Over 2011 to 2025 (15 years of data), NOVOBDKDKK has tended to move long between 12.07 and 23.07, closing higher in 86.7% of those years for an average +1.32% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 23.07 | Long | 86.7% | +1.32% | 2.31 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +1.59% | 2.18 | 15 |
| 12.07 → 22.07 | Long | 80.0% | +1.25% | 2.21 | 15 |
| 13.07 → 23.07 | Long | 80.0% | +1.03% | 1.81 | 15 |
| 13.07 → 22.07 | Long | 80.0% | +0.96% | 1.76 | 15 |
| 10.07 → 16.07 | Long | 80.0% | +0.76% | 1.80 | 15 |
| 11.07 → 23.07 | Long | 73.3% | +1.64% | 2.41 | 15 |
| 07.07 → 22.07 | Long | 73.3% | +1.58% | 1.75 | 15 |