Over 2017 to 2025 (9 years of data), KRUSUSD has tended to move long between 14.08 and 21.08, closing higher in 87.5% of those years for an average +3.75% move and an annualized Sharpe of 7.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 21.08 | Long | 87.5% | +3.75% | 7.05 | 8 |
| 14.08 → 19.08 | Long | 87.5% | +3.17% | 7.88 | 8 |
| 17.08 → 21.08 | Long | 87.5% | +2.59% | 11.02 | 8 |
| 17.08 → 23.08 | Long | 87.5% | +2.35% | 6.10 | 8 |
| 17.08 → 20.08 | Long | 87.5% | +2.34% | 9.63 | 8 |
| 18.08 → 21.08 | Long | 87.5% | +2.14% | 15.26 | 8 |
| 18.08 → 23.08 | Long | 87.5% | +1.89% | 9.18 | 8 |
| 18.08 → 15.10 | Short | 75.0% | +4.35% | 1.42 | 8 |