Over 2017 to 2025 (9 years of data), NOCUSUSD has tended to move long between 13.07 and 30.08, closing higher in 77.8% of those years for an average +6.68% move and an annualized Sharpe of 1.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 30.08 | Long | 77.8% | +6.68% | 1.94 | 9 |
| 07.07 → 29.08 | Long | 77.8% | +6.41% | 2.01 | 9 |
| 13.07 → 01.09 | Long | 77.8% | +6.37% | 1.86 | 9 |
| 13.07 → 16.08 | Long | 77.8% | +6.01% | 2.17 | 9 |
| 07.07 → 16.08 | Long | 77.8% | +5.75% | 2.20 | 9 |
| 13.07 → 15.08 | Long | 77.8% | +5.72% | 2.09 | 9 |
| 07.07 → 15.08 | Long | 77.8% | +5.47% | 2.09 | 9 |
| 10.07 → 28.07 | Long | 77.8% | +4.54% | 3.42 | 9 |