Over 2022 to 2025 (4 years of data), LISPCHCHF has tended to move long between 13.07 and 19.07, closing higher in 100.0% of those years for an average +1.97% move and an annualized Sharpe of 18.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.07 | Long | 100.0% | +1.97% | 18.30 | 4 |
| 13.07 → 17.07 | Long | 100.0% | +1.94% | 25.74 | 4 |
| 13.07 → 20.07 | Long | 100.0% | +1.94% | 35.29 | 4 |
| 13.07 → 18.07 | Long | 100.0% | +1.74% | 18.39 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +1.12% | 15.63 | 4 |
| 08.07 → 12.08 | Short | 75.0% | +2.72% | 1.04 | 4 |
| 07.07 → 12.08 | Short | 75.0% | +2.53% | 0.94 | 4 |
| 09.07 → 05.08 | Short | 75.0% | +2.38% | 1.51 | 4 |