Over 1998 to 2025 (28 years of data), CHFSGD has tended to move long between 11.07 and 21.07, closing higher in 75.0% of those years for an average +0.27% move and an annualized Sharpe of 1.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 75.0% | +0.27% | 1.11 | 28 |
| 07.07 → 04.09 | Long | 71.4% | +0.93% | 0.61 | 28 |
| 08.07 → 04.09 | Long | 71.4% | +0.83% | 0.57 | 28 |
| 09.07 → 21.07 | Long | 71.4% | +0.44% | 1.44 | 28 |
| 10.07 → 21.07 | Long | 71.4% | +0.29% | 1.13 | 28 |
| 10.07 → 19.07 | Long | 71.4% | +0.25% | 1.29 | 28 |
| 07.07 → 02.09 | Long | 67.9% | +0.92% | 0.61 | 28 |
| 09.07 → 04.09 | Long | 67.9% | +0.92% | 0.63 | 28 |