Slenderman (2018)

Slenderman (2018): written by David Birke based on a character created by Victor Surge; directed by Sylvain White; starring Joey King (Wren), Julia Goldani Telles (Hallie), Jaz Sinclair (Chloe), Annalise Basso (Katie), Alex Fitzalan (Tom), and Taylor Richardson (Lizzie): Massachusetts is the setting for this terrible horror movie based on an Internet meme/ fake urban legend. It's no more terrible than a lot of recent horror movies. And it does have an almost all-female cast. 

A much scarier tale is the HBO documentary Beware the Slenderman, in which all the horrors are human. 

However, as the female characters are denied all agency in their struggle with the Slenderman, the whole thing ends up being another nihilistic mess. Slenderman himself is sort of what you'd expect if a committee work-shopped the creation of a mythical creature -- he's a tall, faceless guy in a suit.... with tentacles that sprout out of his back! And a magical house somewhere in the woods! And three bells announce his arrival! Ouch. Not recommended.