Over 2011 to 2025 (15 years of data), SCMNCHCHF has tended to move long between 11.07 and 26.07, closing higher in 86.7% of those years for an average +0.96% move and an annualized Sharpe of 2.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 26.07 | Long | 86.7% | +0.96% | 2.17 | 15 |
| 11.07 → 27.07 | Long | 86.7% | +0.85% | 1.67 | 15 |
| 11.07 → 25.07 | Long | 86.7% | +0.83% | 2.23 | 15 |
| 12.07 → 27.07 | Long | 86.7% | +0.60% | 1.35 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +1.19% | 2.29 | 15 |
| 11.07 → 30.07 | Long | 80.0% | +1.16% | 2.18 | 15 |
| 11.07 → 31.07 | Long | 80.0% | +1.09% | 1.99 | 15 |
| 11.07 → 28.07 | Long | 80.0% | +1.05% | 2.22 | 15 |