Over 2011 to 2025 (15 years of data), LOGNCHCHF has tended to move long between 12.07 and 28.07, closing higher in 46.7% of those years for an average +3.07% move and an annualized Sharpe of 1.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Long | 46.7% | +3.07% | 1.18 | 15 |
| 12.07 → 31.07 | Long | 46.7% | +2.72% | 1.09 | 15 |
| 12.07 → 30.07 | Long | 46.7% | +2.71% | 1.12 | 15 |
| 11.07 → 30.07 | Long | 46.7% | +2.67% | 1.04 | 15 |
| 11.07 → 31.07 | Long | 46.7% | +2.67% | 1.02 | 15 |
| 13.07 → 24.07 | Long | 46.7% | +2.22% | 1.58 | 15 |
| 07.07 → 28.07 | Long | 46.7% | +2.21% | 0.65 | 15 |
| 12.07 → 01.08 | Long | 46.7% | +2.10% | 0.77 | 15 |