United States
Over 2022 to 2025 (4 years of data), SLMUSUSD has tended to move long between 15.09 and 13.11, closing higher in 100.0% of those years for an average +8.53% move and an annualized Sharpe of 3.67.
Best window
15.09 - 13.11
Direction
Long
Win rate
100.0%
Avg return
+8.53%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 13.11 | Long | 100.0% | +8.53% | 3.67 | 4 |
| 15.09 → 12.11 | Long | 100.0% | +8.49% | 3.60 | 4 |
| 17.09 → 13.11 | Long | 100.0% |
| +8.17% |
| 3.79 |
| 4 |
| 17.09 → 12.11 | Long | 100.0% | +8.13% | 3.71 | 4 |
| 18.09 → 13.11 | Long | 100.0% | +7.86% | 3.76 | 4 |
| 18.09 → 12.11 | Long | 100.0% | +7.82% | 3.68 | 4 |
| 16.09 → 13.11 | Long | 100.0% | +7.77% | 4.14 | 4 |
| 16.09 → 12.11 | Long | 100.0% | +7.72% | 4.03 | 4 |