Over 2020 to 2025 (6 years of data), NIOUSUSD has tended to move long between 09.09 and 15.09, closing higher in 100.0% of those years for an average +6.91% move and an annualized Sharpe of 8.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 15.09 | Long | 100.0% | +6.91% | 8.48 | 5 |
| 09.09 → 12.09 | Long | 100.0% | +6.33% | 10.36 | 5 |
| 08.09 → 17.09 | Long | 80.0% | +11.34% | 6.63 | 5 |
| 08.09 → 13.09 | Long | 80.0% | +9.83% | 8.01 | 5 |
| 08.09 → 14.09 | Long | 80.0% | +9.61% | 7.38 | 5 |
| 08.09 → 15.09 | Long | 80.0% | +9.28% | 7.28 | 5 |
| 08.09 → 11.09 | Long | 80.0% | +9.02% | 9.51 | 5 |
| 08.09 → 16.09 | Long | 80.0% | +8.82% | 6.82 | 5 |