Over 2022 to 2025 (4 years of data), KEYSUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +3.72% move and an annualized Sharpe of 11.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +3.72% | 11.38 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +3.71% | 7.20 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +3.65% | 4.39 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +3.33% | 13.69 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +3.30% | 12.82 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +3.26% | 4.55 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +3.24% | 6.76 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +3.23% | 4.35 | 4 |