

Forex currencies
Over 1991 to 2025 (35 years of data), USDNOK has tended to move long between 11.10 and 30.11, closing higher in 74.3% of those years for an average +1.72% move and an annualized Sharpe of 0.98.
Best window
11.10 - 30.11
Direction
Long
Win rate
74.3%
Avg return
+1.72%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.11 | Long | 74.3% | +1.72% | 0.98 | 35 |
| 11.10 → 12.11 | Long | 74.3% | +1.31% | 1.13 | 35 |
| 10.10 → 12.11 | Long | 74.3% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1261 |
| 3 | 100.2035 |
| 4 | 100.0993 |
| 5 | 100.1831 |
| 6 | 100.2539 |
| 7 | 100.2458 |
| 8 | 100.3031 |
| 9 | 100.2315 |
| 10 | 100.2132 |
| 11 | 100.1499 |
| 12 | 100.0205 |
| 13 | 99.9805 |
| 14 | 99.9566 |
| 15 | 100.1348 |
| 16 | 100.2914 |
| 17 | 100.4195 |
| 18 | 100.3875 |
| 19 | 100.4273 |
| 20 | 100.572 |
| 21 | 100.4082 |
| 22 | 100.3758 |
| 23 | 100.3072 |
| 24 | 100.2133 |
| 25 | 100.3126 |
| 26 | 100.2251 |
| 27 | 100.3518 |
| 28 | 100.5585 |
| 29 | 100.6909 |
| 30 | 100.7252 |
| 31 | 100.6456 |
| 32 | 100.4536 |
| 33 | 100.6099 |
| 34 | 100.4769 |
| 35 | 100.5248 |
| 36 | 100.5707 |
| 37 | 100.655 |
| 38 | 100.8267 |
| 39 | 100.8341 |
| 40 | 100.6529 |
| 41 | 100.7932 |
| 42 | 100.8982 |
| 43 | 100.7781 |
| 44 | 100.7973 |
| 45 | 100.6819 |
| 46 | 100.6892 |
| 47 | 100.5174 |
| 48 | 100.5792 |
| 49 | 100.7285 |
| 50 | 100.5161 |
| 51 | 100.5997 |
| 52 | 100.7424 |
| 53 | 100.623 |
| 54 | 100.5173 |
| 55 | 100.4756 |
| 56 | 100.6625 |
| 57 | 100.8561 |
| 58 | 100.9672 |
| 59 | 100.8506 |
| 60 | 100.9873 |
| 61 | 100.8495 |
| 62 | 100.9929 |
| 63 | 100.8988 |
| 64 | 100.8535 |
| 65 | 100.8386 |
| 66 | 101.0333 |
| 67 | 100.98 |
| 68 | 101.0193 |
| 69 | 100.9038 |
| 70 | 100.8689 |
| 71 | 100.6534 |
| 72 | 100.9048 |
| 73 | 100.8572 |
| 74 | 101.1392 |
| 75 | 101.0756 |
| 76 | 100.8909 |
| 77 | 100.8232 |
| 78 | 100.9678 |
| 79 | 100.9663 |
| 80 | 101.1572 |
| 81 | 101.3164 |
| 82 | 101.3526 |
| 83 | 101.2752 |
| 84 | 101.2242 |
| 85 | 100.9542 |
| 86 | 100.8935 |
| 87 | 101.1179 |
| 88 | 101.017 |
| 89 | 101.1085 |
| 90 | 101.0275 |
| 91 | 100.8687 |
| 92 | 100.9335 |
| 93 | 100.6304 |
| 94 | 100.8611 |
| 95 | 100.8449 |
| 96 | 100.9382 |
| 97 | 101.1495 |
| 98 | 100.8809 |
| 99 | 100.7854 |
| 100 | 100.7111 |
| 101 | 100.7278 |
| 102 | 100.7395 |
| 103 | 100.6312 |
| 104 | 100.6102 |
| 105 | 100.5531 |
| 106 | 100.5741 |
| 107 | 100.5541 |
| 108 | 100.5816 |
| 109 | 100.4872 |
| 110 | 100.6048 |
| 111 | 100.6329 |
| 112 | 100.7664 |
| 113 | 100.7268 |
