United States
Over 2017 to 2025 (9 years of data), NOCUSUSD has tended to move short between 10.10 and 14.11, closing higher in 88.9% of those years for an average +4.97% move and an annualized Sharpe of 3.21.
Best window
10.10 - 14.11
Direction
Short
Win rate
88.9%
Avg return
+4.97%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 14.11 | Short | 88.9% | +4.97% | 3.21 | 9 |
| 10.10 → 13.11 | Short | 88.9% | +4.67% | 3.24 | 9 |
| 11.10 → 13.11 | Short | 88.9% |
| +4.19% |
| 3.22 |
| 9 |
| 11.10 → 15.11 | Short | 88.9% | +4.13% | 2.97 | 9 |
| 05.10 → 08.10 | Long | 88.9% | +3.51% | 9.95 | 9 |
| 05.10 → 12.10 | Long | 88.9% | +2.51% | 3.67 | 9 |
| 07.10 → 13.10 | Long | 88.9% | +1.82% | 3.78 | 9 |
| 07.10 → 12.10 | Long | 88.9% | +1.44% | 3.89 | 9 |