United States
Over 2018 to 2025 (8 years of data), KSSUSUSD has tended to move short between 17.09 and 10.10, closing higher in 100.0% of those years for an average +9.51% move and an annualized Sharpe of 6.27.
Best window
17.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+9.51%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 10.10 | Short | 100.0% | +9.51% | 6.27 | 8 |
| 17.09 → 09.10 | Short | 100.0% | +9.14% | 6.31 | 8 |
| 16.09 → 10.10 | Short | 100.0% |
| +9.10% |
| 7.18 |
| 8 |
| 16.09 → 09.10 | Short | 100.0% | +8.68% | 6.39 | 8 |
| 16.09 → 13.10 | Short | 100.0% | +8.51% | 4.80 | 8 |
| 16.09 → 07.10 | Short | 100.0% | +8.12% | 6.43 | 8 |
| 16.09 → 12.10 | Short | 100.0% | +7.98% | 5.28 | 8 |
| 19.09 → 09.10 | Short | 100.0% | +7.85% | 6.89 | 8 |