Over 2001 to 2025 (25 years of data), NZDPLN has tended to move long between 22.07 and 11.09, closing higher in 80.0% of those years for an average +1.59% move and an annualized Sharpe of 0.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 11.09 | Long | 80.0% | +1.59% | 0.53 | 15 |
| 22.07 → 07.09 | Long | 75.0% | +1.80% | 0.83 | 16 |
| 22.07 → 08.09 | Long | 75.0% | +1.66% | 0.71 | 16 |
| 22.07 → 01.09 | Long | 75.0% | +1.31% | 0.69 | 16 |
| 27.07 → 31.07 | Long | 75.0% | +1.27% | 5.40 | 16 |
| 24.07 → 12.09 | Long | 75.0% | +1.19% | 0.49 | 16 |
| 24.07 → 11.09 | Long | 75.0% | +1.17% | 0.41 | 16 |
| 28.07 → 31.07 | Long | 75.0% | +1.15% | 7.04 | 16 |