United States
Over 2022 to 2025 (4 years of data), NWSUSUSD has tended to move long between 11.10 and 05.12, closing higher in 100.0% of those years for an average +11.84% move and an annualized Sharpe of 3.58.
Best window
11.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+11.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 100.0% | +11.84% | 3.58 | 4 |
| 12.10 → 05.12 | Long | 100.0% | +11.34% | 3.45 | 4 |
| 11.10 → 26.11 | Long | 100.0% |
| +11.32% |
| 4.37 |
| 4 |
| 11.10 → 06.12 | Long | 100.0% | +11.27% | 3.49 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +11.08% | 3.54 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +11.08% | 3.77 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +11.06% | 3.71 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +11.04% | 4.36 | 4 |