Over 2022 to 2025 (4 years of data), NWSUSUSD has tended to move long between 09.07 and 13.08, closing higher in 100.0% of those years for an average +8.42% move and an annualized Sharpe of 3.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 13.08 | Long | 100.0% | +8.42% | 3.66 | 4 |
| 13.07 → 13.08 | Long | 100.0% | +8.23% | 2.95 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +7.85% | 3.28 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +7.81% | 3.38 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +6.71% | 2.85 | 4 |
| 07.07 → 15.08 | Long | 100.0% | +6.67% | 2.95 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +6.63% | 4.48 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +6.43% | 5.91 | 4 |