Switzerland
Over 2011 to 2026 (16 years of data), BAERCHCHF has tended to move long between 10.10 and 08.11, closing higher in 86.7% of those years for an average +4.45% move and an annualized Sharpe of 1.73.
Best window
10.10 - 08.11
Direction
Long
Win rate
86.7%
Avg return
+4.45%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.11 | Long | 86.7% | +4.45% | 1.73 | 15 |
| 11.10 → 09.11 | Long | 86.7% | +4.40% | 1.64 | 15 |
| 10.10 → 09.11 | Long | 86.7% |
| +4.34% |
| 1.65 |
| 15 |
| 06.10 → 09.11 | Long | 86.7% | +4.15% | 1.52 | 15 |
| 11.10 → 11.11 | Long | 80.0% | +5.07% | 1.59 | 15 |
| 10.10 → 11.11 | Long | 80.0% | +5.00% | 1.62 | 15 |
| 10.10 → 12.11 | Long | 80.0% | +4.84% | 1.58 | 15 |
| 06.10 → 11.11 | Long | 80.0% | +4.80% | 1.52 | 15 |