

Over 1998 to 2025 (28 years of data), CHFSGD has tended to move long between 15.08 and 23.09, closing higher in 67.9% of those years for an average +0.60% move and an annualized Sharpe of 0.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 23.09 | Long | 67.9% | +0.60% | 0.56 | 28 |
| 17.08 → 23.09 | Long | 67.9% | +0.50% | 0.52 | 28 |
| 18.08 → 23.09 | Long | 67.9% | +0.42% | 0.45 | 28 |
| 13.08 → 03.09 | Long | 67.9% | +0.36% | 0.79 | 28 |
| 14.08 → 03.09 | Long | 67.9% | +0.36% | 0.78 | 28 |
| 15.08 → 24.09 | Long | 64.3% | +0.57% | 0.53 | 28 |
| 14.08 → 23.09 | Long | 64.3% | +0.53% | 0.50 | 28 |
| 16.08 → 23.09 | Long | 64.3% | +0.53% | 0.51 | 28 |