Over 2022 to 2025 (4 years of data), NWSUSUSD has tended to move short between 09.09 and 10.10, closing higher in 100.0% of those years for an average +6.09% move and an annualized Sharpe of 4.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 10.10 | Short | 100.0% | +6.09% | 4.08 | 4 |
| 10.09 → 10.10 | Short | 100.0% | +5.99% | 4.70 | 4 |
| 10.09 → 09.10 | Short | 100.0% | +5.56% | 4.54 | 4 |
| 09.09 → 08.10 | Short | 100.0% | +5.51% | 5.57 | 4 |
| 10.09 → 08.10 | Short | 100.0% | +5.37% | 5.37 | 4 |
| 09.09 → 12.10 | Short | 100.0% | +5.27% | 3.32 | 4 |
| 08.09 → 10.10 | Short | 100.0% | +5.23% | 3.87 | 4 |
| 10.09 → 12.10 | Short | 100.0% | +5.17% | 3.71 | 4 |