Switzerland
Over 2011 to 2025 (15 years of data), NESNCHCHF has tended to move long between 08.10 and 14.10, closing higher in 73.3% of those years for an average +0.61% move and an annualized Sharpe of 2.68.
Best window
08.10 - 14.10
Direction
Long
Win rate
73.3%
Avg return
+0.61%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 14.10 | Long | 73.3% | +0.61% | 2.68 | 15 |
| 09.10 → 12.10 | Long | 73.3% | +0.55% | 3.70 | 15 |
| 08.10 → 04.11 | Long | 66.7% |
| +1.67% |
| 1.33 |
| 15 |
| 07.10 → 04.11 | Long | 66.7% | +1.39% | 1.07 | 15 |
| 08.10 → 28.11 | Long | 66.7% | +1.29% | 0.52 | 15 |
| 08.10 → 16.10 | Long | 66.7% | +1.12% | 1.80 | 15 |
| 08.10 → 29.11 | Long | 66.7% | +1.10% | 0.44 | 15 |
| 08.10 → 22.10 | Long | 66.7% | +1.09% | 1.28 | 15 |