United States
Over 2017 to 2025 (9 years of data), KEYUSUSD has tended to move long between 13.10 and 02.12, closing higher in 88.9% of those years for an average +12.08% move and an annualized Sharpe of 3.63.
Best window
13.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+12.08%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 02.12 | Long | 88.9% | +12.08% | 3.63 | 9 |
| 12.10 → 02.12 | Long | 88.9% | +11.59% | 3.17 | 9 |
| 13.10 → 04.12 | Long | 88.9% |
| +11.30% |
| 3.21 |
| 9 |
| 13.10 → 10.12 | Long | 88.9% | +11.28% | 2.52 | 9 |
| 12.10 → 10.12 | Long | 88.9% | +10.86% | 2.21 | 9 |
| 12.10 → 04.12 | Long | 88.9% | +10.84% | 2.76 | 9 |
| 13.10 → 09.12 | Long | 88.9% | +10.82% | 2.50 | 9 |
| 13.10 → 29.11 | Long | 88.9% | +10.75% | 3.87 | 9 |