United States
Over 2022 to 2025 (4 years of data), KMXUSUSD has tended to move short between 06.10 and 20.10, closing higher in 100.0% of those years for an average +6.81% move and an annualized Sharpe of 6.77.
Best window
06.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+6.81%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Short | 100.0% | +6.81% | 6.77 | 4 |
| 06.10 → 21.10 | Short | 100.0% | +6.56% | 5.72 | 4 |
| 06.10 → 23.10 | Short | 100.0% |
| +6.45% |
| 7.45 |
| 4 |
| 06.10 → 22.10 | Short | 100.0% | +6.22% | 7.86 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +6.21% | 7.08 | 4 |
| 07.10 → 20.10 | Short | 100.0% | +6.03% | 7.57 | 4 |
| 07.10 → 21.10 | Short | 100.0% | +5.80% | 6.72 | 4 |
| 07.10 → 23.10 | Short | 100.0% | +5.64% | 8.51 | 4 |