Over 2018 to 2025 (8 years of data), NRGUSUSD has tended to move long between 13.07 and 11.09, closing higher in 87.5% of those years for an average +7.36% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 87.5% | +7.36% | 2.44 | 8 |
| 13.07 → 02.09 | Long | 87.5% | +6.92% | 3.51 | 8 |
| 08.07 → 02.09 | Long | 87.5% | +6.84% | 3.19 | 8 |
| 09.07 → 02.09 | Long | 87.5% | +6.70% | 3.27 | 8 |
| 11.07 → 02.09 | Long | 87.5% | +6.69% | 3.19 | 8 |
| 10.07 → 02.09 | Long | 87.5% | +6.55% | 3.21 | 8 |
| 12.07 → 02.09 | Long | 87.5% | +6.54% | 3.37 | 8 |
| 07.07 → 02.09 | Long | 87.5% | +6.36% | 2.42 | 8 |