Over 2011 to 2025 (15 years of data), BAERCHCHF has tended to move short between 17.08 and 24.08, closing higher in 86.7% of those years for an average +1.74% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 24.08 | Short | 86.7% | +1.74% | 2.92 | 15 |
| 17.08 → 20.08 | Short | 80.0% | +1.90% | 7.28 | 15 |
| 16.08 → 20.08 | Short | 80.0% | +1.84% | 5.37 | 15 |
| 13.08 → 24.09 | Short | 73.3% | +3.11% | 0.95 | 15 |
| 17.08 → 24.09 | Short | 73.3% | +3.09% | 0.99 | 15 |
| 16.08 → 24.09 | Short | 73.3% | +3.00% | 0.89 | 15 |
| 15.08 → 24.09 | Short | 73.3% | +2.95% | 0.85 | 15 |
| 13.08 → 25.09 | Short | 73.3% | +2.92% | 0.90 | 15 |