Over 2022 to 2025 (4 years of data), KEYSUSUSD has tended to move short between 28.07 and 09.08, closing higher in 75.0% of those years for an average +3.80% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 09.08 | Short | 75.0% | +3.80% | 3.51 | 4 |
| 23.07 → 20.08 | Short | 75.0% | +3.55% | 0.99 | 4 |
| 27.07 → 09.08 | Short | 75.0% | +3.50% | 2.62 | 4 |
| 28.07 → 07.08 | Short | 75.0% | +3.35% | 2.72 | 4 |
| 24.07 → 09.08 | Short | 75.0% | +3.31% | 2.21 | 4 |
| 23.07 → 09.08 | Short | 75.0% | +3.28% | 2.00 | 4 |
| 22.07 → 09.08 | Short | 75.0% | +3.13% | 2.17 | 4 |
| 26.07 → 09.08 | Short | 75.0% | +3.13% | 2.34 | 4 |