Switzerland
Over 2014 to 2025 (12 years of data), UBSGCHCHF has tended to move long between 11.10 and 07.12, closing higher in 91.7% of those years for an average +8.40% move and an annualized Sharpe of 1.67.
Best window
11.10 - 07.12
Direction
Long
Win rate
91.7%
Avg return
+8.40%
Sample
12 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 91.7% | +8.40% | 1.67 | 12 |
| 10.10 → 07.12 | Long | 91.7% | +8.38% | 1.63 | 12 |
| 11.10 → 08.12 | Long | 91.7% |
| +8.21% |
| 1.56 |
| 12 |
| 10.10 → 08.12 | Long | 91.7% | +8.20% | 1.51 | 12 |
| 09.10 → 07.12 | Long | 91.7% | +8.19% | 1.57 | 12 |
| 08.10 → 07.12 | Long | 91.7% | +8.10% | 1.52 | 12 |
| 11.10 → 06.12 | Long | 91.7% | +8.04% | 1.69 | 12 |
| 10.10 → 06.12 | Long | 91.7% | +8.02% | 1.66 | 12 |