Over 2011 to 2025 (15 years of data), SLHNCHCHF has tended to move long between 13.07 and 11.09, closing higher in 93.3% of those years for an average +4.72% move and an annualized Sharpe of 0.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 93.3% | +4.72% | 0.88 | 15 |
| 08.07 → 17.07 | Long | 93.3% | +0.89% | 1.12 | 15 |
| 11.07 → 09.09 | Long | 86.7% | +5.12% | 1.01 | 15 |
| 08.07 → 24.08 | Long | 86.7% | +5.11% | 1.21 | 15 |
| 12.07 → 10.09 | Long | 86.7% | +5.06% | 1.02 | 15 |
| 08.07 → 02.09 | Long | 86.7% | +5.04% | 1.09 | 15 |
| 08.07 → 30.08 | Long | 86.7% | +5.02% | 1.30 | 15 |
| 08.07 → 23.08 | Long | 86.7% | +4.99% | 1.15 | 15 |