Over 2001 to 2025 (25 years of data), NZDPLN has tended to move short between 09.07 and 17.07, closing higher in 44.0% of those years for an average +0.57% move and an annualized Sharpe of 1.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 17.07 | Short | 44.0% | +0.57% | 1.43 | 25 |
| 12.07 → 17.07 | Short | 44.0% | +0.56% | 2.10 | 25 |
| 11.07 → 09.08 | Short | 44.0% | +0.33% | 0.20 | 25 |
| 12.07 → 09.08 | Short | 44.0% | +0.31% | 0.18 | 25 |
| 13.07 → 09.08 | Short | 44.0% | +0.31% | 0.18 | 25 |
| 13.07 → 10.08 | Short | 44.0% | +0.17% | 0.11 | 25 |
| 12.07 → 07.08 | Short | 44.0% | +0.10% | 0.07 | 25 |
| 13.07 → 07.08 | Short | 44.0% | +0.09% | 0.06 | 25 |