Over 2011 to 2025 (15 years of data), UHRCHCHF has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +1.49% move and an annualized Sharpe of 5.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +1.49% | 5.78 | 15 |
| 13.07 → 31.08 | Short | 80.0% | +4.29% | 1.20 | 15 |
| 12.07 → 31.08 | Short | 80.0% | +4.02% | 1.14 | 15 |
| 08.07 → 27.07 | Long | 80.0% | +3.23% | 2.04 | 15 |
| 09.07 → 31.08 | Short | 80.0% | +3.16% | 1.00 | 15 |
| 07.07 → 13.07 | Long | 80.0% | +2.25% | 4.01 | 15 |
| 08.07 → 13.07 | Long | 80.0% | +2.12% | 4.56 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +1.90% | 4.28 | 15 |