Over 2011 to 2025 (15 years of data), NESNCHCHF has tended to move long between 07.07 and 18.07, closing higher in 80.0% of those years for an average +1.03% move and an annualized Sharpe of 2.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 18.07 | Long | 80.0% | +1.03% | 2.38 | 15 |
| 07.07 → 15.07 | Long | 80.0% | +0.89% | 2.55 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +0.89% | 2.71 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +0.81% | 3.21 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +0.66% | 3.54 | 15 |
| 12.07 → 22.07 | Long | 80.0% | +0.63% | 2.74 | 15 |
| 09.07 → 15.07 | Long | 80.0% | +0.52% | 2.58 | 15 |
| 12.07 → 18.07 | Long | 80.0% | +0.47% | 3.44 | 15 |