Over 2011 to 2025 (15 years of data), SOONCHCHF has tended to move long between 11.07 and 19.07, closing higher in 86.7% of those years for an average +1.14% move and an annualized Sharpe of 3.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 86.7% | +1.14% | 3.86 | 15 |
| 11.07 → 18.07 | Long | 86.7% | +1.06% | 3.41 | 15 |
| 13.07 → 18.07 | Long | 86.7% | +0.65% | 2.55 | 15 |
| 09.07 → 22.07 | Long | 80.0% | +2.27% | 3.81 | 15 |
| 12.07 → 22.07 | Long | 80.0% | +1.66% | 3.08 | 15 |
| 13.07 → 22.07 | Long | 80.0% | +1.60% | 3.31 | 15 |
| 09.07 → 07.08 | Long | 80.0% | +1.59% | 0.77 | 15 |
| 12.07 → 23.07 | Long | 80.0% | +1.58% | 2.66 | 15 |