Crypto assets
Over 2021 to 2025 (5 years of data), AVEUSD has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +9.07% move and an annualized Sharpe of 13.02.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+9.07%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +9.07% | 13.02 | 5 |
| 06.10 → 10.10 | Short | 100.0% | +8.82% | 13.55 | 5 |
| 07.10 → 11.10 | Short | 100.0% |
| +7.07% |
| 23.23 |
| 5 |
| 06.10 → 11.10 | Short | 100.0% | +6.71% | 29.11 | 5 |
| 06.10 → 09.10 | Short | 100.0% | +5.71% | 72.45 | 5 |
| 08.10 → 11.10 | Short | 100.0% | +4.45% | 37.56 | 5 |
| 11.10 → 07.11 | Long | 80.0% | +20.38% | 3.24 | 5 |
| 11.10 → 06.11 | Long | 80.0% | +18.93% | 2.80 | 5 |