Over 2022 to 2025 (4 years of data), NLSNUSUSD has tended to move long between 13.07 and 31.08, closing higher in 25.0% of those years for an average +5.71% move and an annualized Sharpe of 1.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 31.08 | Long | 25.0% | +5.71% | 1.58 | 4 |
| 13.07 → 06.09 | Long | 25.0% | +5.71% | 1.49 | 4 |
| 13.07 → 28.08 | Long | 25.0% | +5.69% | 1.63 | 4 |
| 13.07 → 30.08 | Long | 25.0% | +5.68% | 1.59 | 4 |
| 13.07 → 05.09 | Long | 25.0% | +5.68% | 1.50 | 4 |
| 13.07 → 07.09 | Long | 25.0% | +5.68% | 1.47 | 4 |
| 13.07 → 08.09 | Long | 25.0% | +5.68% | 1.46 | 4 |
| 13.07 → 09.09 | Long | 25.0% | +5.68% | 1.45 | 4 |