Switzerland
Over 2022 to 2025 (4 years of data), CFRCHCHF has tended to move long between 11.10 and 08.12, closing higher in 100.0% of those years for an average +12.48% move and an annualized Sharpe of 2.49.
Best window
11.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+12.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.12 | Long | 100.0% | +12.48% | 2.49 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +12.45% | 2.56 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +11.88% |
| 2.40 |
| 4 |
| 11.10 → 07.12 | Long | 100.0% | +11.59% | 2.37 | 4 |
| 10.10 → 08.12 | Long | 100.0% | +11.31% | 2.19 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +11.27% | 2.24 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +11.25% | 2.16 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +11.17% | 2.28 | 4 |