Over 2011 to 2025 (15 years of data), CLNCHCHF has tended to move long between 07.07 and 22.07, closing higher in 80.0% of those years for an average +2.19% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 80.0% | +2.19% | 2.77 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +1.36% | 2.06 | 15 |
| 08.07 → 22.07 | Long | 73.3% | +2.10% | 2.83 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +2.02% | 3.69 | 15 |
| 09.07 → 22.07 | Long | 73.3% | +1.87% | 2.52 | 15 |
| 10.07 → 22.07 | Long | 73.3% | +1.79% | 2.43 | 15 |
| 07.07 → 20.07 | Long | 73.3% | +1.76% | 2.33 | 15 |
| 07.07 → 21.07 | Long | 73.3% | +1.71% | 2.29 | 15 |