Over 2017 to 2025 (9 years of data), KEYUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +8.56% move and an annualized Sharpe of 3.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +8.56% | 3.55 | 8 |
| 07.07 → 27.07 | Long | 100.0% | +8.35% | 3.49 | 8 |
| 11.07 → 28.07 | Long | 100.0% | +7.15% | 4.40 | 8 |
| 11.07 → 09.09 | Long | 100.0% | +6.34% | 4.13 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +9.29% | 3.90 | 8 |
| 10.07 → 26.07 | Long | 87.5% | +8.99% | 4.50 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +8.88% | 4.19 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +8.70% | 3.63 | 8 |