United States
Over 2022 to 2025 (4 years of data), KNXUSUSD has tended to move long between 06.10 and 02.12, closing higher in 100.0% of those years for an average +17.35% move and an annualized Sharpe of 30.14.
Best window
06.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+17.35%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.12 | Long | 100.0% | +17.35% | 30.14 | 4 |
| 05.10 → 02.12 | Long | 100.0% | +17.20% | 17.92 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +17.17% |
| 13.26 |
| 4 |
| 06.10 → 04.12 | Long | 100.0% | +17.09% | 11.23 | 4 |
| 06.10 → 03.12 | Long | 100.0% | +17.01% | 11.96 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +16.96% | 32.34 | 4 |
| 05.10 → 04.12 | Long | 100.0% | +16.95% | 9.38 | 4 |
| 05.10 → 03.12 | Long | 100.0% | +16.87% | 9.83 | 4 |