Over 2015 to 2025 (11 years of data), LHNCHCHF has tended to move short between 28.07 and 24.09, closing higher in 81.8% of those years for an average +5.01% move and an annualized Sharpe of 1.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.09 | Short | 81.8% | +5.01% | 1.07 | 11 |
| 27.07 → 24.09 | Short | 81.8% | +4.63% | 0.91 | 11 |
| 28.07 → 23.09 | Short | 81.8% | +4.06% | 0.88 | 11 |
| 27.07 → 23.09 | Short | 81.8% | +3.68% | 0.74 | 11 |
| 28.07 → 26.08 | Short | 81.8% | +1.93% | 0.89 | 11 |
| 28.07 → 31.08 | Short | 81.8% | +1.74% | 0.78 | 11 |
| 26.07 → 29.07 | Long | 81.8% | +1.36% | 4.64 | 11 |
| 26.07 → 01.08 | Long | 81.8% | +1.28% | 2.75 | 11 |