Over 2022 to 2025 (4 years of data), KRCUSUSD has tended to move long between 18.08 and 19.09, closing higher in 75.0% of those years for an average +8.22% move and an annualized Sharpe of 2.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 19.09 | Long | 75.0% | +8.22% | 2.71 | 4 |
| 16.08 → 19.09 | Long | 75.0% | +7.95% | 2.23 | 4 |
| 18.08 → 18.09 | Long | 75.0% | +7.67% | 2.71 | 4 |
| 17.08 → 19.09 | Long | 75.0% | +7.47% | 2.27 | 4 |
| 16.08 → 18.09 | Long | 75.0% | +7.39% | 2.22 | 4 |
| 18.08 → 20.09 | Long | 75.0% | +7.19% | 2.25 | 4 |
| 18.08 → 14.09 | Long | 75.0% | +7.17% | 4.02 | 4 |
| 18.08 → 15.09 | Long | 75.0% | +6.95% | 3.78 | 4 |