Switzerland
Over 2011 to 2025 (15 years of data), NOVNCHCHF has tended to move short between 06.10 and 29.10, closing higher in 73.3% of those years for an average +1.94% move and an annualized Sharpe of 1.39.
Best window
06.10 - 29.10
Direction
Short
Win rate
73.3%
Avg return
+1.94%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 29.10 | Short | 73.3% | +1.94% | 1.39 | 15 |
| 07.10 → 29.10 | Short | 73.3% | +1.85% | 1.35 | 15 |
| 11.10 → 22.10 | Long | 73.3% |
| +0.28% |
| 0.54 |
| 15 |
| 06.10 → 30.10 | Short | 66.7% | +1.88% | 1.33 | 15 |
| 07.10 → 30.10 | Short | 66.7% | +1.80% | 1.29 | 15 |
| 06.10 → 31.10 | Short | 66.7% | +1.75% | 1.27 | 15 |
| 06.10 → 01.11 | Short | 66.7% | +1.65% | 1.21 | 15 |
| 06.10 → 02.11 | Short | 66.7% | +1.64% | 1.14 | 15 |