Over 2022 to 2025 (4 years of data), SLMUSUSD has tended to move short between 13.07 and 06.09, closing higher in 100.0% of those years for an average +7.90% move and an annualized Sharpe of 3.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.09 | Short | 100.0% | +7.90% | 3.89 | 4 |
| 12.07 → 06.09 | Short | 100.0% | +7.78% | 3.94 | 4 |
| 13.07 → 05.09 | Short | 100.0% | +7.50% | 5.23 | 4 |
| 11.07 → 06.09 | Short | 100.0% | +7.43% | 3.97 | 4 |
| 12.07 → 05.09 | Short | 100.0% | +7.36% | 4.98 | 4 |
| 08.07 → 06.09 | Short | 100.0% | +7.31% | 4.69 | 4 |
| 10.07 → 06.09 | Short | 100.0% | +7.08% | 3.90 | 4 |
| 11.07 → 07.09 | Short | 100.0% | +7.06% | 3.80 | 4 |