Over 2017 to 2025 (9 years of data), KMIUSUSD has tended to move short between 16.07 and 08.09, closing higher in 75.0% of those years for an average +2.83% move and an annualized Sharpe of 1.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 08.09 | Short | 75.0% | +2.83% | 1.29 | 8 |
| 16.07 → 09.09 | Short | 75.0% | +2.76% | 1.15 | 8 |
| 16.07 → 06.09 | Short | 75.0% | +2.75% | 1.50 | 8 |
| 15.07 → 08.09 | Short | 75.0% | +2.63% | 1.11 | 8 |
| 15.07 → 09.09 | Short | 75.0% | +2.56% | 1.00 | 8 |
| 15.07 → 06.09 | Short | 75.0% | +2.55% | 1.26 | 8 |
| 16.07 → 10.09 | Short | 75.0% | +2.50% | 0.90 | 8 |
| 15.07 → 10.09 | Short | 75.0% | +2.31% | 0.78 | 8 |