Over 2018 to 2025 (8 years of data), NRGUSUSD has tended to move long between 22.07 and 14.09, closing higher in 87.5% of those years for an average +9.10% move and an annualized Sharpe of 3.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 14.09 | Long | 87.5% | +9.10% | 3.17 | 8 |
| 25.07 → 14.09 | Long | 87.5% | +9.06% | 2.69 | 8 |
| 24.07 → 14.09 | Long | 87.5% | +8.98% | 2.98 | 8 |
| 28.07 → 14.09 | Long | 87.5% | +8.93% | 3.24 | 8 |
| 26.07 → 14.09 | Long | 87.5% | +8.89% | 2.69 | 8 |
| 23.07 → 14.09 | Long | 87.5% | +8.78% | 2.87 | 8 |
| 22.07 → 15.09 | Long | 87.5% | +8.65% | 2.65 | 8 |
| 25.07 → 15.09 | Long | 87.5% | +8.62% | 2.34 | 8 |