Over 2017 to 2025 (9 years of data), NOCUSUSD has tended to move long between 27.07 and 25.09, closing higher in 88.9% of those years for an average +4.51% move and an annualized Sharpe of 2.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 25.09 | Long | 88.9% | +4.51% | 2.79 | 9 |
| 27.07 → 02.09 | Long | 88.9% | +4.46% | 3.61 | 9 |
| 27.07 → 30.08 | Long | 88.9% | +4.45% | 4.07 | 9 |
| 27.07 → 22.08 | Long | 88.9% | +4.44% | 4.64 | 9 |
| 27.07 → 31.08 | Long | 88.9% | +4.39% | 3.96 | 9 |
| 27.07 → 29.08 | Long | 88.9% | +4.34% | 3.69 | 9 |
| 28.07 → 25.08 | Long | 88.9% | +4.26% | 3.15 | 9 |
| 28.07 → 28.08 | Long | 88.9% | +4.24% | 3.24 | 9 |