Switzerland
Over 2011 to 2026 (16 years of data), ABBNCHCHF has tended to move long between 07.10 and 06.12, closing higher in 86.7% of those years for an average +4.44% move and an annualized Sharpe of 1.08.
Best window
07.10 - 06.12
Direction
Long
Win rate
86.7%
Avg return
+4.44%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 06.12 | Long | 86.7% | +4.44% | 1.08 | 15 |
| 11.10 → 07.12 | Long | 80.0% | +5.25% | 1.38 | 15 |
| 11.10 → 05.12 | Long | 80.0% |
| +5.24% |
| 1.47 |
| 15 |
| 11.10 → 04.12 | Long | 80.0% | +5.21% | 1.55 | 15 |
| 11.10 → 06.12 | Long | 80.0% | +5.19% | 1.36 | 15 |
| 10.10 → 07.12 | Long | 80.0% | +5.05% | 1.21 | 15 |
| 05.10 → 04.12 | Long | 80.0% | +5.04% | 1.33 | 15 |
| 10.10 → 06.12 | Long | 80.0% | +4.99% | 1.20 | 15 |