Over 2022 to 2025 (4 years of data), VIFNCHCHF has tended to move long between 10.07 and 31.08, closing higher in 25.0% of those years for an average +1.33% move and an annualized Sharpe of 1.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 31.08 | Long | 25.0% | +1.33% | 1.27 | 4 |
| 13.07 → 10.08 | Short | 25.0% | +1.26% | 1.73 | 4 |
| 13.07 → 11.08 | Short | 25.0% | +1.24% | 1.70 | 4 |
| 13.07 → 12.08 | Short | 25.0% | +1.24% | 1.67 | 4 |
| 13.07 → 13.08 | Short | 25.0% | +1.24% | 1.65 | 4 |
| 07.07 → 31.08 | Long | 25.0% | +1.19% | 1.24 | 4 |
| 08.07 → 31.08 | Long | 25.0% | +1.19% | 1.25 | 4 |
| 09.07 → 31.08 | Long | 25.0% | +1.19% | 1.26 | 4 |