

Over 2017 to 2025 (9 years of data), KOUSUSD has tended to move short between 21.08 and 05.10, closing higher in 88.9% of those years for an average +4.18% move and an annualized Sharpe of 2.01.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8225 |
| 3 | 99.5288 |
| 4 | 99.6351 |
| 5 | 99.4162 |
| 6 | 99.0062 |
| 7 | 98.5887 |
| 8 | 99.2754 |
| 9 | 99.1306 |
| 10 | 99.0989 |
| 11 | 98.8517 |
| 12 | 98.8309 |
| 13 | 99.2271 |
| 14 | 99.0855 |
| 15 | 99.1688 |
| 16 | 99.1465 |
| 17 | 99.4202 |
| 18 | 99.1397 |
| 19 | 99.1048 |
| 20 | 99.149 |
| 21 | 99.1615 |
| 22 | 99.0386 |
| 23 | 99.2975 |
| 24 | 99.0768 |
| 25 | 99.1432 |
| 26 | 99.4349 |
| 27 | 99.5258 |
| 28 | 99.4655 |
| 29 | 99.2405 |
| 30 | 99.9861 |
| 31 | 100.0565 |
| 32 | 100.3877 |
| 33 | 100.1331 |
| 34 | 100.0908 |
| 35 | 100.0974 |
| 36 | 99.7273 |
| 37 | 99.8261 |
| 38 | 100.0739 |
| 39 | 99.7275 |
| 40 | 99.3951 |
| 41 | 99.6877 |
| 42 | 100.2162 |
| 43 | 100.7675 |
| 44 | 101.1917 |
| 45 | 99.867 |
| 46 | 100.0387 |
| 47 | 99.893 |
| 48 | 100.298 |
| 49 | 100.5124 |
| 50 | 100.4717 |
| 51 | 100.5306 |
| 52 | 100.9257 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 05.10 | Short | 88.9% | +4.18% | 2.01 | 9 |
| 22.08 → 05.10 | Short | 88.9% | +4.15% | 2.09 | 9 |
| 23.08 → 05.10 | Short | 88.9% | +3.85% | 2.07 | 9 |
| 21.08 → 06.10 | Short | 77.8% | +4.09% | 1.93 | 9 |
| 22.08 → 06.10 | Short | 77.8% | +4.06% | 1.99 | 9 |
| 21.08 → 07.10 | Short | 77.8% | +3.96% | 1.74 | 9 |
| 22.08 → 07.10 | Short | 77.8% |
| 53 |
|---|
| 100.8964 |
| 54 | 100.9157 |
|---|
| 55 | 100.2288 |
|---|
| 56 | 100.4486 |
|---|
| 57 | 99.8057 |
|---|
| 58 | 99.098 |
|---|
| 59 | 98.6699 |
|---|
| 60 | 98.6838 |
|---|
| 61 | 98.9932 |
|---|
| 62 | 99.643 |
|---|
| 63 | 99.3644 |
|---|
| 64 | 100.262 |
|---|
| 65 | 99.9599 |
|---|
| 66 | 99.3935 |
|---|
| 67 | 99.1376 |
|---|
| 68 | 99.0025 |
|---|
| 69 | 98.078 |
|---|
| 70 | 98.6572 |
|---|
| 71 | 98.0469 |
|---|
| 72 | 96.9524 |
|---|
| 73 | 97.1019 |
|---|
| 74 | 97.3312 |
|---|
| 75 | 97.1191 |
|---|
| 76 | 96.6177 |
|---|
| 77 | 96.8477 |
|---|
| 78 | 96.2455 |
|---|
| 79 | 95.6267 |
|---|
| 80 | 94.4811 |
|---|
| 81 | 94.5231 |
|---|
| 82 | 94.3887 |
|---|
| 83 | 94.5666 |
|---|
| 84 | 95.475 |
|---|
| 85 | 96.6973 |
|---|
| 86 | 97.712 |
|---|
| 87 | 97.5755 |
|---|
