Over 2022 to 2025 (4 years of data), KMXUSUSD has tended to move short between 13.07 and 05.09, closing higher in 100.0% of those years for an average +2.92% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.09 | Short | 100.0% | +2.92% | 3.75 | 4 |
| 09.07 → 18.07 | Long | 75.0% | +4.08% | 3.55 | 4 |
| 09.07 → 31.07 | Long | 75.0% | +3.88% | 1.24 | 4 |
| 09.07 → 17.07 | Long | 75.0% | +3.85% | 3.16 | 4 |
| 09.07 → 15.08 | Long | 75.0% | +3.78% | 1.12 | 4 |
| 09.07 → 19.07 | Long | 75.0% | +3.62% | 3.29 | 4 |
| 10.07 → 18.07 | Long | 75.0% | +3.60% | 3.57 | 4 |
| 08.07 → 18.07 | Long | 75.0% | +3.44% | 2.60 | 4 |