

Over 2023 to 2025 (3 years of data), XAGCHF has tended to move short between 14.07 and 06.08, closing higher in 100.0% of those years for an average +7.59% move and an annualized Sharpe of 3.71.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.9454 |
| 3 | 99.9666 |
| 4 | 100.6222 |
| 5 | 101.8106 |
| 6 | 104.8975 |
| 7 | 103.6581 |
| 8 | 102.7845 |
| 9 | 104.2495 |
| 10 | 104.5645 |
| 11 | 105.3279 |
| 12 | 106.9619 |
| 13 | 107.6033 |
| 14 | 109.3261 |
| 15 | 110.3254 |
| 16 | 109.6278 |
| 17 | 108.8756 |
| 18 | 110.4257 |
| 19 | 110.2729 |
| 20 | 110.2981 |
| 21 | 109.1425 |
| 22 | 110.4746 |
| 23 | 112.7121 |
| 24 | 112.7557 |
| 25 | 113.8862 |
| 26 | 114.1857 |
| 27 | 115.0418 |
| 28 | 117.3378 |
| 29 | 118.3026 |
| 30 | 107.6148 |
| 31 | 106.9105 |
| 32 | 105.5144 |
| 33 | 105.8583 |
| 34 | 106.8172 |
| 35 | 109.4628 |
| 36 | 99.0961 |
| 37 | 104.1514 |
| 38 | 103.6759 |
| 39 | 105.1585 |
| 40 | 105.7655 |
| 41 | 105.9969 |
| 42 | 106.5779 |
| 43 | 103.716 |
| 44 | 103.8173 |
| 45 | 103.8003 |
| 46 | 104.0795 |
| 47 | 104.8162 |
| 48 | 103.3743 |
| 49 | 106.3374 |
| 50 | 106.0798 |
| 51 | 109.0464 |
| 52 | 108.1938 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 06.08 | Short | 100.0% | +7.59% | 3.71 | 3 |
| 15.07 → 06.08 | Short | 100.0% | +7.56% | 3.70 | 3 |
| 14.07 → 05.08 | Short | 100.0% | +7.10% | 3.96 | 3 |
| 15.07 → 05.08 | Short | 100.0% | +7.07% | 3.94 | 3 |
| 17.07 → 04.08 | Short | 100.0% | +6.99% | 3.77 | 3 |
| 17.07 → 03.08 | Short | 100.0% | +6.96% | 3.85 | 3 |
| 13.07 → 06.08 | Short | 100.0% |
| 53 |
|---|
| 108.8571 |
| 54 | 109.9634 |
|---|
| 55 | 109.1689 |
|---|
| 56 | 108.36 |
|---|
| 57 | 108.2597 |
|---|
| 58 | 109.56 |
|---|
| 59 | 109.5738 |
|---|
| 60 | 110.9738 |
|---|
| 61 | 109.9822 |
|---|
| 62 | 107.4008 |
|---|
| 63 | 107.6004 |
|---|
| 64 | 109.371 |
|---|
| 65 | 109.0755 |
|---|
| 66 | 109.4307 |
|---|
| 67 | 108.7973 |
|---|
| 68 | 110.8267 |
|---|
| 69 | 110.8418 |
|---|
| 70 | 110.5424 |
|---|
| 71 | 111.0063 |
|---|
| 72 | 109.9336 |
|---|
| 73 | 111.3856 |
|---|
| 74 | 110.9938 |
|---|
| 75 | 111.7756 |
|---|
| 76 | 110.5667 |
|---|
| 77 | 109.3324 |
|---|
| 78 | 107.5201 |
|---|
| 79 | 104.8128 |
|---|
| 80 | 105.3439 |
|---|
| 81 | 104.4842 |
|---|
| 82 | 105.2087 |
|---|
| 83 | 106.6972 |
|---|
| 84 | 106.6028 |
|---|
| 85 | 105.7731 |
|---|
