Over 2014 to 2025 (12 years of data), UBSGCHCHF has tended to move long between 08.07 and 23.07, closing higher in 90.9% of those years for an average +4.97% move and an annualized Sharpe of 4.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 90.9% | +4.97% | 4.98 | 11 |
| 08.07 → 22.07 | Long | 90.9% | +4.81% | 5.33 | 11 |
| 07.07 → 23.07 | Long | 90.9% | +4.56% | 4.31 | 11 |
| 07.07 → 22.07 | Long | 90.9% | +4.39% | 4.94 | 11 |
| 10.07 → 23.07 | Long | 90.9% | +4.11% | 5.41 | 11 |
| 09.07 → 23.07 | Long | 90.9% | +4.02% | 5.06 | 11 |
| 10.07 → 22.07 | Long | 90.9% | +3.96% | 5.95 | 11 |
| 09.07 → 22.07 | Long | 90.9% | +3.87% | 5.44 | 11 |