Over 2011 to 2025 (15 years of data), NHYNONOK has tended to move long between 11.07 and 09.09, closing higher in 73.3% of those years for an average +2.43% move and an annualized Sharpe of 0.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 09.09 | Long | 73.3% | +2.43% | 0.41 | 15 |
| 09.07 → 21.07 | Long | 73.3% | +2.28% | 1.93 | 15 |
| 08.07 → 08.08 | Long | 73.3% | +2.17% | 0.58 | 15 |
| 08.07 → 19.07 | Long | 73.3% | +2.06% | 2.31 | 15 |
| 07.07 → 14.07 | Long | 73.3% | +2.02% | 2.82 | 15 |
| 12.07 → 09.09 | Long | 73.3% | +1.98% | 0.33 | 15 |
| 07.07 → 08.08 | Long | 73.3% | +1.81% | 0.44 | 15 |
| 10.07 → 14.07 | Long | 73.3% | +1.63% | 3.92 | 15 |