Over 2011 to 2025 (15 years of data), CLNCHCHF has tended to move short between 22.07 and 30.07, closing higher in 78.6% of those years for an average +2.74% move and an annualized Sharpe of 3.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Short | 78.6% | +2.74% | 3.02 | 14 |
| 28.07 → 04.08 | Short | 71.4% | +3.01% | 2.36 | 14 |
| 28.07 → 03.08 | Short | 71.4% | +2.87% | 2.83 | 14 |
| 22.07 → 31.07 | Short | 71.4% | +2.81% | 2.94 | 14 |
| 23.07 → 31.07 | Short | 71.4% | +2.80% | 2.91 | 14 |
| 23.07 → 30.07 | Short | 71.4% | +2.73% | 3.03 | 14 |
| 22.07 → 28.07 | Short | 71.4% | +1.66% | 2.21 | 14 |
| 22.07 → 27.07 | Short | 71.4% | +1.43% | 2.57 | 14 |