +2.77% | 0.58 | 9 |
| 11.07 → 02.08 | Short | 77.8% | +2.75% | 0.80 | 9 |
| 09.07 → 01.08 | Short | 77.8% | +2.70% | 0.84 | 9 |
| 11.07 → 01.08 | Short | 77.8% | +2.68% | 0.84 | 9 |
| 09.07 → 17.08 | Short | 77.8% | +2.65% | 0.52 | 9 |
| 10.07 → 02.08 | Short | 77.8% | +2.53% | 0.77 | 9 |