Over 2011 to 2025 (15 years of data), UHRCHCHF has tended to move short between 15.08 and 03.09, closing higher in 86.7% of those years for an average +3.78% move and an annualized Sharpe of 3.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 03.09 | Short | 86.7% | +3.78% | 3.19 | 15 |
| 15.08 → 04.09 | Short | 80.0% | +3.91% | 2.95 | 15 |
| 15.08 → 02.09 | Short | 80.0% | +3.41% | 3.28 | 15 |
| 15.08 → 31.08 | Short | 80.0% | +3.25% | 3.46 | 15 |
| 15.08 → 30.08 | Short | 80.0% | +3.14% | 3.70 | 15 |
| 15.08 → 29.08 | Short | 80.0% | +3.04% | 3.55 | 15 |
| 15.08 → 24.08 | Short | 80.0% | +2.54% | 3.19 | 15 |
| 15.08 → 26.08 | Short | 80.0% | +2.54% | 3.44 | 15 |