Over 2022 to 2025 (4 years of data), NVRUSUSD has tended to move long between 09.07 and 18.07, closing higher in 50.0% of those years for an average +2.76% move and an annualized Sharpe of 4.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 18.07 | Long | 50.0% | +2.76% | 4.77 | 4 |
| 09.07 → 23.07 | Long | 50.0% | +2.42% | 5.02 | 4 |
| 09.07 → 24.07 | Long | 50.0% | +2.41% | 3.90 | 4 |
| 09.07 → 21.07 | Long | 50.0% | +2.40% | 5.43 | 4 |
| 09.07 → 22.07 | Long | 50.0% | +2.40% | 5.21 | 4 |
| 09.07 → 20.07 | Long | 50.0% | +2.38% | 5.65 | 4 |
| 07.07 → 18.07 | Long | 50.0% | +2.15% | 4.87 | 4 |
| 09.07 → 16.07 | Long | 50.0% | +2.13% | 4.22 | 4 |