Over 2011 to 2025 (15 years of data), ROGCHCHF has tended to move long between 11.07 and 17.07, closing higher in 86.7% of those years for an average +1.76% move and an annualized Sharpe of 4.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Long | 86.7% | +1.76% | 4.53 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +1.95% | 3.28 | 15 |
| 08.07 → 18.07 | Long | 80.0% | +1.91% | 2.32 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +1.72% | 3.37 | 15 |
| 10.07 → 17.07 | Long | 80.0% | +1.47% | 2.57 | 15 |
| 12.07 → 19.07 | Long | 80.0% | +1.36% | 2.63 | 15 |
| 12.07 → 17.07 | Long | 80.0% | +1.18% | 3.32 | 15 |
| 12.07 → 18.07 | Long | 80.0% | +1.13% | 2.52 | 15 |