United States
Over 2022 to 2025 (4 years of data), KEYSUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +17.28% move and an annualized Sharpe of 4.38.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+17.28%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +17.28% | 4.38 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +17.09% | 4.88 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +16.47% |
| 4.67 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +15.41% | 4.15 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +15.03% | 3.98 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +14.73% | 3.88 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +14.65% | 3.63 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +14.53% | 7.22 | 4 |