Over 2011 to 2025 (15 years of data), CSGNCHCHF has tended to move long between 11.07 and 20.07, closing higher in 66.7% of those years for an average +1.55% move and an annualized Sharpe of 3.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 66.7% | +1.55% | 3.13 | 15 |
| 13.07 → 22.07 | Long | 66.7% | +1.50% | 3.38 | 15 |
| 11.07 → 13.08 | Long | 66.7% | +0.14% | 0.05 | 15 |
| 11.07 → 22.07 | Long | 60.0% | +1.98% | 3.15 | 15 |
| 11.07 → 23.07 | Long | 60.0% | +1.97% | 2.77 | 15 |
| 12.07 → 22.07 | Long | 60.0% | +1.66% | 2.50 | 15 |
| 12.07 → 23.07 | Long | 60.0% | +1.65% | 2.19 | 15 |
| 13.07 → 23.07 | Long | 60.0% | +1.48% | 2.77 | 15 |