Over 2011 to 2025 (15 years of data), ADENCHCHF has tended to move long between 11.07 and 18.07, closing higher in 86.7% of those years for an average +2.54% move and an annualized Sharpe of 3.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 18.07 | Long | 86.7% | +2.54% | 3.93 | 15 |
| 11.07 → 19.07 | Long | 86.7% | +2.18% | 3.69 | 15 |
| 12.07 → 22.07 | Long | 86.7% | +2.13% | 4.69 | 15 |
| 12.07 → 18.07 | Long | 86.7% | +2.10% | 3.91 | 15 |
| 10.07 → 28.07 | Long | 86.7% | +2.08% | 1.24 | 15 |
| 11.07 → 16.07 | Long | 86.7% | +1.99% | 5.09 | 15 |
| 11.07 → 17.07 | Long | 86.7% | +1.99% | 3.78 | 15 |
| 10.07 → 29.07 | Long | 86.7% | +1.63% | 0.89 | 15 |