Over 2011 to 2025 (15 years of data), STLNONOK has tended to move short between 12.07 and 03.08, closing higher in 73.3% of those years for an average +1.73% move and an annualized Sharpe of 1.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 03.08 | Short | 73.3% | +1.73% | 1.20 | 15 |
| 11.07 → 03.08 | Short | 73.3% | +1.71% | 1.17 | 15 |
| 12.07 → 02.08 | Short | 73.3% | +1.71% | 1.20 | 15 |
| 11.07 → 02.08 | Short | 73.3% | +1.69% | 1.18 | 15 |
| 13.07 → 02.08 | Short | 73.3% | +1.69% | 1.19 | 15 |
| 09.07 → 03.08 | Short | 73.3% | +1.52% | 0.96 | 15 |
| 09.07 → 02.08 | Short | 73.3% | +1.50% | 0.94 | 15 |
| 12.07 → 01.08 | Short | 73.3% | +1.36% | 1.00 | 15 |