Over 2011 to 2025 (15 years of data), ZURNCHCHF has tended to move long between 07.07 and 12.08, closing higher in 80.0% of those years for an average +1.77% move and an annualized Sharpe of 0.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.08 | Long | 80.0% | +1.77% | 0.71 | 15 |
| 10.07 → 15.08 | Long | 80.0% | +1.44% | 0.60 | 15 |
| 07.07 → 11.08 | Long | 80.0% | +1.43% | 0.58 | 15 |
| 13.07 → 11.09 | Long | 80.0% | +1.26% | 0.33 | 15 |
| 08.07 → 02.09 | Long | 80.0% | +1.10% | 0.32 | 15 |
| 11.07 → 02.09 | Long | 80.0% | +0.88% | 0.29 | 15 |
| 07.07 → 10.08 | Long | 80.0% | +0.58% | 0.23 | 15 |
| 07.07 → 28.07 | Long | 80.0% | +0.57% | 0.61 | 15 |