Switzerland
Over 2011 to 2025 (15 years of data), CLNCHCHF has tended to move short between 07.10 and 14.10, closing higher in 73.3% of those years for an average +0.54% move and an annualized Sharpe of 0.63.
Best window
07.10 - 14.10
Direction
Short
Win rate
73.3%
Avg return
+0.54%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 14.10 | Short | 73.3% | +0.54% | 0.63 | 15 |
| 06.10 → 14.10 | Short | 71.4% | +0.73% | 0.65 | 14 |
| 06.10 → 29.10 | Short | 66.7% |
| +1.14% |
| 0.45 |
| 15 |
| 11.10 → 13.11 | Long | 66.7% | +1.06% | 0.45 | 15 |
| 07.10 → 29.10 | Short | 66.7% | +1.02% | 0.45 | 15 |
| 06.10 → 09.10 | Short | 66.7% | +0.99% | 3.13 | 15 |
| 11.10 → 22.10 | Long | 66.7% | +0.97% | 1.05 | 15 |
| 10.10 → 22.10 | Long | 66.7% | +0.92% | 0.76 | 15 |