Over 2022 to 2025 (4 years of data), ARMKUSUSD has tended to move long between 10.07 and 22.07, closing higher in 100.0% of those years for an average +3.21% move and an annualized Sharpe of 6.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 100.0% | +3.21% | 6.37 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +3.09% | 9.53 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +2.89% | 9.13 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +2.89% | 10.47 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +2.69% | 7.83 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +2.68% | 12.03 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +2.62% | 4.94 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +2.60% | 5.88 | 4 |