Over 2023 to 2025 (3 years of data), BCHCHF has tended to move long between 08.07 and 12.07, closing higher in 100.0% of those years for an average +6.49% move and an annualized Sharpe of 6.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 100.0% | +6.49% | 6.44 | 3 |
| 08.07 → 11.07 | Long | 100.0% | +5.39% | 11.85 | 3 |
| 08.07 → 29.07 | Long | 66.7% | +17.65% | 3.26 | 3 |
| 07.07 → 29.07 | Long | 66.7% | +15.36% | 2.61 | 3 |
| 08.07 → 30.07 | Long | 66.7% | +14.24% | 2.65 | 3 |
| 09.07 → 29.07 | Long | 66.7% | +13.59% | 3.14 | 3 |
| 10.07 → 29.07 | Long | 66.7% | +12.56% | 2.73 | 3 |
| 11.07 → 07.09 | Short | 66.7% | +12.04% | 1.53 | 3 |