Over 2018 to 2025 (8 years of data), NSCUSUSD has tended to move long between 11.07 and 26.07, closing higher in 87.5% of those years for an average +5.31% move and an annualized Sharpe of 4.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 26.07 | Long | 87.5% | +5.31% | 4.33 | 8 |
| 08.07 → 25.07 | Long | 87.5% | +4.88% | 5.44 | 8 |
| 12.07 → 26.07 | Long | 87.5% | +4.88% | 4.13 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +4.83% | 7.80 | 8 |
| 10.07 → 25.07 | Long | 87.5% | +4.77% | 5.33 | 8 |
| 10.07 → 22.07 | Long | 87.5% | +4.73% | 6.88 | 8 |
| 09.07 → 25.07 | Long | 87.5% | +4.64% | 5.09 | 8 |
| 08.07 → 24.07 | Long | 87.5% | +4.63% | 4.90 | 8 |