Over 2017 to 2025 (9 years of data), NKEUSUSD has tended to move long between 25.07 and 29.07, closing higher in 100.0% of those years for an average +2.24% move and an annualized Sharpe of 13.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 29.07 | Long | 100.0% | +2.24% | 13.54 | 8 |
| 25.07 → 30.07 | Long | 100.0% | +2.01% | 11.67 | 8 |
| 22.07 → 10.09 | Long | 87.5% | +2.70% | 0.94 | 8 |
| 25.07 → 06.08 | Long | 87.5% | +2.06% | 3.36 | 8 |
| 26.07 → 29.07 | Long | 87.5% | +1.85% | 8.92 | 8 |
| 25.07 → 28.07 | Long | 87.5% | +1.66% | 10.76 | 8 |
| 26.07 → 30.07 | Long | 87.5% | +1.62% | 6.90 | 8 |
| 27.07 → 30.07 | Long | 87.5% | +1.24% | 4.97 | 8 |