Over 2022 to 2025 (4 years of data), NLOKUSUSD has tended to move long between 11.07 and 11.08, closing higher in 100.0% of those years for an average +8.28% move and an annualized Sharpe of 7.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 11.08 | Long | 100.0% | +8.28% | 7.64 | 4 |
| 11.07 → 12.08 | Long | 100.0% | +8.26% | 6.31 | 4 |
| 11.07 → 13.08 | Long | 100.0% | +8.18% | 7.30 | 4 |
| 11.07 → 03.08 | Long | 100.0% | +7.77% | 3.85 | 4 |
| 11.07 → 14.08 | Long | 100.0% | +7.68% | 7.56 | 4 |
| 10.07 → 11.08 | Long | 100.0% | +7.55% | 7.19 | 4 |
| 10.07 → 12.08 | Long | 100.0% | +7.52% | 6.38 | 4 |
| 11.07 → 10.08 | Long | 100.0% | +7.52% | 7.41 | 4 |