United States
Over 2017 to 2025 (9 years of data), NWLUSUSD has tended to move long between 11.10 and 08.12, closing higher in 77.8% of those years for an average +10.70% move and an annualized Sharpe of 1.28.
Best window
11.10 - 08.12
Direction
Long
Win rate
77.8%
Avg return
+10.70%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 77.8% | +10.70% | 1.28 | 9 |
| 10.10 → 08.12 | Long | 77.8% | +10.50% | 1.25 | 9 |
| 11.10 → 09.12 | Long | 77.8% |
| +10.49% |
| 1.25 |
| 9 |
| 11.10 → 07.12 | Long | 77.8% | +10.41% | 1.23 | 9 |
| 08.10 → 07.12 | Long | 77.8% | +10.36% | 1.12 | 9 |
| 10.10 → 09.12 | Long | 77.8% | +10.29% | 1.23 | 9 |
| 10.10 → 07.12 | Long | 77.8% | +10.22% | 1.21 | 9 |
| 09.10 → 08.12 | Long | 77.8% | +10.15% | 1.15 | 9 |