Over 2004 to 2025 (22 years of data), CHFPLN has tended to move short between 14.07 and 17.07, closing higher in 80.0% of those years for an average +0.39% move and an annualized Sharpe of 4.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 17.07 | Short | 80.0% | +0.39% | 4.10 | 15 |
| 12.07 → 19.07 | Short | 76.5% | +0.71% | 4.16 | 17 |
| 13.07 → 19.07 | Short | 76.5% | +0.68% | 4.11 | 17 |
| 12.07 → 18.07 | Short | 76.5% | +0.49% | 2.53 | 17 |
| 13.07 → 26.07 | Short | 75.0% | +1.16% | 2.58 | 16 |
| 14.07 → 19.07 | Short | 75.0% | +0.76% | 4.43 | 16 |
| 12.07 → 16.07 | Short | 75.0% | +0.42% | 3.28 | 16 |
| 13.07 → 16.07 | Short | 75.0% | +0.38% | 5.15 | 16 |