Over 2011 to 2025 (15 years of data), KNINCHCHF has tended to move long between 25.07 and 28.07, closing higher in 93.3% of those years for an average +0.98% move and an annualized Sharpe of 7.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 28.07 | Long | 93.3% | +0.98% | 7.30 | 15 |
| 22.07 → 19.08 | Long | 86.7% | +1.01% | 0.56 | 15 |
| 23.07 → 19.08 | Long | 80.0% | +1.03% | 0.58 | 15 |
| 25.07 → 19.08 | Long | 80.0% | +1.02% | 0.58 | 15 |
| 23.07 → 28.07 | Long | 80.0% | +1.01% | 5.16 | 15 |
| 25.07 → 29.07 | Long | 80.0% | +0.96% | 4.04 | 15 |
| 23.07 → 13.08 | Long | 80.0% | +0.84% | 0.66 | 15 |
| 23.07 → 14.08 | Long | 80.0% | +0.84% | 0.63 | 15 |