Over 2011 to 2025 (15 years of data), LONNCHCHF has tended to move long between 07.07 and 15.07, closing higher in 93.3% of those years for an average +3.24% move and an annualized Sharpe of 6.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 93.3% | +3.24% | 6.13 | 15 |
| 07.07 → 14.07 | Long | 93.3% | +2.67% | 6.20 | 15 |
| 07.07 → 29.07 | Long | 86.7% | +6.61% | 4.13 | 15 |
| 07.07 → 28.07 | Long | 86.7% | +6.55% | 3.84 | 15 |
| 07.07 → 31.07 | Long | 86.7% | +6.46% | 3.80 | 15 |
| 07.07 → 30.07 | Long | 86.7% | +6.43% | 3.88 | 15 |
| 08.07 → 29.07 | Long | 86.7% | +6.25% | 3.84 | 15 |
| 08.07 → 28.07 | Long | 86.7% | +6.19% | 3.57 | 15 |