Over 2011 to 2025 (15 years of data), ABBNCHCHF has tended to move long between 11.07 and 16.07, closing higher in 86.7% of those years for an average +1.93% move and an annualized Sharpe of 5.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 86.7% | +1.93% | 5.67 | 15 |
| 07.07 → 16.07 | Long | 86.7% | +1.77% | 2.55 | 15 |
| 10.07 → 16.07 | Long | 86.7% | +1.52% | 3.74 | 15 |
| 11.07 → 14.07 | Long | 86.7% | +1.14% | 7.53 | 15 |
| 07.07 → 15.07 | Long | 86.7% | +1.08% | 2.11 | 15 |
| 10.07 → 14.07 | Long | 86.7% | +0.73% | 3.29 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +2.89% | 2.63 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.73% | 2.81 | 15 |