Over 2004 to 2025 (22 years of data), CHFPLN has tended to move long between 24.08 and 01.09, closing higher in 81.3% of those years for an average +0.65% move and an annualized Sharpe of 3.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 01.09 | Long | 81.3% | +0.65% | 3.42 | 16 |
| 23.08 → 01.09 | Long | 75.0% | +0.63% | 2.73 | 16 |
| 21.08 → 02.09 | Long | 75.0% | +0.34% | 1.25 | 16 |
| 25.08 → 01.09 | Long | 73.3% | +0.66% | 4.21 | 15 |
| 26.08 → 01.09 | Long | 73.3% | +0.58% | 3.78 | 15 |
| 27.08 → 01.09 | Long | 73.3% | +0.51% | 3.16 | 15 |
| 26.08 → 29.08 | Long | 73.3% | +0.20% | 1.36 | 15 |
| 21.08 → 07.10 | Short | 72.2% | +0.31% | 0.25 | 18 |