Switzerland
Over 2011 to 2025 (15 years of data), ROGCHCHF has tended to move short between 07.10 and 20.10, closing higher in 73.3% of those years for an average +0.89% move and an annualized Sharpe of 1.41.
Best window
07.10 - 20.10
Direction
Short
Win rate
73.3%
Avg return
+0.89%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 20.10 | Short | 73.3% | +0.89% | 1.41 | 15 |
| 11.10 → 09.12 | Long | 66.7% | +1.77% | 0.73 | 15 |
| 11.10 → 10.12 | Long | 66.7% |
| +1.70% |
| 0.64 |
| 15 |
| 07.10 → 02.12 | Long | 66.7% | +1.69% | 0.74 | 15 |
| 12.10 → 06.12 | Long | 66.7% | +1.66% | 0.63 | 15 |
| 11.10 → 06.12 | Long | 66.7% | +1.65% | 0.62 | 15 |
| 11.10 → 08.12 | Long | 66.7% | +1.58% | 0.57 | 15 |
| 07.10 → 06.12 | Long | 66.7% | +1.55% | 0.69 | 15 |