Over 2022 to 2025 (4 years of data), NLYUSUSD has tended to move long between 22.07 and 14.09, closing higher in 100.0% of those years for an average +5.82% move and an annualized Sharpe of 4.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 14.09 | Long | 100.0% | +5.82% | 4.46 | 3 |
| 22.07 → 09.09 | Long | 100.0% | +4.32% | 2.70 | 4 |
| 22.07 → 10.09 | Long | 100.0% | +4.14% | 2.83 | 4 |
| 22.07 → 11.09 | Long | 100.0% | +4.11% | 2.63 | 4 |
| 22.07 → 12.09 | Long | 100.0% | +3.93% | 2.71 | 4 |
| 22.07 → 13.09 | Long | 100.0% | +3.73% | 2.46 | 4 |
| 23.07 → 09.09 | Long | 100.0% | +3.53% | 2.78 | 4 |
| 24.07 → 09.09 | Long | 100.0% | +3.43% | 2.83 | 4 |