Switzerland
Over 2011 to 2025 (15 years of data), OERLCHCHF has tended to move long between 08.10 and 03.11, closing higher in 80.0% of those years for an average +1.79% move and an annualized Sharpe of 1.00.
Best window
08.10 - 03.11
Direction
Long
Win rate
80.0%
Avg return
+1.79%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 03.11 | Long | 80.0% | +1.79% | 1.00 | 10 |
| 07.10 → 03.11 | Long | 80.0% | +0.72% | 0.38 | 10 |
| 05.10 → 08.10 | Short | 77.8% |
| +0.58% |
| 2.06 |
| 9 |
| 08.10 → 24.10 | Long | 70.0% | +1.78% | 1.55 | 10 |
| 08.10 → 06.11 | Long | 70.0% | +1.74% | 0.61 | 10 |
| 08.10 → 26.10 | Long | 70.0% | +1.63% | 1.19 | 10 |
| 10.10 → 03.11 | Long | 70.0% | +1.63% | 0.89 | 10 |
| 10.10 → 24.10 | Long | 70.0% | +1.62% | 1.33 | 10 |