| 86 | 107.1264 |
|---|
| 87 | 106.9971 |
|---|
| 88 | 106.5457 |
|---|
| 89 | 107.6781 |
|---|
| 90 | 110.0139 |
|---|
| 91 | 109.9798 |
|---|
| 92 | 108.9072 |
|---|
| 93 | 107.709 |
|---|
| 94 | 106.1072 |
|---|
| 95 | 105.1401 |
|---|
| 96 | 105.0412 |
|---|
| 97 | 108.4244 |
|---|
| 98 | 105.698 |
|---|
| 99 | 109.4264 |
|---|
| 100 | 108.6409 |
|---|
| 101 | 109.6304 |
|---|
| 102 | 109.4065 |
|---|
| 103 | 109.3136 |
|---|
| 104 | 111.1722 |
|---|
| 105 | 111.9465 |
|---|
| 106 | 112.6203 |
|---|
| 107 | 112.4896 |
|---|
| 108 | 112.4662 |
|---|
| 109 | 111.8277 |
|---|
| 110 | 112.2533 |
|---|
| 111 | 111.1993 |
|---|
| 112 | 111.8932 |
|---|
| 113 | 110.7643 |
|---|
| 114 | 110.6477 |
|---|
| 115 | 109.9298 |
|---|
| 116 | 109.7856 |
|---|
| 117 | 110.0331 |
|---|
| 118 | 108.8378 |
|---|
| 119 | 108.03 |
|---|
| 120 | 108.3381 |
|---|
| 121 | 108.1011 |
|---|
| 122 | 107.9255 |
|---|
| 123 | 107.6982 |
|---|
| 124 | 105.9753 |
|---|
| 125 | 106.8811 |
|---|
| 126 | 109.2819 |
|---|
| 127 | 110.6952 |
|---|
| 128 | 111.0918 |
|---|
| 129 | 111.2225 |
|---|
| 130 | 112.4443 |
|---|
| 131 | 115.8055 |
|---|
| 132 | 116.3317 |
|---|
| 133 | 116.8333 |
|---|
| 134 | 114.5008 |
|---|
| 135 | 111.6051 |
|---|
| 136 | 112.4735 |
|---|
| 137 | 113.0185 |
|---|
| 138 | 116.4476 |
|---|
| 139 | 114.2721 |
|---|
| 140 | 115.4486 |
|---|
| 141 | 116.5547 |
|---|
| 142 | 115.9447 |
|---|
| 143 | 114.8932 |
|---|
| 144 | 115.126 |
|---|
| 145 | 115.2076 |
|---|
| 146 | 115.0305 |
|---|
| 147 | 114.0966 |
|---|
| 148 | 115.6116 |
|---|
| 149 | 115.6663 |
|---|
| 150 | 115.3592 |
|---|
| 151 | 114.141 |
|---|
| 152 | 113.1723 |
|---|
| 153 | 114.716 |
|---|
| 154 | 114.1499 |
|---|
| 155 | 114.2179 |
|---|
| 156 | 111.0469 |
|---|
| 157 | 112.0782 |
|---|
| 158 | 113.8216 |
|---|
| 159 | 111.3518 |
|---|
| 160 | 110.5111 |
|---|
| 161 | 108.9915 |
|---|
| 162 | 111.908 |
|---|
| 163 | 111.3388 |
|---|
| 164 | 111.5538 |
|---|
| 165 | 111.8585 |
|---|
| 166 | 112.3529 |
|---|
| 167 | 112.3673 |
|---|
| 168 | 112.7971 |
|---|
| 169 | 110.9284 |
|---|
| 170 | 110.2058 |
|---|
| 171 | 110.1518 |
|---|
| 172 | 111.4164 |
|---|
| 173 | 110.4457 |
|---|
| 174 | 108.1945 |
|---|
| 175 | 105.5272 |
|---|
| 176 | 105.8485 |
|---|
| 177 | 106.1613 |
|---|
| 178 | 105.3154 |
|---|
| 179 | 105.4383 |
|---|
| 180 | 105.1124 |
|---|
