Europe
Over 1992 to 2025 (34 years of data), CHEIDXCHF has tended to move long between 10.10 and 04.12, closing higher in 88.2% of those years for an average +3.99% move and an annualized Sharpe of 1.62.
Best window
10.10 - 04.12
Direction
Long
Win rate
88.2%
Avg return
+3.99%
Sample
34 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.12 | Long | 88.2% | +3.99% | 1.62 | 34 |
| 10.10 → 02.12 | Long | 88.2% | +3.86% | 1.61 | 34 |
| 10.10 → 09.12 | Long | 85.3% |
| +4.14% |
| 1.68 |
| 34 |
| 10.10 → 07.12 | Long | 85.3% | +4.10% | 1.65 | 34 |
| 10.10 → 08.12 | Long | 85.3% | +4.02% | 1.64 | 34 |
| 10.10 → 03.12 | Long | 85.3% | +3.86% | 1.62 | 34 |
| 11.10 → 06.12 | Long | 85.3% | +3.85% | 1.61 | 34 |
| 08.10 → 07.12 | Long | 85.3% | +3.84% | 1.36 | 34 |