Switzerland
Over 2011 to 2025 (15 years of data), SGSNCHCHF has tended to move long between 12.10 and 08.11, closing higher in 80.0% of those years for an average +2.21% move and an annualized Sharpe of 1.20.
Best window
12.10 - 08.11
Direction
Long
Win rate
80.0%
Avg return
+2.21%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 08.11 | Long | 80.0% | +2.21% | 1.20 | 15 |
| 11.10 → 08.11 | Long | 80.0% | +2.13% | 1.19 | 15 |
| 10.10 → 02.12 | Long | 73.3% |
| +3.60% |
| 1.31 |
| 15 |
| 12.10 → 02.12 | Long | 73.3% | +3.53% | 1.30 | 15 |
| 11.10 → 02.12 | Long | 73.3% | +3.45% | 1.32 | 15 |
| 12.10 → 04.12 | Long | 73.3% | +3.36% | 1.22 | 15 |
| 10.10 → 01.12 | Long | 73.3% | +3.35% | 1.29 | 15 |
| 11.10 → 04.12 | Long | 73.3% | +3.28% | 1.24 | 15 |