Over 2020 to 2025 (6 years of data), KIEUSUSD has tended to move long between 10.07 and 02.09, closing higher in 100.0% of those years for an average +6.42% move and an annualized Sharpe of 2.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 02.09 | Long | 100.0% | +6.42% | 2.94 | 6 |
| 10.07 → 28.08 | Long | 100.0% | +6.29% | 3.61 | 6 |
| 10.07 → 30.08 | Long | 100.0% | +6.29% | 3.15 | 6 |
| 10.07 → 03.09 | Long | 100.0% | +6.29% | 3.20 | 6 |
| 10.07 → 31.08 | Long | 100.0% | +6.27% | 3.33 | 6 |
| 10.07 → 24.08 | Long | 100.0% | +6.26% | 4.34 | 6 |
| 10.07 → 29.08 | Long | 100.0% | +6.25% | 3.29 | 6 |
| 10.07 → 01.09 | Long | 100.0% | +6.18% | 3.04 | 6 |