United States
Over 2020 to 2025 (6 years of data), NIOUSUSD has tended to move short between 05.10 and 04.12, closing higher in 100.0% of those years for an average +19.71% move and an annualized Sharpe of 4.25.
Best window
05.10 - 04.12
Direction
Short
Win rate
100.0%
Avg return
+19.71%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 04.12 | Short | 100.0% | +19.71% | 4.25 | 6 |
| 05.10 → 03.12 | Short | 100.0% | +19.62% | 3.92 | 6 |
| 06.10 → 04.12 | Short | 100.0% |
| +19.11% |
| 4.17 |
| 6 |
| 06.10 → 03.12 | Short | 100.0% | +19.02% | 3.84 | 6 |
| 06.10 → 05.12 | Short | 100.0% | +18.82% | 4.11 | 6 |
| 07.10 → 04.12 | Short | 100.0% | +18.38% | 4.32 | 6 |
| 07.10 → 03.12 | Short | 100.0% | +18.29% | 3.93 | 6 |
| 07.10 → 05.12 | Short | 100.0% | +18.08% | 4.26 | 6 |