Switzerland
Over 2011 to 2025 (15 years of data), LONNCHCHF has tended to move long between 11.10 and 30.10, closing higher in 86.7% of those years for an average +2.33% move and an annualized Sharpe of 0.95.
Best window
11.10 - 30.10
Direction
Long
Win rate
86.7%
Avg return
+2.33%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 30.10 | Long | 86.7% | +2.33% | 0.95 | 15 |
| 11.10 → 31.10 | Long | 86.7% | +2.22% | 0.88 | 15 |
| 08.10 → 28.10 | Long | 80.0% |
| +1.94% |
| 0.75 |
| 15 |
| 10.10 → 30.10 | Long | 80.0% | +1.90% | 0.76 | 15 |
| 08.10 → 30.10 | Long | 80.0% | +1.80% | 0.68 | 15 |
| 09.10 → 30.10 | Long | 80.0% | +1.55% | 0.61 | 15 |
| 08.10 → 29.10 | Long | 80.0% | +1.51% | 0.58 | 15 |
| 09.10 → 29.10 | Long | 80.0% | +1.26% | 0.50 | 15 |