Over 2022 to 2025 (4 years of data), SLBUSUSD has tended to move short between 27.07 and 04.08, closing higher in 100.0% of those years for an average +5.71% move and an annualized Sharpe of 11.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 04.08 | Short | 100.0% | +5.71% | 11.14 | 4 |
| 27.07 → 16.08 | Short | 100.0% | +3.71% | 4.99 | 4 |
| 26.07 → 04.08 | Short | 75.0% | +6.04% | 9.08 | 4 |
| 26.07 → 07.08 | Short | 75.0% | +5.96% | 6.76 | 4 |
| 28.07 → 04.08 | Short | 75.0% | +5.81% | 10.31 | 4 |
| 28.07 → 07.08 | Short | 75.0% | +5.73% | 7.34 | 4 |
| 26.07 → 06.08 | Short | 75.0% | +5.65% | 7.19 | 4 |
| 27.07 → 07.08 | Short | 75.0% | +5.62% | 7.42 | 4 |