Over 2022 to 2025 (4 years of data), MBTNCHCHF has tended to move short between 26.07 and 24.09, closing higher in 100.0% of those years for an average +43.26% move and an annualized Sharpe of 4.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 24.09 | Short | 100.0% | +43.26% | 4.59 | 3 |
| 27.07 → 25.09 | Short | 100.0% | +43.23% | 4.31 | 3 |
| 28.07 → 25.09 | Short | 100.0% | +43.06% | 4.38 | 3 |
| 26.07 → 23.09 | Short | 100.0% | +43.05% | 4.56 | 3 |
| 27.07 → 24.09 | Short | 100.0% | +42.96% | 4.40 | 3 |
| 28.07 → 24.09 | Short | 100.0% | +42.80% | 4.47 | 3 |
| 27.07 → 23.09 | Short | 100.0% | +42.76% | 4.38 | 3 |
| 28.07 → 26.09 | Short | 100.0% | +42.61% | 4.69 | 3 |