Over 2023 to 2025 (3 years of data), SMTCUSUSD has tended to move long between 13.08 and 12.10, closing higher in 100.0% of those years for an average +0.91% move and an annualized Sharpe of 26.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 12.10 | Long | 100.0% | +0.91% | 26.62 | 3 |
| 14.08 → 13.10 | Long | 100.0% | +0.90% | 33.26 | 3 |
| 17.08 → 16.10 | Long | 100.0% | +0.90% | 50.69 | 3 |
| 18.08 → 17.10 | Long | 100.0% | +0.90% | 43.55 | 3 |
| 12.08 → 11.10 | Long | 100.0% | +0.89% | 28.66 | 3 |
| 13.08 → 11.10 | Long | 100.0% | +0.89% | 33.41 | 3 |
| 16.08 → 15.10 | Long | 100.0% | +0.89% | 43.57 | 3 |
| 17.08 → 15.10 | Long | 100.0% | +0.89% | 44.09 | 3 |