Over 2011 to 2025 (15 years of data), GIVNCHCHF has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +0.60% move and an annualized Sharpe of 2.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +0.60% | 2.37 | 15 |
| 07.07 → 16.07 | Long | 80.0% | +1.45% | 2.26 | 15 |
| 08.07 → 15.07 | Long | 80.0% | +1.39% | 2.92 | 15 |
| 07.07 → 15.07 | Long | 80.0% | +1.35% | 2.56 | 15 |
| 08.07 → 14.07 | Long | 80.0% | +1.28% | 3.09 | 15 |
| 08.07 → 13.07 | Long | 80.0% | +1.22% | 3.19 | 15 |
| 08.07 → 11.07 | Long | 80.0% | +1.04% | 5.88 | 15 |
| 07.07 → 11.07 | Long | 80.0% | +1.01% | 3.79 | 15 |