Over 2011 to 2025 (15 years of data), NHYNONOK has tended to move short between 18.07 and 20.08, closing higher in 73.3% of those years for an average +2.35% move and an annualized Sharpe of 0.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.07 → 20.08 | Short | 73.3% | +2.35% | 0.68 | 15 |
| 17.07 → 21.08 | Short | 73.3% | +1.98% | 0.54 | 15 |
| 18.07 → 06.08 | Short | 73.3% | +1.35% | 0.56 | 15 |
| 18.07 → 05.08 | Short | 73.3% | +1.09% | 0.53 | 15 |
| 18.07 → 15.08 | Short | 73.3% | +0.95% | 0.34 | 15 |
| 23.07 → 15.09 | Long | 66.7% | +2.80% | 0.64 | 15 |
| 23.07 → 20.08 | Short | 66.7% | +2.43% | 1.03 | 15 |
| 17.07 → 20.08 | Short | 66.7% | +2.22% | 0.63 | 15 |