ETFs
Over 2023 to 2025 (3 years of data), SMTCUSUSD has tended to move long between 07.10 and 06.12, closing higher in 100.0% of those years for an average +0.87% move and an annualized Sharpe of 44.77.
Best window
07.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+0.87%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 06.12 | Long | 100.0% | +0.87% | 44.77 | 3 |
| 08.10 → 07.12 | Long | 100.0% | +0.87% | 36.03 | 3 |
| 06.10 → 05.12 | Long | 100.0% |
| +0.86% |
| 48.87 |
| 3 |
| 07.10 → 05.12 | Long | 100.0% | +0.86% | 52.01 | 3 |
| 08.10 → 06.12 | Long | 100.0% | +0.86% | 42.20 | 3 |
| 06.10 → 04.12 | Long | 100.0% | +0.85% | 46.09 | 3 |
| 07.10 → 04.12 | Long | 100.0% | +0.85% | 50.60 | 3 |
| 08.10 → 05.12 | Long | 100.0% | +0.85% | 48.76 | 3 |