United States
Over 2018 to 2025 (8 years of data), NSCUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +8.55% move and an annualized Sharpe of 3.69.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+8.55%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +8.55% | 3.69 | 8 |
| 11.10 → 01.12 | Long | 100.0% | +8.03% | 3.20 | 8 |
| 11.10 → 03.12 | Long | 100.0% |
| +7.82% |
| 3.95 |
| 8 |
| 11.10 → 04.12 | Long | 87.5% | +7.83% | 3.48 | 8 |
| 10.10 → 04.12 | Long | 87.5% | +7.55% | 2.61 | 8 |
| 11.10 → 25.11 | Long | 87.5% | +7.48% | 3.05 | 8 |
| 11.10 → 05.12 | Long | 87.5% | +7.33% | 3.31 | 8 |
| 11.10 → 29.11 | Long | 87.5% | +7.20% | 2.97 | 8 |