United States
Over 2022 to 2025 (4 years of data), NLYUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +14.62% move and an annualized Sharpe of 2.24.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+14.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +14.62% | 2.24 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +14.47% | 2.23 | 4 |
| 11.10 → 30.11 | Long | 100.0% |
| +13.75% |
| 2.13 |
| 4 |
| 11.10 → 10.12 | Long | 100.0% | +13.56% | 1.88 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +13.43% | 2.01 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +13.28% | 2.79 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +13.28% | 1.90 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +13.14% | 2.79 | 4 |