Over 2022 to 2025 (4 years of data), NLYUSUSD has tended to move long between 09.07 and 07.09, closing higher in 100.0% of those years for an average +7.95% move and an annualized Sharpe of 6.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Long | 100.0% | +7.95% | 6.54 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +7.86% | 9.76 | 4 |
| 07.07 → 05.09 | Long | 100.0% | +7.75% | 4.78 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +7.70% | 9.54 | 4 |
| 10.07 → 08.09 | Long | 100.0% | +7.60% | 4.87 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +7.51% | 5.02 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +7.37% | 10.82 | 4 |
| 07.07 → 03.09 | Long | 100.0% | +7.35% | 5.78 | 4 |