Over 2022 to 2025 (4 years of data), UHRNCHCHF has tended to move long between 07.07 and 12.07, closing higher in 100.0% of those years for an average +4.79% move and an annualized Sharpe of 10.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 100.0% | +4.79% | 10.53 | 4 |
| 07.07 → 13.07 | Long | 100.0% | +3.96% | 10.26 | 4 |
| 08.07 → 12.07 | Long | 100.0% | +3.95% | 9.73 | 4 |
| 09.07 → 12.07 | Long | 100.0% | +3.81% | 9.80 | 4 |
| 07.07 → 14.07 | Long | 100.0% | +3.49% | 6.80 | 4 |
| 08.07 → 13.07 | Long | 100.0% | +3.12% | 9.15 | 4 |
| 09.07 → 13.07 | Long | 100.0% | +2.98% | 8.61 | 4 |
| 08.07 → 11.07 | Long | 100.0% | +1.77% | 19.24 | 4 |