Over 2015 to 2025 (11 years of data), LHNCHCHF has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +5.44% move and an annualized Sharpe of 4.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +5.44% | 4.57 | 11 |
| 08.07 → 26.07 | Long | 100.0% | +4.98% | 4.95 | 11 |
| 08.07 → 23.07 | Long | 100.0% | +4.38% | 5.95 | 11 |
| 08.07 → 24.07 | Long | 100.0% | +4.12% | 5.45 | 11 |
| 07.07 → 27.07 | Long | 90.9% | +5.72% | 4.19 | 11 |
| 08.07 → 28.07 | Long | 90.9% | +5.43% | 4.38 | 11 |
| 07.07 → 26.07 | Long | 90.9% | +5.25% | 4.46 | 11 |
| 08.07 → 29.07 | Long | 90.9% | +4.96% | 3.35 | 11 |