United States
Over 2017 to 2025 (9 years of data), NWLUSUSD has tended to move short between 15.09 and 02.10, closing higher in 100.0% of those years for an average +7.92% move and an annualized Sharpe of 6.94.
Best window
15.09 - 02.10
Direction
Short
Win rate
100.0%
Avg return
+7.92%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 02.10 | Short | 100.0% | +7.92% | 6.94 | 8 |
| 15.09 → 24.09 | Short | 100.0% | +7.19% | 10.93 | 8 |
| 16.09 → 02.10 | Short | 100.0% |
| +6.97% |
| 7.07 |
| 8 |
| 18.09 → 03.10 | Short | 100.0% | +6.49% | 6.48 | 8 |
| 15.09 → 23.09 | Short | 100.0% | +6.47% | 11.19 | 8 |
| 16.09 → 24.09 | Short | 100.0% | +6.23% | 12.00 | 8 |
| 18.09 → 25.09 | Short | 100.0% | +5.79% | 13.05 | 8 |
| 15.09 → 22.09 | Short | 100.0% | +5.78% | 11.84 | 8 |