Crypto assets
Over 2021 to 2025 (5 years of data), ADAUSD has tended to move short between 06.10 and 18.10, closing higher in 100.0% of those years for an average +10.41% move and an annualized Sharpe of 7.55.
Best window
06.10 - 18.10
Direction
Short
Win rate
100.0%
Avg return
+10.41%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 18.10 | Short | 100.0% | +10.41% | 7.55 | 5 |
| 06.10 → 17.10 | Short | 100.0% | +10.28% | 6.62 | 5 |
| 08.10 → 16.10 | Short | 100.0% |
| +10.04% |
| 9.05 |
| 4 |
| 06.10 → 10.10 | Short | 100.0% | +9.37% | 10.62 | 5 |
| 08.10 → 18.10 | Short | 100.0% | +9.28% | 8.54 | 5 |
| 06.10 → 16.10 | Short | 100.0% | +9.18% | 6.48 | 5 |
| 08.10 → 17.10 | Short | 100.0% | +9.14% | 7.13 | 5 |
| 07.10 → 10.10 | Short | 100.0% | +9.09% | 10.05 | 5 |