| 88 | 98.028 |
|---|
| 89 | 97.878 |
|---|
| 90 | 98.611 |
|---|
| 91 | 98.4793 |
|---|
| 92 | 97.4507 |
|---|
| 93 | 98.349 |
|---|
| 94 | 97.925 |
|---|
| 95 | 98.0202 |
|---|
| 96 | 98.1374 |
|---|
| 97 | 98.6865 |
|---|
| 98 | 98.7471 |
|---|
| 99 | 99.3278 |
|---|
| 100 | 99.8956 |
|---|
| 101 | 99.8317 |
|---|
| 102 | 100.0906 |
|---|
| 103 | 100.1149 |
|---|
| 104 | 99.8144 |
|---|
| 105 | 100.3571 |
|---|
| 106 | 100.0677 |
|---|
| 107 | 100.372 |
|---|
| 108 | 100.5601 |
|---|
| 109 | 100.8226 |
|---|
| 110 | 101.1875 |
|---|
| 111 | 100.9105 |
|---|
| 112 | 100.5116 |
|---|
| 113 | 100.8563 |
|---|
| 114 | 100.2482 |
|---|
| 115 | 100.3113 |
|---|
| 116 | 100.1574 |
|---|
| 117 | 100.4238 |
|---|
| 118 | 100.9678 |
|---|
| 119 | 100.9565 |
|---|
| 120 | 101.2175 |
|---|
| 121 | 100.3167 |
|---|
| 122 | 99.8825 |
|---|
| 123 | 99.9073 |
|---|
| 124 | 100.3906 |
|---|
| 125 | 100.1896 |
|---|
| 126 | 100.3724 |
|---|
| 127 | 100.1516 |
|---|
| 128 | 99.8016 |
|---|
| 129 | 99.8795 |
|---|
| 130 | 100.2152 |
|---|
| 131 | 100.274 |
|---|
| 132 | 99.9696 |
|---|
| 133 | 99.9557 |
|---|
| 134 | 99.9908 |
|---|
| 135 | 100.2708 |
|---|
| 136 | 100.213 |
|---|
| 137 | 100.3046 |
|---|
| 138 | 99.1556 |
|---|
| 139 | 99.3249 |
|---|
| 140 | 99.3973 |
|---|
| 141 | 99.6915 |
|---|
| 142 | 99.4039 |
|---|
| 143 | 99.95 |
|---|
| 144 | 99.8531 |
|---|
| 145 | 99.7744 |
|---|
| 146 | 99.8469 |
|---|
| 147 | 100.2458 |
|---|
| 148 | 100.1692 |
|---|
| 149 | 100.2505 |
|---|
| 150 | 100.3863 |
|---|
| 151 | 100.1117 |
|---|
| 152 | 100.3388 |
|---|
| 153 | 100.8584 |
|---|
| 154 | 100.7804 |
|---|
| 155 | 101.3308 |
|---|
| 156 | 101.4699 |
|---|
| 157 | 101.9674 |
|---|
| 158 | 102.0214 |
|---|
| 159 | 102.0031 |
|---|
| 160 | 102.0551 |
|---|
| 161 | 101.9388 |
|---|
| 162 | 101.816 |
|---|
| 163 | 101.1206 |
|---|
| 164 | 100.6227 |
|---|
| 165 | 100.0284 |
|---|
| 166 | 100.2276 |
|---|
| 167 | 100.1487 |
|---|
| 168 | 100.1353 |
|---|
| 169 | 99.5223 |
|---|
| 170 | 99.7649 |
|---|
| 171 | 99.3954 |
|---|
| 172 | 99.6612 |
|---|
| 173 | 100.051 |
|---|
| 174 | 100.0469 |
|---|
| 175 | 100.483 |
|---|
| 176 | 100.3885 |
|---|
| 177 | 100.1877 |
|---|
| 178 | 99.8488 |
|---|
| 179 | 99.6461 |
|---|
| 180 | 99.5902 |
|---|
| 181 | 100.0295 |
|---|
| 182 | 100.7048 |
|---|
| 183 | 100.6469 |
