Over 2011 to 2025 (15 years of data), ROGCHCHF has tended to move long between 12.08 and 17.08, closing higher in 80.0% of those years for an average +1.39% move and an annualized Sharpe of 3.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 17.08 | Long | 80.0% | +1.39% | 3.38 | 15 |
| 14.08 → 17.08 | Long | 80.0% | +0.56% | 3.10 | 15 |
| 12.08 → 20.08 | Long | 73.3% | +1.50% | 2.48 | 15 |
| 12.08 → 01.09 | Long | 73.3% | +1.50% | 0.99 | 15 |
| 12.08 → 16.08 | Long | 73.3% | +1.17% | 3.95 | 15 |
| 12.08 → 18.08 | Long | 73.3% | +1.15% | 2.84 | 15 |
| 12.08 → 15.08 | Long | 73.3% | +0.95% | 4.49 | 15 |
| 13.08 → 20.08 | Long | 73.3% | +0.92% | 2.11 | 15 |