Over 2022 to 2025 (4 years of data), MBTNCHCHF has tended to move short between 13.07 and 06.09, closing higher in 75.0% of those years for an average +28.34% move and an annualized Sharpe of 2.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.09 | Short | 75.0% | +28.34% | 2.15 | 4 |
| 13.07 → 05.09 | Short | 75.0% | +27.58% | 2.11 | 4 |
| 13.07 → 04.09 | Short | 75.0% | +26.77% | 2.11 | 4 |
| 13.07 → 01.09 | Short | 75.0% | +26.34% | 2.07 | 4 |
| 13.07 → 31.08 | Short | 75.0% | +26.18% | 2.07 | 4 |
| 13.07 → 02.09 | Short | 75.0% | +26.11% | 2.06 | 4 |
| 13.07 → 03.09 | Short | 75.0% | +25.96% | 2.02 | 4 |
| 07.07 → 19.07 | Long | 75.0% | +7.94% | 5.38 | 4 |