Over 2017 to 2025 (9 years of data), KRUSUSD has tended to move long between 13.07 and 19.08, closing higher in 100.0% of those years for an average +7.31% move and an annualized Sharpe of 3.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.08 | Long | 100.0% | +7.31% | 3.12 | 8 |
| 09.07 → 19.08 | Long | 100.0% | +7.30% | 3.20 | 8 |
| 12.07 → 19.08 | Long | 100.0% | +7.27% | 3.14 | 8 |
| 11.07 → 19.08 | Long | 100.0% | +7.20% | 3.06 | 8 |
| 10.07 → 19.08 | Long | 100.0% | +7.16% | 3.15 | 8 |
| 09.07 → 20.08 | Long | 100.0% | +7.11% | 3.02 | 8 |
| 08.07 → 19.08 | Long | 100.0% | +6.92% | 2.86 | 8 |
| 13.07 → 18.08 | Long | 100.0% | +6.92% | 3.31 | 8 |