Switzerland
Over 2011 to 2025 (15 years of data), ZURNCHCHF has tended to move long between 06.10 and 02.12, closing higher in 100.0% of those years for an average +6.04% move and an annualized Sharpe of 3.13.
Best window
06.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+6.04%
Sample
14 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 02.12 | Long | 100.0% | +6.04% | 3.13 | 14 |
| 07.10 → 02.12 | Long | 100.0% | +5.92% | 2.92 | 14 |
| 07.10 → 01.12 | Long | 100.0% |
| +5.75% |
| 2.68 |
| 14 |
| 06.10 → 03.12 | Long | 100.0% | +5.49% | 2.95 | 14 |
| 06.10 → 04.12 | Long | 100.0% | +5.25% | 2.96 | 15 |
| 12.10 → 05.12 | Long | 100.0% | +4.87% | 2.23 | 15 |
| 08.10 → 07.12 | Long | 93.3% | +5.49% | 2.39 | 15 |
| 06.10 → 30.11 | Long | 93.3% | +5.45% | 2.73 | 15 |