United States
Over 2018 to 2025 (8 years of data), KSSUSUSD has tended to move long between 11.10 and 25.10, closing higher in 100.0% of those years for an average +8.76% move and an annualized Sharpe of 7.77.
Best window
11.10 - 25.10
Direction
Long
Win rate
100.0%
Avg return
+8.76%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.10 | Long | 100.0% | +8.76% | 7.77 | 8 |
| 11.10 → 26.10 | Long | 100.0% | +8.75% | 7.15 | 8 |
| 08.10 → 25.10 | Long | 100.0% |
| +8.74% |
| 6.23 |
| 8 |
| 08.10 → 26.10 | Long | 100.0% | +8.73% | 5.78 | 8 |
| 07.10 → 22.10 | Long | 100.0% | +8.45% | 7.13 | 8 |
| 11.10 → 22.10 | Long | 100.0% | +8.37% | 9.67 | 8 |
| 08.10 → 22.10 | Long | 100.0% | +8.28% | 10.02 | 8 |
| 10.10 → 25.10 | Long | 100.0% | +8.26% | 7.54 | 8 |