Over 2022 to 2025 (4 years of data), CFRCHCHF has tended to move short between 12.07 and 16.07, closing higher in 100.0% of those years for an average +4.52% move and an annualized Sharpe of 12.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Short | 100.0% | +4.52% | 12.30 | 4 |
| 13.07 → 16.07 | Short | 100.0% | +4.46% | 18.88 | 4 |
| 12.07 → 17.07 | Short | 100.0% | +3.96% | 11.33 | 4 |
| 13.07 → 17.07 | Short | 100.0% | +3.89% | 15.22 | 4 |
| 08.07 → 16.07 | Short | 100.0% | +3.16% | 11.06 | 4 |
| 11.07 → 16.07 | Short | 100.0% | +3.16% | 11.72 | 4 |
| 08.07 → 17.07 | Short | 100.0% | +2.57% | 6.86 | 4 |
| 07.07 → 16.07 | Short | 100.0% | +2.52% | 10.60 | 4 |