Over 2011 to 2025 (15 years of data), TEMNCHCHF has tended to move short between 07.07 and 04.09, closing higher in 53.3% of those years for an average +3.45% move and an annualized Sharpe of 0.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.09 | Short | 53.3% | +3.45% | 0.61 | 15 |
| 07.07 → 05.09 | Short | 53.3% | +2.95% | 0.50 | 15 |
| 07.07 → 27.08 | Short | 53.3% | +1.68% | 0.28 | 15 |
| 10.07 → 04.09 | Short | 46.7% | +3.47% | 0.67 | 15 |
| 09.07 → 04.09 | Short | 46.7% | +3.32% | 0.63 | 15 |
| 08.07 → 04.09 | Short | 46.7% | +3.25% | 0.59 | 15 |
| 10.07 → 05.09 | Short | 46.7% | +2.98% | 0.56 | 15 |
| 09.07 → 05.09 | Short | 46.7% | +2.83% | 0.52 | 15 |