Over 2017 to 2025 (9 years of data), KOUSUSD has tended to move long between 10.07 and 18.08, closing higher in 100.0% of those years for an average +4.87% move and an annualized Sharpe of 4.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 18.08 | Long | 100.0% | +4.87% | 4.68 | 9 |
| 10.07 → 16.08 | Long | 100.0% | +4.81% | 4.61 | 9 |
| 10.07 → 15.08 | Long | 100.0% | +4.75% | 4.76 | 9 |
| 11.07 → 18.08 | Long | 100.0% | +4.52% | 4.97 | 9 |
| 09.07 → 18.08 | Long | 100.0% | +4.51% | 5.16 | 9 |
| 10.07 → 19.08 | Long | 100.0% | +4.48% | 5.20 | 9 |
| 11.07 → 16.08 | Long | 100.0% | +4.46% | 4.84 | 9 |
| 09.07 → 16.08 | Long | 100.0% | +4.44% | 5.00 | 9 |