|---|
| 184 | 100.8847 |
|---|
| 185 | 100.9226 |
|---|
| 186 | 100.9952 |
|---|
| 187 | 100.9368 |
|---|
| 188 | 100.8132 |
|---|
| 189 | 100.653 |
|---|
| 190 | 100.23 |
|---|
| 191 | 100.016 |
|---|
| 192 | 100.4246 |
|---|
| 193 | 100.485 |
|---|
| 194 | 100.7973 |
|---|
| 195 | 101.1213 |
|---|
| 196 | 101.3578 |
|---|
| 197 | 101.4125 |
|---|
| 198 | 101.8893 |
|---|
| 199 | 101.8298 |
|---|
| 200 | 101.9074 |
|---|
| 201 | 101.955 |
|---|
| 202 | 101.9419 |
|---|
| 203 | 102.1515 |
|---|
| 204 | 103.0929 |
|---|
| 205 | 103.025 |
|---|
| 206 | 103.4105 |
|---|
| 207 | 104.1616 |
|---|
| 208 | 104.2124 |
|---|
| 209 | 104.116 |
|---|
| 210 | 104.3293 |
|---|
| 211 | 104.0599 |
|---|
| 212 | 103.7133 |
|---|
| 213 | 103.4002 |
|---|
| 214 | 103.4689 |
|---|
| 215 | 103.8382 |
|---|
| 216 | 103.1807 |
|---|
| 217 | 103.1651 |
|---|
| 218 | 103.3777 |
|---|
| 219 | 103.8827 |
|---|
| 220 | 103.9278 |
|---|
| 221 | 104.0149 |
|---|
| 222 | 104.0465 |
|---|
| 223 | 104.0639 |
|---|
| 224 | 104.1679 |
|---|
| 225 | 104.2405 |
|---|
| 226 | 103.9392 |
|---|
| 227 | 104.393 |
|---|
| 228 | 104.7604 |
|---|
| 229 | 104.9154 |
|---|
| 230 | 104.6803 |
|---|
| 231 | 105.0545 |
|---|
| 232 | 104.6238 |
|---|
| 233 | 104.4784 |
|---|
| 234 | 104.141 |
|---|
| 235 | 103.8691 |
|---|
| 236 | 103.8073 |
|---|
| 237 | 103.9078 |
|---|
| 238 | 103.6087 |
|---|
| 239 | 103.9676 |
|---|
| 240 | 104.0786 |
|---|
| 241 | 104.5469 |
|---|
| 242 | 104.4813 |
|---|
| 243 | 104.2554 |
|---|
| 244 | 104.2094 |
|---|
| 245 | 103.944 |
|---|
| 246 | 104.5205 |
|---|
| 247 | 104.4653 |
|---|
| 248 | 104.3804 |
|---|
| 249 | 104.2728 |
|---|
| 250 | 104.1546 |
|---|
| 251 | 104.1727 |
|---|
| 252 | 103.7014 |
|---|
| 253 | 103.9147 |
|---|
| 254 | 103.9644 |
|---|
| 255 | 104.0845 |
|---|
| 256 | 103.5092 |
|---|
| 257 | 103.5761 |
|---|
| 258 | 102.9901 |
|---|
| 259 | 102.8837 |
|---|
| 260 | 103.0349 |
|---|
| 261 | 102.7724 |
|---|
| 262 | 102.8934 |
|---|
| 263 | 102.6798 |
|---|
| 264 | 102.5272 |
|---|
| 265 | 102.1366 |
|---|
| 266 | 102.2691 |
|---|
| 267 | 101.7238 |
|---|
| 268 | 101.4319 |
|---|
| 269 | 101.2323 |
|---|
| 270 | 100.7126 |
|---|
| 271 | 100.7045 |
|---|
| 272 | 100.95 |
|---|
| 273 | 100.7121 |
|---|
| 274 | 101.1074 |
|---|
| 275 | 100.5244 |
|---|
| 276 | 100.5378 |
