Over 2022 to 2025 (4 years of data), UHRNCHCHF has tended to move long between 18.08 and 26.08, closing higher in 100.0% of those years for an average +0.76% move and an annualized Sharpe of 5.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 26.08 | Long | 100.0% | +0.76% | 5.08 | 4 |
| 16.08 → 25.09 | Short | 75.0% | +5.26% | 1.65 | 4 |
| 20.08 → 25.09 | Short | 75.0% | +5.10% | 1.80 | 4 |
| 16.08 → 24.09 | Short | 75.0% | +5.08% | 1.39 | 4 |
| 20.08 → 24.09 | Short | 75.0% | +4.92% | 1.51 | 4 |
| 16.08 → 21.09 | Short | 75.0% | +4.89% | 1.30 | 4 |
| 16.08 → 16.09 | Short | 75.0% | +4.77% | 1.52 | 4 |
| 20.08 → 21.09 | Short | 75.0% | +4.73% | 1.39 | 4 |