Switzerland
Over 2011 to 2025 (15 years of data), GIVNCHCHF has tended to move long between 08.10 and 30.11, closing higher in 80.0% of those years for an average +4.26% move and an annualized Sharpe of 1.10.
Best window
08.10 - 30.11
Direction
Long
Win rate
80.0%
Avg return
+4.26%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 30.11 | Long | 80.0% | +4.26% | 1.10 | 15 |
| 08.10 → 28.11 | Long | 80.0% | +4.15% | 1.11 | 15 |
| 08.10 → 29.11 | Long | 80.0% |
| +4.12% |
| 1.09 |
| 15 |
| 11.10 → 30.11 | Long | 80.0% | +4.12% | 1.13 | 15 |
| 08.10 → 02.12 | Long | 80.0% | +4.06% | 0.95 | 15 |
| 11.10 → 28.11 | Long | 80.0% | +4.02% | 1.13 | 15 |
| 07.10 → 30.11 | Long | 80.0% | +3.99% | 1.03 | 15 |
| 06.10 → 30.11 | Long | 80.0% | +3.96% | 0.97 | 15 |