United States
Over 2022 to 2025 (4 years of data), NVRUSUSD has tended to move short between 07.10 and 03.11, closing higher in 100.0% of those years for an average +6.01% move and an annualized Sharpe of 4.39.
Best window
07.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+6.01%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 03.11 | Short | 100.0% | +6.01% | 4.39 | 3 |
| 07.10 → 02.11 | Short | 100.0% | +5.73% | 4.18 | 3 |
| 10.10 → 03.11 | Short | 100.0% |
| +5.16% |
| 11.25 |
| 3 |
| 07.10 → 05.11 | Short | 100.0% | +5.02% | 3.86 | 3 |
| 08.10 → 03.11 | Short | 100.0% | +5.01% | 4.87 | 3 |
| 07.10 → 04.11 | Short | 100.0% | +4.96% | 3.59 | 3 |
| 07.10 → 24.10 | Short | 100.0% | +4.88% | 7.28 | 3 |
| 10.10 → 02.11 | Short | 100.0% | +4.88% | 9.80 | 3 |