Over 2017 to 2025 (9 years of data), NWLUSUSD has tended to move long between 12.07 and 15.07, closing higher in 87.5% of those years for an average +1.00% move and an annualized Sharpe of 3.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Long | 87.5% | +1.00% | 3.83 | 8 |
| 10.07 → 28.07 | Long | 75.0% | +11.48% | 2.69 | 8 |
| 07.07 → 27.07 | Long | 75.0% | +11.38% | 2.98 | 8 |
| 10.07 → 26.07 | Long | 75.0% | +11.01% | 2.82 | 8 |
| 07.07 → 28.07 | Long | 75.0% | +10.69% | 2.70 | 8 |
| 08.07 → 27.07 | Long | 75.0% | +10.62% | 2.89 | 8 |
| 11.07 → 27.07 | Long | 75.0% | +10.44% | 2.91 | 8 |
| 07.07 → 26.07 | Long | 75.0% | +10.20% | 2.86 | 8 |