Over 2011 to 2025 (15 years of data), NZYMBDKDKK has tended to move long between 08.07 and 22.07, closing higher in 86.7% of those years for an average +2.25% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 86.7% | +2.25% | 3.51 | 15 |
| 10.07 → 22.07 | Long | 86.7% | +2.04% | 3.93 | 15 |
| 07.07 → 22.07 | Long | 86.7% | +1.96% | 2.72 | 15 |
| 10.07 → 21.07 | Long | 86.7% | +1.69% | 3.17 | 15 |
| 10.07 → 30.07 | Long | 86.7% | +1.60% | 1.75 | 15 |
| 11.07 → 24.07 | Long | 86.7% | +1.58% | 3.16 | 15 |
| 09.07 → 22.07 | Long | 80.0% | +2.12% | 3.62 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +1.91% | 2.86 | 15 |