Over 2022 to 2025 (4 years of data), NOWUSUSD has tended to move long between 24.07 and 30.07, closing higher in 100.0% of those years for an average +2.55% move and an annualized Sharpe of 9.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 30.07 | Long | 100.0% | +2.55% | 9.59 | 4 |
| 24.07 → 29.07 | Long | 100.0% | +2.50% | 9.27 | 4 |
| 23.07 → 30.07 | Long | 100.0% | +2.16% | 8.64 | 4 |
| 23.07 → 29.07 | Long | 100.0% | +2.11% | 8.55 | 4 |
| 24.07 → 11.09 | Long | 75.0% | +6.40% | 2.68 | 4 |
| 23.07 → 11.09 | Long | 75.0% | +6.00% | 2.53 | 4 |
| 24.07 → 12.09 | Long | 75.0% | +5.76% | 2.01 | 4 |
| 22.07 → 11.09 | Long | 75.0% | +5.51% | 2.15 | 4 |