United States ETFs
Over 2020 to 2025 (6 years of data), KREUSUSD has tended to move long between 08.10 and 04.12, closing higher in 100.0% of those years for an average +13.81% move and an annualized Sharpe of 3.31.
Best window
08.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+13.81%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 04.12 | Long | 100.0% | +13.81% | 3.31 | 5 |
| 08.10 → 05.12 | Long | 100.0% | +13.31% | 3.21 | 5 |
| 11.10 → 25.11 | Long | 100.0% |
| +12.11% |
| 3.96 |
| 6 |
| 12.10 → 10.12 | Long | 100.0% | +12.06% | 3.10 | 6 |
| 11.10 → 24.11 | Long | 100.0% | +11.93% | 3.55 | 6 |
| 12.10 → 25.11 | Long | 100.0% | +11.89% | 4.33 | 6 |
| 11.10 → 02.12 | Long | 100.0% | +11.86% | 3.65 | 6 |
| 12.10 → 24.11 | Long | 100.0% | +11.71% | 3.80 | 6 |