Over 2011 to 2025 (15 years of data), NOVNCHCHF has tended to move long between 14.07 and 19.08, closing higher in 73.3% of those years for an average +0.22% move and an annualized Sharpe of 0.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 19.08 | Long | 73.3% | +0.22% | 0.12 | 15 |
| 14.07 → 20.07 | Long | 66.7% | +1.28% | 2.47 | 15 |
| 13.07 → 11.08 | Short | 66.7% | +1.16% | 0.57 | 15 |
| 15.07 → 20.07 | Long | 66.7% | +1.07% | 2.46 | 15 |
| 13.07 → 20.07 | Long | 66.7% | +1.06% | 1.87 | 15 |
| 12.07 → 06.08 | Short | 66.7% | +0.99% | 0.51 | 15 |
| 12.07 → 07.08 | Short | 66.7% | +0.96% | 0.49 | 15 |
| 12.07 → 10.08 | Short | 66.7% | +0.95% | 0.42 | 15 |