Over 2004 to 2025 (22 years of data), CHFPLN has tended to move short between 11.07 and 21.07, closing higher in 66.7% of those years for an average +0.59% move and an annualized Sharpe of 3.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Short | 66.7% | +0.59% | 3.16 | 21 |
| 12.07 → 18.07 | Short | 66.7% | +0.55% | 4.38 | 21 |
| 12.07 → 26.07 | Short | 61.9% | +1.07% | 2.39 | 21 |
| 11.07 → 26.07 | Short | 61.9% | +1.02% | 2.14 | 21 |
| 12.07 → 25.07 | Short | 61.9% | +0.77% | 2.08 | 21 |
| 11.07 → 22.07 | Short | 61.9% | +0.73% | 2.99 | 21 |
| 11.07 → 25.07 | Short | 61.9% | +0.73% | 1.90 | 21 |
| 12.07 → 21.07 | Short | 61.9% | +0.64% | 3.24 | 21 |