Over 2011 to 2025 (15 years of data), CSGNCHCHF has tended to move short between 22.07 and 20.08, closing higher in 81.8% of those years for an average +4.67% move and an annualized Sharpe of 1.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 20.08 | Short | 81.8% | +4.67% | 1.38 | 11 |
| 23.07 → 20.08 | Short | 75.0% | +4.13% | 1.37 | 12 |
| 21.07 → 20.08 | Short | 75.0% | +3.80% | 1.28 | 12 |
| 21.07 → 21.08 | Short | 75.0% | +3.44% | 1.07 | 12 |
| 23.07 → 19.08 | Short | 75.0% | +3.44% | 1.18 | 12 |
| 23.07 → 18.08 | Short | 75.0% | +2.87% | 1.03 | 12 |
| 22.07 → 29.08 | Short | 75.0% | +2.82% | 0.80 | 12 |
| 22.07 → 30.08 | Short | 75.0% | +2.66% | 0.76 | 12 |