Over 2011 to 2025 (15 years of data), BAERCHCHF has tended to move long between 08.07 and 23.07, closing higher in 86.7% of those years for an average +3.83% move and an annualized Sharpe of 3.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 86.7% | +3.83% | 3.28 | 15 |
| 11.07 → 28.07 | Long | 86.7% | +3.78% | 2.46 | 15 |
| 11.07 → 23.07 | Long | 86.7% | +3.72% | 3.77 | 15 |
| 08.07 → 21.07 | Long | 86.7% | +3.46% | 3.51 | 15 |
| 07.07 → 23.07 | Long | 86.7% | +3.43% | 2.47 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +3.37% | 3.93 | 15 |
| 09.07 → 23.07 | Long | 86.7% | +3.27% | 2.84 | 15 |
| 09.07 → 24.07 | Long | 86.7% | +3.16% | 2.63 | 15 |