Switzerland
Over 2011 to 2025 (15 years of data), SCMNCHCHF has tended to move long between 18.09 and 27.10, closing higher in 73.3% of those years for an average +0.85% move and an annualized Sharpe of 0.61.
Best window
18.09 - 27.10
Direction
Long
Win rate
73.3%
Avg return
+0.85%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 27.10 | Long | 73.3% | +0.85% | 0.61 | 15 |
| 15.09 → 22.10 | Long | 73.3% | +0.47% | 0.32 | 15 |
| 17.09 → 26.10 | Long | 73.3% |
| +0.45% |
| 0.29 |
| 15 |
| 16.09 → 02.10 | Short | 73.3% | +0.38% | 0.81 | 15 |
| 18.09 → 25.10 | Long | 73.3% | +0.29% | 0.19 | 15 |
| 21.09 → 25.09 | Short | 73.3% | +0.19% | 1.56 | 15 |
| 20.09 → 26.09 | Long | 73.3% | +0.18% | 0.68 | 15 |
| 20.09 → 27.10 | Long | 66.7% | +1.05% | 0.80 | 15 |