Over 2011 to 2025 (15 years of data), OERLCHCHF has tended to move long between 11.07 and 28.07, closing higher in 60.0% of those years for an average +2.97% move and an annualized Sharpe of 2.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 60.0% | +2.97% | 2.61 | 15 |
| 11.07 → 27.07 | Long | 60.0% | +2.77% | 2.84 | 15 |
| 11.07 → 26.07 | Long | 60.0% | +2.65% | 3.08 | 15 |
| 08.07 → 22.07 | Long | 60.0% | +2.22% | 3.08 | 15 |
| 09.07 → 27.07 | Long | 60.0% | +2.13% | 2.05 | 15 |
| 09.07 → 22.07 | Long | 60.0% | +1.95% | 3.22 | 15 |
| 11.07 → 30.07 | Long | 53.3% | +2.72% | 2.37 | 15 |
| 11.07 → 29.07 | Long | 53.3% | +2.68% | 2.33 | 15 |