Over 2020 to 2025 (6 years of data), NIOUSUSD has tended to move long between 07.07 and 22.07, closing higher in 80.0% of those years for an average +7.86% move and an annualized Sharpe of 2.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 80.0% | +7.86% | 2.04 | 5 |
| 07.07 → 14.07 | Long | 80.0% | +6.00% | 4.21 | 5 |
| 07.07 → 11.07 | Long | 80.0% | +5.65% | 7.43 | 5 |
| 07.07 → 12.07 | Long | 80.0% | +5.31% | 7.30 | 5 |
| 08.07 → 11.07 | Long | 80.0% | +3.87% | 5.83 | 5 |
| 12.07 → 18.08 | Short | 80.0% | +3.73% | 0.65 | 5 |
| 11.07 → 18.08 | Short | 80.0% | +3.50% | 0.61 | 5 |
| 12.07 → 19.08 | Short | 80.0% | +2.87% | 0.51 | 5 |