Over 2011 to 2025 (15 years of data), SGSNCHCHF has tended to move short between 13.07 and 31.08, closing higher in 86.7% of those years for an average +1.68% move and an annualized Sharpe of 0.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 31.08 | Short | 86.7% | +1.68% | 0.73 | 15 |
| 12.07 → 31.08 | Short | 86.7% | +1.53% | 0.65 | 15 |
| 13.07 → 28.08 | Short | 80.0% | +1.67% | 0.77 | 15 |
| 13.07 → 27.08 | Short | 80.0% | +1.66% | 0.74 | 15 |
| 12.07 → 28.08 | Short | 80.0% | +1.51% | 0.68 | 15 |
| 12.07 → 27.08 | Short | 80.0% | +1.50% | 0.65 | 15 |
| 13.07 → 30.08 | Short | 80.0% | +1.50% | 0.67 | 15 |
| 13.07 → 29.08 | Short | 80.0% | +1.44% | 0.64 | 15 |