Switzerland
Over 2011 to 2025 (15 years of data), SCMNCHCHF has tended to move long between 08.10 and 17.10, closing higher in 80.0% of those years for an average +0.98% move and an annualized Sharpe of 2.05.
Best window
08.10 - 17.10
Direction
Long
Win rate
80.0%
Avg return
+0.98%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 17.10 | Long | 80.0% | +0.98% | 2.05 | 15 |
| 07.10 → 10.10 | Long | 80.0% | +0.44% | 4.77 | 15 |
| 08.10 → 18.10 | Long | 73.3% |
| +1.08% |
| 2.05 |
| 15 |
| 07.10 → 31.10 | Long | 73.3% | +1.05% | 0.73 | 15 |
| 11.10 → 27.10 | Long | 73.3% | +1.04% | 1.34 | 15 |
| 07.10 → 18.10 | Long | 73.3% | +0.93% | 1.60 | 15 |
| 05.10 → 30.10 | Long | 73.3% | +0.81% | 0.61 | 15 |
| 11.10 → 30.10 | Long | 73.3% | +0.71% | 0.60 | 15 |