Over 2011 to 2025 (15 years of data), NOVNCHCHF has tended to move long between 11.07 and 20.07, closing higher in 73.3% of those years for an average +1.05% move and an annualized Sharpe of 1.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 73.3% | +1.05% | 1.57 | 15 |
| 12.07 → 10.08 | Short | 66.7% | +1.19% | 0.58 | 15 |
| 13.07 → 20.07 | Long | 66.7% | +0.97% | 1.67 | 15 |
| 12.07 → 19.07 | Long | 66.7% | +0.95% | 1.68 | 15 |
| 07.07 → 17.07 | Long | 66.7% | +0.94% | 1.33 | 15 |
| 12.07 → 20.07 | Long | 66.7% | +0.82% | 1.35 | 15 |
| 11.07 → 18.07 | Long | 66.7% | +0.78% | 1.56 | 15 |
| 13.07 → 18.07 | Long | 66.7% | +0.71% | 1.67 | 15 |