United States
Over 2017 to 2025 (9 years of data), KMIUSUSD has tended to move long between 12.10 and 16.10, closing higher in 100.0% of those years for an average +2.06% move and an annualized Sharpe of 12.21.
Best window
12.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+2.06%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 16.10 | Long | 100.0% | +2.06% | 12.21 | 8 |
| 08.10 → 19.10 | Long | 87.5% | +2.75% | 5.06 | 8 |
| 08.10 → 17.10 | Long | 87.5% |
| +2.59% |
| 4.77 |
| 8 |
| 12.10 → 19.10 | Long | 87.5% | +2.20% | 7.77 | 8 |
| 12.10 → 18.10 | Long | 87.5% | +2.14% | 8.98 | 8 |
| 12.10 → 15.10 | Long | 87.5% | +2.08% | 15.25 | 8 |
| 12.10 → 17.10 | Long | 87.5% | +2.03% | 9.83 | 8 |
| 10.10 → 15.10 | Long | 87.5% | +1.40% | 3.78 | 8 |