Switzerland
Over 2011 to 2025 (15 years of data), SLHNCHCHF has tended to move long between 10.10 and 07.11, closing higher in 93.3% of those years for an average +3.23% move and an annualized Sharpe of 3.25.
Best window
10.10 - 07.11
Direction
Long
Win rate
93.3%
Avg return
+3.23%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 07.11 | Long | 93.3% | +3.23% | 3.25 | 15 |
| 12.10 → 07.11 | Long | 93.3% | +3.18% | 3.17 | 15 |
| 11.10 → 04.11 | Long | 93.3% |
| +2.44% |
| 2.33 |
| 15 |
| 11.10 → 03.11 | Long | 93.3% | +2.36% | 2.11 | 15 |
| 11.10 → 02.11 | Long | 93.3% | +2.16% | 1.73 | 15 |
| 11.10 → 13.11 | Long | 86.7% | +3.94% | 2.33 | 15 |
| 10.10 → 13.11 | Long | 86.7% | +3.93% | 2.22 | 15 |
| 11.10 → 11.11 | Long | 86.7% | +3.82% | 2.47 | 15 |