Switzerland
Over 2011 to 2025 (15 years of data), SRENCHCHF has tended to move long between 11.10 and 11.11, closing higher in 100.0% of those years for an average +6.60% move and an annualized Sharpe of 4.44.
Best window
11.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+6.60%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 100.0% | +6.60% | 4.44 | 15 |
| 11.10 → 13.11 | Long | 100.0% | +6.34% | 4.50 | 15 |
| 11.10 → 12.11 | Long | 100.0% |
| +6.33% |
| 4.30 |
| 15 |
| 11.10 → 02.12 | Long | 93.3% | +8.04% | 2.57 | 15 |
| 11.10 → 04.12 | Long | 93.3% | +7.92% | 2.36 | 15 |
| 11.10 → 30.11 | Long | 93.3% | +7.88% | 2.60 | 15 |
| 11.10 → 03.12 | Long | 93.3% | +7.71% | 2.30 | 15 |
| 11.10 → 01.12 | Long | 93.3% | +7.64% | 2.39 | 15 |