Switzerland
Over 2011 to 2025 (15 years of data), KNINCHCHF has tended to move long between 12.10 and 01.12, closing higher in 66.7% of those years for an average +3.08% move and an annualized Sharpe of 1.03.
Best window
12.10 - 01.12
Direction
Long
Win rate
66.7%
Avg return
+3.08%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 01.12 | Long | 66.7% | +3.08% | 1.03 | 15 |
| 12.10 → 02.12 | Long | 66.7% | +3.08% | 1.01 | 15 |
| 11.10 → 29.11 | Long | 66.7% |
| +2.87% |
| 0.93 |
| 15 |
| 11.10 → 30.11 | Long | 66.7% | +2.86% | 0.90 | 15 |
| 11.10 → 01.12 | Long | 66.7% | +2.74% | 0.88 | 15 |
| 11.10 → 02.12 | Long | 66.7% | +2.73% | 0.87 | 15 |
| 11.10 → 28.11 | Long | 66.7% | +2.64% | 0.83 | 15 |
| 09.10 → 12.10 | Long | 66.7% | +0.44% | 2.38 | 15 |