Over 2011 to 2025 (15 years of data), SOONCHCHF has tended to move long between 22.08 and 17.09, closing higher in 80.0% of those years for an average +3.66% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 17.09 | Long | 80.0% | +3.66% | 1.14 | 15 |
| 22.08 → 18.09 | Long | 80.0% | +3.51% | 1.08 | 15 |
| 27.08 → 30.09 | Long | 80.0% | +3.45% | 0.93 | 15 |
| 22.08 → 15.09 | Long | 80.0% | +3.42% | 1.23 | 15 |
| 25.08 → 17.09 | Long | 80.0% | +3.36% | 1.25 | 15 |
| 25.08 → 15.09 | Long | 80.0% | +3.14% | 1.36 | 15 |
| 25.08 → 30.09 | Long | 80.0% | +3.13% | 0.79 | 15 |
| 24.08 → 17.09 | Long | 80.0% | +3.10% | 1.16 | 15 |