Switzerland
Over 2022 to 2025 (4 years of data), UHRNCHCHF has tended to move long between 08.10 and 29.10, closing higher in 100.0% of those years for an average +4.71% move and an annualized Sharpe of 2.83.
Best window
08.10 - 29.10
Direction
Long
Win rate
100.0%
Avg return
+4.71%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.10 | Long | 100.0% | +4.71% | 2.83 | 3 |
| 11.10 → 29.10 | Long | 100.0% | +4.20% | 2.93 | 3 |
| 08.10 → 28.10 | Long | 100.0% |
| +4.08% |
| 2.66 |
| 3 |
| 09.10 → 29.10 | Long | 100.0% | +3.66% | 2.97 | 3 |
| 08.10 → 14.11 | Long | 75.0% | +4.89% | 1.28 | 4 |
| 08.10 → 15.11 | Long | 75.0% | +4.82% | 1.45 | 4 |
| 11.10 → 14.11 | Long | 75.0% | +4.53% | 1.23 | 4 |
| 07.10 → 14.11 | Long | 75.0% | +4.49% | 1.05 | 4 |