Switzerland
Over 2022 to 2025 (4 years of data), LISPCHCHF has tended to move long between 07.10 and 18.10, closing higher in 100.0% of those years for an average +4.46% move and an annualized Sharpe of 4.89.
Best window
07.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+4.46%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 18.10 | Long | 100.0% | +4.46% | 4.89 | 3 |
| 08.10 → 18.10 | Long | 100.0% | +3.65% | 6.50 | 4 |
| 09.10 → 18.10 | Long | 100.0% |
| +3.48% |
| 7.78 |
| 4 |
| 08.10 → 15.10 | Long | 100.0% | +3.41% | 8.09 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +3.24% | 10.14 | 4 |
| 08.10 → 11.10 | Long | 100.0% | +2.89% | 13.54 | 4 |
| 08.10 → 14.10 | Long | 100.0% | +2.79% | 7.87 | 4 |
| 08.10 → 13.10 | Long | 100.0% | +2.64% | 8.81 | 3 |