|---|
| 277 | 100.6558 |
|---|
| 278 | 99.8736 |
|---|
| 279 | 99.8279 |
|---|
| 280 | 99.6169 |
|---|
| 281 | 99.6053 |
|---|
| 282 | 99.8793 |
|---|
| 283 | 100.1824 |
|---|
| 284 | 99.7226 |
|---|
| 285 | 99.7188 |
|---|
| 286 | 99.9154 |
|---|
| 287 | 99.7377 |
|---|
| 288 | 99.8758 |
|---|
| 289 | 100.2094 |
|---|
| 290 | 100.8815 |
|---|
| 291 | 100.9648 |
|---|
| 292 | 101.2629 |
|---|
| 293 | 101.1332 |
|---|
| 294 | 101.8036 |
|---|
| 295 | 101.3064 |
|---|
| 296 | 101.5115 |
|---|
| 297 | 101.9828 |
|---|
| 298 | 101.9241 |
|---|
| 299 | 101.7829 |
|---|
| 300 | 101.8072 |
|---|
| 301 | 102.1882 |
|---|
| 302 | 101.4985 |
|---|
| 303 | 102.0613 |
|---|
| 304 | 102.2024 |
|---|
| 305 | 101.8085 |
|---|
| 306 | 101.7693 |
|---|
| 307 | 101.6964 |
|---|
| 308 | 102.0164 |
|---|
| 309 | 102.0106 |
|---|
| 310 | 102.4938 |
|---|
| 311 | 102.4888 |
|---|
| 312 | 102.3386 |
|---|
| 313 | 102.2478 |
|---|
| 314 | 103.5233 |
|---|
| 315 | 104.121 |
|---|
| 316 | 103.8641 |
|---|
| 317 | 103.8198 |
|---|
| 318 | 103.8468 |
|---|
| 319 | 103.7562 |
|---|
| 320 | 103.5636 |
|---|
| 321 | 103.5856 |
|---|
| 322 | 103.7051 |
|---|
| 323 | 103.4781 |
|---|
| 324 | 103.558 |
|---|
| 325 | 103.9462 |
|---|
| 326 | 104.341 |
|---|
| 327 | 104.6107 |
|---|
| 328 | 104.4553 |
|---|
| 329 | 104.6273 |
|---|
| 330 | 104.4472 |
|---|
| 331 | 104.6525 |
|---|
| 332 | 104.7181 |
|---|
| 333 | 104.4617 |
|---|
| 334 | 104.5228 |
|---|
| 335 | 104.0941 |
|---|
| 336 | 104.333 |
|---|
| 337 | 104.2168 |
|---|
| 338 | 104.3748 |
|---|
| 339 | 104.0892 |
|---|
| 340 | 104.5607 |
|---|
| 341 | 104.508 |
|---|
| 342 | 104.3205 |
|---|
| 343 | 104.0789 |
|---|
| 344 | 104.457 |
|---|
| 345 | 104.4728 |
|---|
| 346 | 104.9577 |
|---|
| 347 | 105.8261 |
|---|
| 348 | 105.4468 |
|---|
| 349 | 105.2966 |
|---|
| 350 | 105.3534 |
|---|
| 351 | 104.6729 |
|---|
| 352 | 104.8361 |
|---|
| 353 | 104.6818 |
|---|
| 354 | 104.2861 |
|---|
| 355 | 104.6614 |
|---|
| 356 | 104.5869 |
|---|
| 357 | 104.5947 |
|---|
| 358 | 104.1988 |
|---|
| 359 | 104.3808 |
|---|
| 360 | 104.7217 |
|---|
| 361 | 105.1341 |
|---|
| 362 | 104.9477 |
|---|
| 363 | 105.2903 |
|---|
| 364 | 105.1533 |
|---|
| 365 | 105.26 |
|---|
| 366 | 105.8087 |
|---|
| +3.93% |
| 1.79 |
| 9 |
| 25.08 → 05.10 | Short | 77.8% | +3.90% | 2.14 | 9 |