Over 2011 to 2025 (15 years of data), SGSNCHCHF has tended to move long between 22.07 and 30.07, closing higher in 86.7% of those years for an average +2.47% move and an annualized Sharpe of 3.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Long | 86.7% | +2.47% | 3.05 | 15 |
| 22.07 → 29.07 | Long | 86.7% | +2.44% | 3.51 | 15 |
| 27.07 → 24.08 | Short | 86.7% | +1.95% | 1.72 | 15 |
| 27.07 → 28.08 | Short | 86.7% | +1.94% | 2.39 | 15 |
| 27.07 → 26.08 | Short | 86.7% | +1.93% | 1.70 | 15 |
| 27.07 → 25.08 | Short | 86.7% | +1.86% | 1.75 | 15 |
| 27.07 → 27.08 | Short | 86.7% | +1.63% | 1.81 | 15 |
| 27.07 → 12.08 | Short | 86.7% | +1.44% | 2.53 | 15 |