Over 2011 to 2025 (15 years of data), SLHNCHCHF has tended to move long between 22.07 and 11.09, closing higher in 93.3% of those years for an average +3.89% move and an annualized Sharpe of 0.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 11.09 | Long | 93.3% | +3.89% | 0.78 | 15 |
| 19.07 → 09.09 | Long | 86.7% | +4.61% | 1.16 | 15 |
| 19.07 → 10.09 | Long | 86.7% | +4.37% | 1.01 | 15 |
| 21.07 → 09.09 | Long | 86.7% | +4.19% | 0.98 | 15 |
| 21.07 → 11.09 | Long | 86.7% | +4.12% | 0.86 | 15 |
| 23.07 → 09.09 | Long | 86.7% | +4.00% | 0.96 | 15 |
| 21.07 → 10.09 | Long | 86.7% | +3.96% | 0.85 | 15 |
| 22.07 → 09.09 | Long | 86.7% | +3.95% | 0.88 | 15 |