Over 2022 to 2025 (4 years of data), CFRCHCHF has tended to move short between 24.07 and 04.09, closing higher in 100.0% of those years for an average +4.61% move and an annualized Sharpe of 3.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 04.09 | Short | 100.0% | +4.61% | 3.32 | 4 |
| 28.07 → 01.09 | Short | 100.0% | +4.19% | 2.57 | 4 |
| 23.07 → 01.09 | Short | 100.0% | +3.84% | 2.60 | 4 |
| 28.07 → 02.09 | Short | 100.0% | +3.40% | 2.13 | 4 |
| 22.07 → 01.09 | Short | 100.0% | +3.17% | 1.97 | 4 |
| 27.07 → 01.09 | Short | 100.0% | +3.15% | 2.28 | 4 |
| 24.07 → 03.09 | Short | 100.0% | +3.13% | 2.17 | 4 |
| 23.07 → 02.09 | Short | 100.0% | +3.04% | 2.11 | 4 |