United States
Over 2022 to 2025 (4 years of data), SLBUSUSD has tended to move long between 11.10 and 14.10, closing higher in 100.0% of those years for an average +2.08% move and an annualized Sharpe of 30.92.
Best window
11.10 - 14.10
Direction
Long
Win rate
100.0%
Avg return
+2.08%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 100.0% | +2.08% | 30.92 | 4 |
| 12.10 → 11.11 | Long | 75.0% | +10.40% | 2.26 | 4 |
| 06.10 → 06.11 | Long | 75.0% |
| +9.18% |
| 2.23 |
| 4 |
| 11.10 → 23.10 | Long | 75.0% | +9.17% | 4.20 | 4 |
| 09.10 → 11.11 | Long | 75.0% | +8.94% | 2.24 | 4 |
| 09.10 → 06.11 | Long | 75.0% | +8.78% | 2.56 | 4 |
| 12.10 → 12.11 | Long | 75.0% | +8.77% | 2.02 | 4 |
| 12.10 → 10.11 | Long | 75.0% | +8.49% | 2.05 | 4 |