Over 2022 to 2025 (4 years of data), KMXUSUSD has tended to move short between 26.08 and 20.10, closing higher in 100.0% of those years for an average +25.93% move and an annualized Sharpe of 7.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 20.10 | Short | 100.0% | +25.93% | 7.44 | 4 |
| 26.08 → 21.10 | Short | 100.0% | +25.74% | 7.27 | 4 |
| 26.08 → 23.10 | Short | 100.0% | +25.71% | 7.99 | 4 |
| 26.08 → 22.10 | Short | 100.0% | +25.54% | 8.25 | 4 |
| 26.08 → 19.10 | Short | 100.0% | +25.47% | 7.63 | 4 |
| 24.08 → 20.10 | Short | 100.0% | +25.39% | 7.98 | 4 |
| 25.08 → 20.10 | Short | 100.0% | +25.38% | 8.00 | 4 |
| 24.08 → 21.10 | Short | 100.0% | +25.21% | 7.87 | 4 |