Over 2017 to 2025 (9 years of data), KMBUSUSD has tended to move long between 11.07 and 16.07, closing higher in 88.9% of those years for an average +0.74% move and an annualized Sharpe of 5.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 88.9% | +0.74% | 5.61 | 9 |
| 11.07 → 15.07 | Long | 88.9% | +0.54% | 4.79 | 9 |
| 11.07 → 14.07 | Long | 88.9% | +0.45% | 5.11 | 9 |
| 11.07 → 18.08 | Long | 77.8% | +3.43% | 2.02 | 9 |
| 11.07 → 16.08 | Long | 77.8% | +3.30% | 1.93 | 9 |
| 12.07 → 18.08 | Long | 77.8% | +3.24% | 1.86 | 9 |
| 11.07 → 20.08 | Long | 77.8% | +3.16% | 1.97 | 9 |
| 11.07 → 21.08 | Long | 77.8% | +3.12% | 2.07 | 9 |