Over 2022 to 2025 (4 years of data), NLOKUSUSD has tended to move short between 27.07 and 09.09, closing higher in 100.0% of those years for an average +3.56% move and an annualized Sharpe of 5.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 09.09 | Short | 100.0% | +3.56% | 5.41 | 4 |
| 27.07 → 10.09 | Short | 100.0% | +3.54% | 4.73 | 4 |
| 28.07 → 09.09 | Short | 100.0% | +3.22% | 4.48 | 4 |
| 28.07 → 10.09 | Short | 100.0% | +3.20% | 4.00 | 4 |
| 27.07 → 11.09 | Short | 100.0% | +3.10% | 4.01 | 4 |
| 28.07 → 11.09 | Short | 100.0% | +2.76% | 3.44 | 4 |
| 22.07 → 02.08 | Short | 100.0% | +2.46% | 11.38 | 4 |
| 23.07 → 02.08 | Short | 100.0% | +2.38% | 8.42 | 4 |