Switzerland
Over 2011 to 2025 (15 years of data), UHRCHCHF has tended to move long between 11.10 and 04.11, closing higher in 80.0% of those years for an average +3.22% move and an annualized Sharpe of 2.13.
Best window
11.10 - 04.11
Direction
Long
Win rate
80.0%
Avg return
+3.22%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.11 | Long | 80.0% | +3.22% | 2.13 | 15 |
| 05.10 → 20.11 | Long | 80.0% | +2.96% | 0.68 | 15 |
| 11.10 → 07.11 | Long | 73.3% |
| +3.84% |
| 2.17 |
| 15 |
| 05.10 → 07.11 | Long | 73.3% | +3.77% | 1.55 | 15 |
| 05.10 → 17.11 | Long | 73.3% | +3.65% | 0.86 | 15 |
| 11.10 → 17.11 | Long | 73.3% | +3.65% | 1.08 | 15 |
| 11.10 → 09.12 | Long | 73.3% | +3.65% | 0.70 | 15 |
| 05.10 → 18.11 | Long | 73.3% | +3.64% | 0.87 | 15 |