Over 2020 to 2025 (6 years of data), IAKUSUSD has tended to move long between 10.07 and 02.09, closing higher in 100.0% of those years for an average +6.50% move and an annualized Sharpe of 3.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 02.09 | Long | 100.0% | +6.50% | 3.52 | 6 |
| 10.07 → 28.08 | Long | 100.0% | +6.40% | 4.29 | 6 |
| 10.07 → 03.09 | Long | 100.0% | +6.40% | 3.77 | 6 |
| 08.07 → 28.08 | Long | 100.0% | +6.32% | 3.86 | 6 |
| 13.07 → 02.09 | Long | 100.0% | +6.32% | 6.82 | 6 |
| 10.07 → 31.08 | Long | 100.0% | +6.31% | 3.73 | 6 |
| 10.07 → 29.08 | Long | 100.0% | +6.28% | 3.80 | 6 |
| 10.07 → 30.08 | Long | 100.0% | +6.27% | 3.48 | 6 |