| 181 | 105.2777 |
|---|
| 182 | 105.5956 |
|---|
| 183 | 107.4656 |
|---|
| 184 | 108.8538 |
|---|
| 185 | 109.9622 |
|---|
| 186 | 110.0159 |
|---|
| 187 | 110.9487 |
|---|
| 188 | 110.8869 |
|---|
| 189 | 110.437 |
|---|
| 190 | 109.9508 |
|---|
| 191 | 110.7634 |
|---|
| 192 | 112.0837 |
|---|
| 193 | 112.604 |
|---|
| 194 | 111.9879 |
|---|
| 195 | 111.8136 |
|---|
| 196 | 111.433 |
|---|
| 197 | 111.4297 |
|---|
| 198 | 112.4429 |
|---|
| 199 | 110.8557 |
|---|
| 200 | 110.2624 |
|---|
| 201 | 109.7557 |
|---|
| 202 | 110.3372 |
|---|
| 203 | 110.5922 |
|---|
| 204 | 110.2055 |
|---|
| 205 | 110.3824 |
|---|
| 206 | 108.8153 |
|---|
| 207 | 107.2941 |
|---|
| 208 | 107.5718 |
|---|
| 209 | 107.9309 |
|---|
| 210 | 108.3664 |
|---|
| 211 | 107.3835 |
|---|
| 212 | 107.4665 |
|---|
| 213 | 108.0709 |
|---|
| 214 | 107.1791 |
|---|
| 215 | 106.6518 |
|---|
| 216 | 107.1784 |
|---|
| 217 | 107.392 |
|---|
| 218 | 105.7486 |
|---|
| 219 | 105.3789 |
|---|
| 220 | 105.6774 |
|---|
| 221 | 107.1336 |
|---|
| 222 | 106.7737 |
|---|
| 223 | 106.5028 |
|---|
| 224 | 106.315 |
|---|
| 225 | 107.6889 |
|---|
| 226 | 107.108 |
|---|
| 227 | 106.7281 |
|---|
| 228 | 108.0293 |
|---|
| 229 | 108.4713 |
|---|
| 230 | 108.6971 |
|---|
| 231 | 108.0846 |
|---|
| 232 | 108.7293 |
|---|
| 233 | 108.7828 |
|---|
| 234 | 109.273 |
|---|
| 235 | 108.6138 |
|---|
| 236 | 109.4966 |
|---|
| 237 | 109.1894 |
|---|
| 238 | 109.3879 |
|---|
| 239 | 109.1959 |
|---|
| 240 | 109.4943 |
|---|
| 241 | 108.9132 |
|---|
| 242 | 109.3799 |
|---|
| 243 | 109.1147 |
|---|
| 244 | 109.8756 |
|---|
| 245 | 110.3395 |
|---|
| 246 | 110.0603 |
|---|
| 247 | 109.1429 |
|---|
| 248 | 109.1477 |
|---|
| 249 | 109.7787 |
|---|
| 250 | 108.4726 |
|---|
| 251 | 108.5921 |
|---|
| 252 | 108.5728 |
|---|
| 253 | 109.6242 |
|---|
| 254 | 109.782 |
|---|
| 255 | 110.9338 |
|---|
| 256 | 112.3913 |
|---|
| 257 | 113.2787 |
|---|
| 258 | 113.6492 |
|---|
| 259 | 113.3878 |
|---|
| 260 | 112.493 |
|---|
| 261 | 112.6521 |
|---|
| 262 | 113.3447 |
|---|
| 263 | 114.1097 |
|---|
| 264 | 114.7838 |
|---|
| 265 | 115.4005 |
|---|
| 266 | 115.2349 |
|---|
| 267 | 114.6997 |
|---|
| 268 | 117.3478 |
|---|
| 269 | 118.2706 |
|---|
| 270 | 118.2517 |
|---|
| 271 | 117.699 |
|---|
| 272 | 118.1652 |
|---|
| 273 | 118.2318 |
|---|
| 274 | 118.2306 |
|---|
| 275 | 118.2176 |
