Over 2022 to 2025 (4 years of data), NOWUSUSD has tended to move long between 12.07 and 07.09, closing higher in 100.0% of those years for an average +6.61% move and an annualized Sharpe of 4.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 07.09 | Long | 100.0% | +6.61% | 4.32 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +6.40% | 8.77 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +5.64% | 8.06 | 4 |
| 13.07 → 07.09 | Long | 100.0% | +5.31% | 4.02 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +4.93% | 9.25 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +4.91% | 12.24 | 4 |
| 12.07 → 25.07 | Long | 100.0% | +4.74% | 6.94 | 4 |
| 12.07 → 30.07 | Long | 100.0% | +4.72% | 7.68 | 4 |