United States
Over 2017 to 2025 (9 years of data), NKEUSUSD has tended to move long between 11.10 and 05.12, closing higher in 88.9% of those years for an average +8.05% move and an annualized Sharpe of 2.24.
Best window
11.10 - 05.12
Direction
Long
Win rate
88.9%
Avg return
+8.05%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 88.9% | +8.05% | 2.24 | 9 |
| 11.10 → 17.10 | Long | 87.5% | +2.65% | 8.37 | 8 |
| 11.10 → 16.10 | Long | 87.5% |
| +2.64% |
| 9.88 |
| 8 |
| 11.10 → 18.10 | Long | 87.5% | +2.60% | 7.09 | 8 |
| 11.10 → 15.10 | Long | 87.5% | +2.21% | 8.83 | 8 |
| 11.10 → 10.12 | Long | 77.8% | +8.34% | 1.84 | 9 |
| 11.10 → 03.12 | Long | 77.8% | +7.81% | 2.17 | 9 |
| 11.10 → 01.12 | Long | 77.8% | +7.53% | 2.11 | 9 |