Over 2017 to 2025 (9 years of data), NKEUSUSD has tended to move long between 10.07 and 27.07, closing higher in 100.0% of those years for an average +2.27% move and an annualized Sharpe of 4.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 27.07 | Long | 100.0% | +2.27% | 4.67 | 8 |
| 10.07 → 26.07 | Long | 100.0% | +1.27% | 7.17 | 8 |
| 10.07 → 15.08 | Long | 87.5% | +5.28% | 2.57 | 8 |
| 09.07 → 15.08 | Long | 87.5% | +4.75% | 2.42 | 8 |
| 07.07 → 15.08 | Long | 87.5% | +4.65% | 2.62 | 8 |
| 08.07 → 15.08 | Long | 87.5% | +4.56% | 2.48 | 8 |
| 10.07 → 13.08 | Long | 87.5% | +4.46% | 2.78 | 8 |
| 09.07 → 16.08 | Long | 87.5% | +4.40% | 2.15 | 8 |