Over 2022 to 2025 (4 years of data), NYTUSUSD has tended to move long between 09.07 and 12.08, closing higher in 100.0% of those years for an average +9.98% move and an annualized Sharpe of 8.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.08 | Long | 100.0% | +9.98% | 8.71 | 4 |
| 09.07 → 10.08 | Long | 100.0% | +9.92% | 5.18 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +9.92% | 9.86 | 4 |
| 10.07 → 12.08 | Long | 100.0% | +9.39% | 7.17 | 4 |
| 10.07 → 10.08 | Long | 100.0% | +9.36% | 4.37 | 4 |
| 10.07 → 13.08 | Long | 100.0% | +9.33% | 7.50 | 4 |
| 08.07 → 12.08 | Long | 100.0% | +9.16% | 7.22 | 4 |
| 13.07 → 10.08 | Long | 100.0% | +9.12% | 3.54 | 4 |