Over 2022 to 2025 (4 years of data), SLBUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +5.28% move and an annualized Sharpe of 11.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +5.28% | 11.21 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +4.59% | 9.93 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +4.58% | 9.96 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +4.43% | 8.16 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +3.98% | 6.77 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +3.65% | 5.90 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +3.30% | 5.72 | 4 |
| 10.07 → 28.08 | Long | 75.0% | +6.58% | 2.01 | 4 |