Over 2011 to 2025 (15 years of data), NOVOBDKDKK has tended to move long between 15.07 and 23.07, closing higher in 80.0% of those years for an average +0.39% move and an annualized Sharpe of 0.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.07 → 23.07 | Long | 80.0% | +0.39% | 0.91 | 15 |
| 12.07 → 28.07 | Long | 73.3% | +1.22% | 1.36 | 15 |
| 12.07 → 15.07 | Long | 73.3% | +1.01% | 4.80 | 15 |
| 13.07 → 28.07 | Long | 73.3% | +0.88% | 0.94 | 15 |
| 14.07 → 23.07 | Long | 73.3% | +0.56% | 1.09 | 15 |
| 13.07 → 20.07 | Long | 73.3% | +0.47% | 0.81 | 15 |
| 11.07 → 17.07 | Long | 73.3% | +0.27% | 0.55 | 15 |
| 14.07 → 22.07 | Long | 73.3% | +0.23% | 0.41 | 15 |