Over 2022 to 2025 (4 years of data), KRCUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +9.71% move and an annualized Sharpe of 8.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +9.71% | 8.02 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +9.68% | 6.07 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +9.54% | 8.72 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +9.53% | 6.69 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +9.53% | 6.22 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +9.45% | 9.24 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +9.43% | 6.53 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +9.38% | 6.94 | 4 |