United States
Over 2022 to 2025 (4 years of data), SLMUSUSD has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +17.78% move and an annualized Sharpe of 6.65.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+17.78%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 100.0% | +17.78% | 6.65 | 4 |
| 10.10 → 08.12 | Long | 100.0% | +16.96% | 5.58 | 4 |
| 09.10 → 08.12 | Long | 100.0% |
| +16.76% |
| 5.21 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +16.75% | 8.17 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +16.65% | 10.42 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +16.20% | 17.20 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +16.16% | 10.95 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +16.11% | 23.15 | 4 |