Over 1991 to 2025 (35 years of data), USDNOK has tended to move short between 11.07 and 20.07, closing higher in 68.6% of those years for an average +0.58% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Short | 68.6% | +0.58% | 2.14 | 35 |
| 09.07 → 19.07 | Short | 65.7% | +0.59% | 1.78 | 35 |
| 10.07 → 20.07 | Short | 65.7% | +0.48% | 1.68 | 35 |
| 10.07 → 19.07 | Short | 65.7% | +0.43% | 1.42 | 35 |
| 07.07 → 02.08 | Short | 62.9% | +0.78% | 0.94 | 35 |
| 09.07 → 02.09 | Short | 62.9% | +0.74% | 0.53 | 35 |
| 08.07 → 02.08 | Short | 62.9% | +0.73% | 0.91 | 35 |
| 08.07 → 31.07 | Short | 62.9% | +0.72% | 1.02 | 35 |