Switzerland
Over 2022 to 2025 (4 years of data), MBTNCHCHF has tended to move short between 06.10 and 02.11, closing higher in 100.0% of those years for an average +15.49% move and an annualized Sharpe of 6.43.
Best window
06.10 - 02.11
Direction
Short
Win rate
100.0%
Avg return
+15.49%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.11 | Short | 100.0% | +15.49% | 6.43 | 3 |
| 07.10 → 02.11 | Short | 100.0% | +13.22% | 5.61 | 3 |
| 06.10 → 04.11 | Short | 100.0% |
| +12.97% |
| 5.02 |
| 3 |
| 12.10 → 02.11 | Short | 100.0% | +12.12% | 4.86 | 3 |
| 08.10 → 02.11 | Short | 100.0% | +12.06% | 4.51 | 3 |
| 11.10 → 02.11 | Short | 100.0% | +12.06% | 5.53 | 3 |
| 06.10 → 01.11 | Short | 100.0% | +10.77% | 5.08 | 3 |
| 09.10 → 02.11 | Short | 100.0% | +10.76% | 5.12 | 3 |