Over 2017 to 2025 (9 years of data), KUSUSD has tended to move long between 13.07 and 28.07, closing higher in 100.0% of those years for an average +2.18% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 100.0% | +2.18% | 4.81 | 9 |
| 13.07 → 29.07 | Long | 100.0% | +2.15% | 4.38 | 9 |
| 10.07 → 18.08 | Long | 88.9% | +8.90% | 2.05 | 9 |
| 09.07 → 18.08 | Long | 88.9% | +8.76% | 1.93 | 9 |
| 10.07 → 16.08 | Long | 88.9% | +8.59% | 2.03 | 9 |
| 12.07 → 18.08 | Long | 88.9% | +8.59% | 2.06 | 9 |
| 11.07 → 18.08 | Long | 88.9% | +8.56% | 2.01 | 9 |
| 13.07 → 18.08 | Long | 88.9% | +8.52% | 2.02 | 9 |