Over 2011 to 2025 (15 years of data), SLHNCHCHF has tended to move long between 28.08 and 27.10, closing higher in 73.3% of those years for an average +1.88% move and an annualized Sharpe of 0.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.10 | Long | 73.3% | +1.88% | 0.60 | 15 |
| 22.08 → 15.09 | Long | 73.3% | +1.83% | 1.37 | 15 |
| 22.08 → 09.09 | Long | 73.3% | +1.60% | 1.72 | 15 |
| 28.08 → 26.10 | Long | 73.3% | +1.49% | 0.54 | 15 |
| 28.08 → 22.10 | Long | 73.3% | +1.42% | 0.50 | 15 |
| 28.08 → 23.10 | Long | 73.3% | +1.42% | 0.54 | 15 |
| 28.08 → 24.10 | Long | 73.3% | +1.37% | 0.50 | 15 |
| 23.08 → 15.09 | Long | 73.3% | +1.35% | 1.10 | 15 |