Over 2020 to 2025 (6 years of data), KREUSUSD has tended to move long between 07.07 and 12.08, closing higher in 100.0% of those years for an average +9.36% move and an annualized Sharpe of 5.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.08 | Long | 100.0% | +9.36% | 5.96 | 6 |
| 07.07 → 24.08 | Long | 100.0% | +8.91% | 4.38 | 6 |
| 07.07 → 28.08 | Long | 100.0% | +8.91% | 4.88 | 6 |
| 07.07 → 27.08 | Long | 100.0% | +8.86% | 5.38 | 6 |
| 07.07 → 13.08 | Long | 100.0% | +8.83% | 6.13 | 6 |
| 08.07 → 24.08 | Long | 100.0% | +8.75% | 4.22 | 6 |
| 08.07 → 28.08 | Long | 100.0% | +8.75% | 4.86 | 6 |
| 09.07 → 24.08 | Long | 100.0% | +8.75% | 3.77 | 6 |