Switzerland
Over 2011 to 2025 (15 years of data), GIVNCHCHF has tended to move short between 21.09 and 27.09, closing higher in 86.7% of those years for an average +1.08% move and an annualized Sharpe of 3.90.
Best window
21.09 - 27.09
Direction
Short
Win rate
86.7%
Avg return
+1.08%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 27.09 | Short | 86.7% | +1.08% | 3.90 | 15 |
| 18.09 → 11.11 | Long | 80.0% | +2.83% | 0.74 | 15 |
| 18.09 → 12.11 | Long | 80.0% |
| +2.47% |
| 0.63 |
| 15 |
| 18.09 → 15.11 | Long | 80.0% | +2.35% | 0.55 | 15 |
| 18.09 → 17.11 | Long | 80.0% | +2.32% | 0.56 | 15 |
| 18.09 → 16.11 | Long | 80.0% | +2.16% | 0.53 | 15 |
| 21.09 → 24.09 | Short | 80.0% | +1.10% | 5.96 | 15 |
| 21.09 → 06.10 | Short | 80.0% | +1.02% | 1.65 | 15 |