Switzerland
Over 2011 to 2025 (15 years of data), SOONCHCHF has tended to move long between 11.10 and 09.11, closing higher in 80.0% of those years for an average +4.11% move and an annualized Sharpe of 1.83.
Best window
11.10 - 09.11
Direction
Long
Win rate
80.0%
Avg return
+4.11%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.11 | Long | 80.0% | +4.11% | 1.83 | 15 |
| 11.10 → 13.11 | Long | 80.0% | +3.96% | 1.63 | 15 |
| 11.10 → 08.11 | Long | 80.0% |
| +3.64% |
| 1.65 |
| 15 |
| 11.10 → 06.11 | Long | 80.0% | +3.62% | 1.69 | 15 |
| 11.10 → 07.11 | Long | 80.0% | +3.52% | 1.67 | 15 |
| 11.10 → 02.11 | Long | 80.0% | +2.97% | 1.48 | 15 |
| 11.10 → 12.11 | Long | 73.3% | +4.27% | 1.63 | 15 |
| 12.10 → 09.11 | Long | 73.3% | +3.91% | 1.70 | 15 |