

Over 1992 to 2025 (34 years of data), CHEIDXCHF has tended to move long between 11.07 and 29.07, closing higher in 64.7% of those years for an average +0.43% move and an annualized Sharpe of 0.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 29.07 | Long | 64.7% | +0.43% | 0.44 | 34 |
| 07.07 → 29.07 | Long | 64.7% | +0.37% | 0.29 | 34 |
| 08.07 → 15.08 | Long | 64.7% | +0.25% | 0.12 | 34 |
| 11.07 → 14.07 | Long | 64.7% | +0.12% | 0.67 | 34 |
| 08.07 → 06.09 | Long | 64.7% | +0.07% | 0.02 | 34 |
| 11.07 → 22.07 | Long | 64.7% | -0.13% | -0.15 | 34 |
| 11.07 → 23.07 | Long | 64.7% | -0.23% | -0.25 | 34 |
| 10.07 → 29.07 | Long | 61.8% | +0.52% | 0.51 | 34 |