| 114 | 100.5827 |
| 115 | 100.824 |
| 116 | 100.8441 |
| 117 | 100.9039 |
| 118 | 100.717 |
| 119 | 100.5178 |
| 120 | 100.4707 |
| 121 | 100.4727 |
| 122 | 100.6484 |
| 123 | 100.5323 |
| 124 | 100.5231 |
| 125 | 100.6888 |
| 126 | 100.5472 |
| 127 | 100.6279 |
| 128 | 100.6246 |
| 129 | 100.5541 |
| 130 | 100.4225 |
| 131 | 100.7356 |
| 132 | 100.8416 |
| 133 | 100.6727 |
| 134 | 100.7584 |
| 135 | 100.886 |
| 136 | 100.8515 |
| 137 | 100.806 |
| 138 | 100.9801 |
| 139 | 100.9582 |
| 140 | 100.9891 |
| 141 | 100.829 |
| 142 | 100.803 |
| 143 | 100.9604 |
| 144 | 100.8351 |
| 145 | 100.8864 |
| 146 | 100.9488 |
| 147 | 100.7946 |
| 148 | 100.7884 |
| 149 | 100.7668 |
| 150 | 100.8066 |
| 151 | 100.841 |
| 152 | 100.9023 |
| 153 | 100.6526 |
| 154 | 100.6758 |
| 155 | 100.5783 |
| 156 | 100.5873 |
| 157 | 100.6163 |
| 158 | 100.5243 |
| 159 | 100.4999 |
| 160 | 100.432 |
| 161 | 100.7286 |
| 162 | 100.8473 |
| 163 | 100.9816 |
| 164 | 100.8469 |
| 165 | 100.9635 |
| 166 | 101.0073 |
| 167 | 100.985 |
| 168 | 100.884 |
| 169 | 100.9296 |
| 170 | 101.0206 |
| 171 | 101.1669 |
| 172 | 100.998 |
| 173 | 101.2323 |
| 174 | 101.2871 |
| 175 | 101.2784 |
| 176 | 101.3724 |
| 177 | 101.3573 |
| 178 | 101.3517 |
| 179 | 101.4544 |
| 180 | 101.3826 |
| 181 | 101.2114 |
| 182 | 101.2676 |
| 183 | 101.2832 |
| 184 | 101.249 |
| 185 | 101.2032 |
| 186 | 101.4707 |
| 187 | 101.5613 |
| 188 | 101.6466 |
| 189 | 101.6516 |
| 190 | 101.5576 |
| 191 | 101.3215 |
| 192 | 101.4746 |
| 193 | 101.4077 |
| 194 | 101.3123 |
| 195 | 101.3994 |
| 196 | 101.4343 |
| 197 | 101.3164 |
| 198 | 101.338 |
| 199 | 101.1661 |
| 200 | 101.1965 |
| 201 | 101.1125 |
| 202 | 100.9177 |
| 203 | 100.8953 |
| 204 | 101.006 |
| 205 | 101.1754 |
| 206 | 101.0701 |
| 207 | 101.0444 |
| 208 | 101.0213 |
| 209 | 100.9961 |
| 210 | 100.9509 |
| 211 | 100.8654 |
| 212 | 100.8619 |
| 213 | 100.8146 |
| 214 | 100.9501 |
| 215 | 100.8263 |
| 216 | 100.8659 |
| 217 | 100.7829 |
| 218 | 100.8567 |
| 219 | 100.8149 |
| 220 | 100.8168 |
| 221 | 100.8449 |
| 222 | 100.9611 |
| 223 | 101.0318 |
| 224 | 100.89 |
| 225 | 100.842 |
| 226 | 100.9699 |
| 227 | 100.9979 |
| 228 | 101.0293 |
| 229 | 101.0043 |
| 230 | 101.1882 |
| 231 | 101.3092 |
| 232 | 101.2741 |
| 233 | 101.2434 |
| 234 | 101.2452 |
| 235 | 101.1783 |
| 236 | 101.1481 |
| 237 | 101.2206 |
| 238 | 101.3526 |
| 239 | 101.2935 |
| 240 | 101.1244 |
| 241 | 101.0426 |
| 242 | 101.1474 |
| 243 | 101.1508 |
| 244 | 101.0895 |
| 245 | 101.0443 |
| 246 | 101.0073 |
| 247 | 101.1229 |
| 248 | 101.0708 |