|---|
| 276 | 119.7512 |
|---|
| 277 | 120.0822 |
|---|
| 278 | 120.8458 |
|---|
| 279 | 120.9495 |
|---|
| 280 | 120.7562 |
|---|
| 281 | 120.6718 |
|---|
| 282 | 119.7705 |
|---|
| 283 | 120.211 |
|---|
| 284 | 120.8963 |
|---|
| 285 | 121.8705 |
|---|
| 286 | 123.6099 |
|---|
| 287 | 122.824 |
|---|
| 288 | 123.6629 |
|---|
| 289 | 124.723 |
|---|
| 290 | 123.1553 |
|---|
| 291 | 123.2344 |
|---|
| 292 | 125.8192 |
|---|
| 293 | 126.3548 |
|---|
| 294 | 123.1426 |
|---|
| 295 | 123.1423 |
|---|
| 296 | 124.6989 |
|---|
| 297 | 123.4762 |
|---|
| 298 | 123.2482 |
|---|
| 299 | 123.0078 |
|---|
| 300 | 121.886 |
|---|
| 301 | 121.9507 |
|---|
| 302 | 122.8355 |
|---|
| 303 | 125.0522 |
|---|
| 304 | 123.9119 |
|---|
| 305 | 122.4372 |
|---|
| 306 | 122.3847 |
|---|
| 307 | 122.037 |
|---|
| 308 | 121.392 |
|---|
| 309 | 121.8825 |
|---|
| 310 | 122.1666 |
|---|
| 311 | 120.679 |
|---|
| 312 | 121.6121 |
|---|
| 313 | 121.3356 |
|---|
| 314 | 122.7983 |
|---|
| 315 | 123.3755 |
|---|
| 316 | 124.066 |
|---|
| 317 | 123.3266 |
|---|
| 318 | 121.3893 |
|---|
| 319 | 121.7446 |
|---|
| 320 | 121.7014 |
|---|
| 321 | 121.0487 |
|---|
| 322 | 122.2721 |
|---|
| 323 | 124.0093 |
|---|
| 324 | 123.3489 |
|---|
| 325 | 122.439 |
|---|
| 326 | 122.3568 |
|---|
| 327 | 123.5746 |
|---|
| 328 | 124.592 |
|---|
| 329 | 124.478 |
|---|
| 330 | 124.0671 |
|---|
| 331 | 124.4554 |
|---|
| 332 | 125.9976 |
|---|
| 333 | 126.1824 |
|---|
| 334 | 127.0853 |
|---|
| 335 | 127.6041 |
|---|
| 336 | 128.1369 |
|---|
| 337 | 128.2649 |
|---|
| 338 | 127.9169 |
|---|
| 339 | 129.2442 |
|---|
| 340 | 129.029 |
|---|
| 341 | 128.6265 |
|---|
| 342 | 128.4896 |
|---|
| 343 | 130.5888 |
|---|
| 344 | 132.1211 |
|---|
| 345 | 132.8898 |
|---|
| 346 | 131.9646 |
|---|
| 347 | 131.1424 |
|---|
| 348 | 130.7359 |
|---|
| 349 | 132.086 |
|---|
| 350 | 132.014 |
|---|
| 351 | 133.7142 |
|---|
| 352 | 133.0782 |
|---|
| 353 | 132.8653 |
|---|
| 354 | 132.2845 |
|---|
| 355 | 132.9427 |
|---|
| 356 | 133.8332 |
|---|
| 357 | 135.5944 |
|---|
| 358 | 135.8705 |
|---|
| 359 | 136.7554 |
|---|
| 360 | 140.3645 |
|---|
| 361 | 140.5205 |
|---|
| 362 | 141.6765 |
|---|
| 363 | 136.0848 |
|---|
| 364 | 138.0295 |
|---|
| 365 | 135.0884 |
|---|
| 366 | 135.5381 |
|---|
| +6.91% |
| 3.18 |
| 3 |
| 14.07 → 09.08 | Short | 100.0% | +6.91% | 3.98 | 3 |