Over 2022 to 2025 (4 years of data), KNXUSUSD has tended to move short between 28.07 and 06.09, closing higher in 100.0% of those years for an average +5.60% move and an annualized Sharpe of 4.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 06.09 | Short | 100.0% | +5.60% | 4.85 | 4 |
| 28.07 → 10.09 | Short | 100.0% | +5.33% | 3.24 | 4 |
| 27.07 → 06.09 | Short | 100.0% | +4.88% | 4.34 | 4 |
| 25.07 → 06.09 | Short | 100.0% | +4.81% | 7.21 | 4 |
| 28.07 → 11.09 | Short | 100.0% | +4.78% | 2.98 | 4 |
| 22.07 → 28.07 | Long | 100.0% | +4.46% | 10.00 | 4 |
| 26.07 → 06.09 | Short | 100.0% | +4.39% | 6.16 | 4 |
| 28.07 → 05.09 | Short | 100.0% | +4.15% | 3.42 | 4 |