Over 2017 to 2025 (9 years of data), KUSUSD has tended to move long between 22.07 and 17.08, closing higher in 88.9% of those years for an average +7.99% move and an annualized Sharpe of 2.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 17.08 | Long | 88.9% | +7.99% | 2.39 | 9 |
| 22.07 → 18.08 | Long | 88.9% | +7.86% | 2.32 | 9 |
| 22.07 → 19.08 | Long | 88.9% | +7.83% | 2.23 | 9 |
| 23.07 → 19.08 | Long | 88.9% | +7.77% | 2.24 | 9 |
| 24.07 → 17.08 | Long | 88.9% | +7.75% | 2.31 | 9 |
| 22.07 → 16.08 | Long | 88.9% | +7.69% | 2.36 | 9 |
| 22.07 → 15.08 | Long | 88.9% | +7.67% | 2.46 | 9 |
| 25.07 → 17.08 | Long | 88.9% | +7.63% | 2.38 | 9 |