Switzerland
Over 2011 to 2025 (15 years of data), CSGNCHCHF has tended to move long between 05.10 and 23.10, closing higher in 83.3% of those years for an average +3.34% move and an annualized Sharpe of 2.06.
Best window
05.10 - 23.10
Direction
Long
Win rate
83.3%
Avg return
+3.34%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 23.10 | Long | 83.3% | +3.34% | 2.06 | 12 |
| 05.10 → 19.10 | Long | 83.3% | +2.97% | 2.42 | 12 |
| 05.10 → 18.10 | Long | 83.3% |
| +2.90% |
| 2.57 |
| 12 |
| 10.10 → 23.10 | Long | 83.3% | +2.90% | 2.60 | 12 |
| 05.10 → 24.10 | Long | 83.3% | +2.85% | 1.60 | 12 |
| 05.10 → 26.10 | Long | 83.3% | +2.84% | 1.43 | 12 |
| 05.10 → 25.10 | Long | 83.3% | +2.68% | 1.45 | 12 |
| 05.10 → 20.10 | Long | 83.3% | +2.65% | 2.14 | 12 |