Switzerland
Over 2015 to 2025 (11 years of data), LHNCHCHF has tended to move long between 09.10 and 12.11, closing higher in 100.0% of those years for an average +7.86% move and an annualized Sharpe of 3.51.
Best window
09.10 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+7.86%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 12.11 | Long | 100.0% | +7.86% | 3.51 | 11 |
| 09.10 → 11.11 | Long | 100.0% | +7.84% | 3.77 | 11 |
| 09.10 → 10.11 | Long | 100.0% |
| +7.61% |
| 3.83 |
| 11 |
| 09.10 → 09.11 | Long | 100.0% | +7.21% | 4.12 | 11 |
| 06.10 → 09.11 | Long | 100.0% | +7.19% | 5.31 | 11 |
| 07.10 → 09.11 | Long | 100.0% | +7.11% | 4.56 | 11 |
| 08.10 → 09.11 | Long | 100.0% | +7.07% | 4.08 | 11 |
| 09.10 → 08.11 | Long | 100.0% | +6.64% | 3.83 | 11 |