Crypto assets
Over 2018 to 2026 (9 years of data), BATUSD has tended to move long between 12.10 and 29.11, closing higher in 87.5% of those years for an average +37.54% move and an annualized Sharpe of 2.23.
Best window
12.10 - 29.11
Direction
Long
Win rate
87.5%
Avg return
+37.54%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 29.11 | Long | 87.5% | +37.54% | 2.23 | 8 |
| 12.10 → 28.11 | Long | 87.5% | +35.81% | 2.18 | 8 |
| 11.10 → 07.11 | Long | 87.5% |
| +31.41% |
| 3.54 |
| 8 |
| 11.10 → 06.11 | Long | 87.5% | +30.43% | 3.85 | 8 |
| 12.10 → 23.11 | Long | 87.5% | +19.17% | 2.45 | 8 |
| 12.10 → 22.11 | Long | 87.5% | +16.73% | 2.64 | 8 |
| 08.10 → 21.11 | Long | 87.5% | +12.81% | 1.94 | 8 |
| 07.10 → 21.11 | Long | 87.5% | +12.79% | 1.94 | 8 |