Over 2011 to 2025 (15 years of data), ZURNCHCHF has tended to move long between 20.08 and 25.08, closing higher in 80.0% of those years for an average +0.44% move and an annualized Sharpe of 1.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 25.08 | Long | 80.0% | +0.44% | 1.65 | 15 |
| 20.08 → 24.08 | Long | 80.0% | +0.40% | 1.31 | 15 |
| 19.08 → 25.08 | Long | 80.0% | +0.31% | 0.94 | 15 |
| 19.08 → 24.08 | Long | 80.0% | +0.26% | 0.72 | 15 |
| 19.08 → 23.08 | Long | 80.0% | +0.08% | 0.27 | 15 |
| 19.08 → 22.08 | Long | 78.6% | -0.13% | -0.49 | 14 |
| 15.08 → 28.08 | Short | 73.3% | +1.37% | 2.28 | 15 |
| 20.08 → 14.09 | Long | 73.3% | +1.33% | 1.15 | 15 |