United States
Over 2022 to 2025 (4 years of data), KRCUSUSD has tended to move long between 09.10 and 01.12, closing higher in 100.0% of those years for an average +10.84% move and an annualized Sharpe of 3.71.
Best window
09.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+10.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 01.12 | Long | 100.0% | +10.84% | 3.71 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +10.69% | 6.99 | 4 |
| 09.10 → 02.12 | Long | 100.0% |
| +10.68% |
| 3.15 |
| 4 |
| 10.10 → 01.12 | Long | 100.0% | +10.57% | 4.91 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +10.50% | 5.35 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +10.39% | 3.97 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +10.20% | 2.50 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +10.15% | 3.31 | 4 |