Over 2011 to 2025 (15 years of data), STLNONOK has tended to move short between 22.07 and 02.08, closing higher in 73.3% of those years for an average +1.40% move and an annualized Sharpe of 1.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 02.08 | Short | 73.3% | +1.40% | 1.47 | 15 |
| 23.07 → 02.08 | Short | 73.3% | +1.08% | 1.20 | 15 |
| 22.07 → 26.07 | Short | 73.3% | +0.77% | 2.21 | 15 |
| 22.07 → 01.08 | Short | 66.7% | +1.16% | 1.46 | 15 |
| 22.07 → 28.07 | Short | 66.7% | +1.02% | 1.96 | 15 |
| 22.07 → 31.07 | Short | 66.7% | +0.82% | 1.08 | 15 |
| 27.07 → 02.08 | Short | 66.7% | +0.81% | 2.28 | 15 |
| 24.07 → 02.08 | Short | 66.7% | +0.80% | 0.91 | 15 |