Switzerland
Over 2011 to 2025 (15 years of data), LOGNCHCHF has tended to move long between 11.10 and 06.12, closing higher in 80.0% of those years for an average +12.48% move and an annualized Sharpe of 1.80.
Best window
11.10 - 06.12
Direction
Long
Win rate
80.0%
Avg return
+12.48%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.12 | Long | 80.0% | +12.48% | 1.80 | 10 |
| 12.10 → 06.12 | Long | 80.0% | +12.35% | 1.79 | 10 |
| 11.10 → 07.12 | Long | 80.0% |
| +12.20% |
| 1.85 |
| 10 |
| 08.10 → 06.12 | Long | 80.0% | +12.17% | 1.63 | 10 |
| 10.10 → 06.12 | Long | 80.0% | +12.09% | 1.65 | 10 |
| 12.10 → 07.12 | Long | 80.0% | +12.07% | 1.85 | 10 |
| 08.10 → 07.12 | Long | 80.0% | +11.89% | 1.67 | 10 |
| 11.10 → 08.12 | Long | 80.0% | +11.86% | 1.72 | 10 |