Over 2011 to 2025 (15 years of data), LONNCHCHF has tended to move long between 17.08 and 23.08, closing higher in 73.3% of those years for an average -0.08% move and an annualized Sharpe of -0.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 23.08 | Long | 73.3% | -0.08% | -0.14 | 15 |
| 17.08 → 15.09 | Long | 66.7% | +2.54% | 1.06 | 15 |
| 15.08 → 15.09 | Long | 66.7% | +2.34% | 0.87 | 15 |
| 13.08 → 19.09 | Long | 66.7% | +1.78% | 0.51 | 15 |
| 17.08 → 07.09 | Long | 66.7% | +1.58% | 1.15 | 15 |
| 16.08 → 07.09 | Long | 66.7% | +1.53% | 0.99 | 15 |
| 15.08 → 07.09 | Long | 66.7% | +1.37% | 0.84 | 15 |
| 18.08 → 07.09 | Long | 66.7% | +1.31% | 0.98 | 15 |