Over 2020 to 2025 (6 years of data), KIEUSUSD has tended to move long between 14.07 and 04.09, closing higher in 100.0% of those years for an average +5.94% move and an annualized Sharpe of 5.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 04.09 | Long | 100.0% | +5.94% | 5.41 | 6 |
| 14.07 → 02.09 | Long | 100.0% | +5.89% | 4.85 | 6 |
| 14.07 → 01.09 | Long | 100.0% | +5.86% | 5.79 | 6 |
| 14.07 → 25.08 | Long | 100.0% | +5.79% | 6.24 | 6 |
| 14.07 → 12.09 | Long | 100.0% | +5.77% | 6.48 | 6 |
| 14.07 → 14.08 | Long | 100.0% | +5.66% | 6.15 | 6 |
| 14.07 → 30.08 | Long | 100.0% | +5.63% | 5.79 | 6 |
| 14.07 → 29.08 | Long | 100.0% | +5.59% | 6.09 | 6 |