United States
Over 2022 to 2025 (4 years of data), NLOKUSUSD has tended to move long between 10.10 and 04.12, closing higher in 100.0% of those years for an average +15.02% move and an annualized Sharpe of 3.67.
Best window
10.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+15.02%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 100.0% | +15.02% | 3.67 | 4 |
| 10.10 → 03.12 | Long | 100.0% | +14.36% | 3.59 | 4 |
| 10.10 → 05.12 | Long | 100.0% |
| +14.28% |
| 3.62 |
| 4 |
| 11.10 → 04.12 | Long | 100.0% | +14.27% | 4.22 | 4 |
| 12.10 → 04.12 | Long | 100.0% | +14.09% | 4.16 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +13.62% | 4.11 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +13.54% | 4.19 | 4 |
| 12.10 → 03.12 | Long | 100.0% | +13.45% | 4.04 | 4 |