Over 2011 to 2025 (15 years of data), SOONCHCHF has tended to move long between 24.07 and 09.08, closing higher in 80.0% of those years for an average -0.03% move and an annualized Sharpe of -0.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 09.08 | Long | 80.0% | -0.03% | -0.02 | 15 |
| 26.07 → 09.08 | Long | 80.0% | -0.06% | -0.05 | 15 |
| 25.07 → 09.08 | Long | 80.0% | -0.08% | -0.05 | 15 |
| 22.07 → 29.07 | Long | 78.6% | +0.58% | 1.58 | 14 |
| 22.07 → 17.09 | Long | 73.3% | +1.64% | 0.32 | 15 |
| 28.07 → 17.09 | Long | 73.3% | +1.56% | 0.32 | 15 |
| 24.07 → 17.09 | Long | 73.3% | +1.52% | 0.30 | 15 |
| 22.07 → 16.09 | Long | 73.3% | +1.51% | 0.29 | 15 |