Over 2023 to 2025 (3 years of data), SMTCUSUSD has tended to move long between 27.08 and 26.10, closing higher in 100.0% of those years for an average +0.90% move and an annualized Sharpe of 37.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 26.10 | Long | 100.0% | +0.90% | 37.65 | 3 |
| 26.08 → 25.10 | Long | 100.0% | +0.89% | 60.06 | 3 |
| 28.08 → 27.10 | Long | 100.0% | +0.89% | 37.70 | 3 |
| 24.08 → 23.10 | Long | 100.0% | +0.88% | 54.46 | 3 |
| 25.08 → 24.10 | Long | 100.0% | +0.88% | 50.82 | 3 |
| 26.08 → 24.10 | Long | 100.0% | +0.88% | 51.17 | 3 |
| 27.08 → 25.10 | Long | 100.0% | +0.88% | 48.16 | 3 |
| 28.08 → 26.10 | Long | 100.0% | +0.88% | 42.99 | 3 |