| 249 | 101.094 |
| 250 | 101.1854 |
| 251 | 101.0771 |
| 252 | 101.1176 |
| 253 | 101.1056 |
| 254 | 101.1059 |
| 255 | 101.0804 |
| 256 | 101.0435 |
| 257 | 101.0413 |
| 258 | 100.8987 |
| 259 | 101.0517 |
| 260 | 100.9776 |
| 261 | 100.8737 |
| 262 | 100.8442 |
| 263 | 100.888 |
| 264 | 100.8447 |
| 265 | 100.9164 |
| 266 | 100.7378 |
| 267 | 100.8583 |
| 268 | 100.8781 |
| 269 | 101.0633 |
| 270 | 101.1049 |
| 271 | 101.0012 |
| 272 | 100.9463 |
| 273 | 101.0198 |
| 274 | 100.8933 |
| 275 | 101.0429 |
| 276 | 101.1727 |
| 277 | 101.1681 |
| 278 | 101.0811 |
| 279 | 100.9692 |
| 280 | 101.1094 |
| 281 | 101.0857 |
| 282 | 101.0548 |
| 283 | 101.0364 |
| 284 | 101.1142 |
| 285 | 101.0194 |
| 286 | 100.8767 |
| 287 | 100.908 |
| 288 | 101.0636 |
| 289 | 101.2153 |
| 290 | 101.3128 |
| 291 | 101.4591 |
| 292 | 101.4096 |
| 293 | 101.3907 |
| 294 | 101.3705 |
| 295 | 101.5442 |
| 296 | 101.5648 |
| 297 | 101.5498 |
| 298 | 101.515 |
| 299 | 101.6282 |
| 300 | 101.562 |
| 301 | 101.6611 |
| 302 | 101.5135 |
| 303 | 101.4741 |
| 304 | 101.6827 |
| 305 | 101.6195 |
| 306 | 101.6658 |
| 307 | 101.8058 |
| 308 | 101.6737 |
| 309 | 101.504 |
| 310 | 101.5752 |
| 311 | 101.541 |
| 312 | 101.5633 |
| 313 | 101.7067 |
| 314 | 101.5582 |
| 315 | 101.5128 |
| 316 | 101.8612 |
| 317 | 101.9123 |
| 318 | 101.9258 |
| 319 | 102.045 |
| 320 | 102.072 |
| 321 | 102.1131 |
| 322 | 102.0988 |
| 323 | 102.3514 |
| 324 | 102.2622 |
| 325 | 102.305 |
| 326 | 102.2081 |
| 327 | 102.2336 |
| 328 | 102.2802 |
| 329 | 102.1971 |
| 330 | 102.2986 |
| 331 | 102.4565 |
| 332 | 102.3378 |
| 333 | 102.4124 |
| 334 | 102.3809 |
| 335 | 102.1855 |
| 336 | 102.0564 |
| 337 | 101.8953 |
| 338 | 101.9362 |
| 339 | 102.0694 |
| 340 | 101.9549 |
| 341 | 102.0209 |
| 342 | 102.135 |
| 343 | 102.1394 |
| 344 | 102.2569 |
| 345 | 102.3569 |
| 346 | 102.2764 |
| 347 | 102.1984 |
| 348 | 102.2944 |
| 349 | 102.467 |
| 350 | 102.3072 |
| 351 | 102.354 |
| 352 | 102.1297 |
| 353 | 102.2578 |
| 354 | 102.4345 |
| 355 | 102.417 |
| 356 | 102.3478 |
| 357 | 102.309 |
| 358 | 102.2426 |
| 359 | 102.1512 |
| 360 | 102.2175 |
| 361 | 102.0842 |
| 362 | 102.1128 |
| 363 | 101.9564 |
| 364 | 101.7416 |
| 365 | 101.5633 |
| 366 | 101.5198 |
| +1.23% |
| 1.04 |
| 35 |
| 11.10 → 29.11 | Long | 71.4% | +1.74% | 1.05 | 35 |
| 07.10 → 29.11 | Long | 71.4% | +1.69% | 0.95 | 35 |
| 08.10 → 29.11 | Long | 71.4% | +1.67% | 0.97 | 35 |
| 10.10 → 29.11 | Long | 71.4% | +1.66% | 0.99 | 35 |
| 06.10 → 27.11 | Long | 71.4% | +1.61% | 0.98 | 35 |