Over 2018 to 2025 (8 years of data), KSSUSUSD has tended to move long between 07.07 and 05.09, closing higher in 87.5% of those years for an average +14.07% move and an annualized Sharpe of 1.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.09 | Long | 87.5% | +14.07% | 1.28 | 8 |
| 07.07 → 12.08 | Long | 87.5% | +13.72% | 2.40 | 8 |
| 08.07 → 04.09 | Long | 87.5% | +13.38% | 1.26 | 8 |
| 10.07 → 08.09 | Long | 87.5% | +12.67% | 1.33 | 8 |
| 10.07 → 04.09 | Long | 87.5% | +12.63% | 1.41 | 8 |
| 07.07 → 11.08 | Long | 87.5% | +12.34% | 2.84 | 8 |
| 09.07 → 04.09 | Long | 87.5% | +12.24% | 1.24 | 8 |
| 08.07 → 12.08 | Long | 87.5% | +12.10% | 2.18 | 8 |