Over 2022 to 2025 (4 years of data), KNXUSUSD has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +2.02% move and an annualized Sharpe of 16.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +2.02% | 16.07 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +1.72% | 24.21 | 4 |
| 08.07 → 11.07 | Long | 100.0% | +1.21% | 9.65 | 4 |
| 08.07 → 12.07 | Long | 100.0% | +0.91% | 21.48 | 4 |
| 07.07 → 13.07 | Long | 100.0% | +0.82% | 19.15 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +7.02% | 3.07 | 4 |
| 07.07 → 13.08 | Long | 75.0% | +6.93% | 2.35 | 4 |
| 09.07 → 30.07 | Long | 75.0% | +6.61% | 2.69 | 4 |