Over 2023 to 2025 (3 years of data), SMTCUSUSD has tended to move long between 07.07 and 05.09, closing higher in 100.0% of those years for an average +0.91% move and an annualized Sharpe of 33.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.09 | Long | 100.0% | +0.91% | 33.72 | 3 |
| 09.07 → 07.09 | Long | 100.0% | +0.90% | 35.62 | 3 |
| 08.07 → 06.09 | Long | 100.0% | +0.89% | 41.87 | 3 |
| 10.07 → 08.09 | Long | 100.0% | +0.89% | 28.63 | 3 |
| 07.07 → 04.09 | Long | 100.0% | +0.88% | 61.91 | 3 |
| 08.07 → 05.09 | Long | 100.0% | +0.88% | 40.27 | 3 |
| 09.07 → 06.09 | Long | 100.0% | +0.88% | 41.16 | 3 |
| 10.07 → 07.09 | Long | 100.0% | +0.88% | 26.02 | 3 |