United States
Over 2018 to 2025 (8 years of data), NRGUSUSD has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +3.13% move and an annualized Sharpe of 14.49.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+3.13%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +3.13% | 14.49 | 8 |
| 11.10 → 23.10 | Long | 100.0% | +2.61% | 8.21 | 8 |
| 11.10 → 14.10 | Long | 100.0% |
| +2.46% |
| 17.59 |
| 8 |
| 05.10 → 04.12 | Long | 87.5% | +6.99% | 1.82 | 8 |
| 05.10 → 03.12 | Long | 87.5% | +5.82% | 1.45 | 8 |
| 11.10 → 01.12 | Long | 87.5% | +5.68% | 1.59 | 8 |
| 11.10 → 02.12 | Long | 87.5% | +5.55% | 1.63 | 8 |
| 05.10 → 03.11 | Long | 87.5% | +5.34% | 2.59 | 8 |