United States
Over 2017 to 2025 (9 years of data), KRUSUSD has tended to move long between 07.10 and 02.12, closing higher in 88.9% of those years for an average +8.35% move and an annualized Sharpe of 2.42.
Best window
07.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+8.35%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 02.12 | Long | 88.9% | +8.35% | 2.42 | 9 |
| 08.10 → 02.12 | Long | 88.9% | +8.18% | 2.31 | 9 |
| 05.10 → 02.12 | Long | 88.9% |
| +7.79% |
| 2.15 |
| 9 |
| 07.10 → 30.11 | Long | 88.9% | +7.56% | 2.69 | 9 |
| 08.10 → 30.11 | Long | 88.9% | +7.38% | 2.55 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +7.32% | 1.99 | 9 |
| 07.10 → 29.11 | Long | 88.9% | +7.12% | 3.31 | 9 |
| 07.10 → 01.12 | Long | 88.9% | +7.00% | 2.54 | 9 |