Over 2022 to 2025 (4 years of data), KMXUSUSD has tended to move short between 28.07 and 25.09, closing higher in 100.0% of those years for an average +13.76% move and an annualized Sharpe of 4.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 25.09 | Short | 100.0% | +13.76% | 4.74 | 4 |
| 27.07 → 25.09 | Short | 100.0% | +13.66% | 4.72 | 4 |
| 28.07 → 26.09 | Short | 100.0% | +12.79% | 3.71 | 4 |
| 28.07 → 24.09 | Short | 100.0% | +8.47% | 6.32 | 4 |
| 27.07 → 24.09 | Short | 100.0% | +8.37% | 6.93 | 4 |
| 28.07 → 22.09 | Short | 100.0% | +8.35% | 5.75 | 4 |
| 24.07 → 22.09 | Short | 100.0% | +8.33% | 5.22 | 4 |
| 28.07 → 23.09 | Short | 100.0% | +8.30% | 5.57 | 4 |