United States
Over 2017 to 2025 (9 years of data), KUSUSD has tended to move long between 10.10 and 17.11, closing higher in 88.9% of those years for an average +1.15% move and an annualized Sharpe of 0.77.
Best window
10.10 - 17.11
Direction
Long
Win rate
88.9%
Avg return
+1.15%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.11 | Long | 88.9% | +1.15% | 0.77 | 9 |
| 10.10 → 16.11 | Long | 88.9% | +1.13% | 0.79 | 9 |
| 09.10 → 17.11 | Long | 88.9% |
| +1.04% |
| 0.64 |
| 9 |
| 09.10 → 16.11 | Long | 88.9% | +1.02% | 0.66 | 9 |
| 10.10 → 22.10 | Long | 88.9% | +0.86% | 2.38 | 9 |
| 10.10 → 14.10 | Long | 88.9% | +0.78% | 6.61 | 9 |
| 11.10 → 14.10 | Long | 88.9% | +0.53% | 6.55 | 9 |
| 10.10 → 03.12 | Long | 77.8% | +1.96% | 0.95 | 9 |