Over 2023 to 2025 (3 years of data), BCHCHF has tended to move long between 27.08 and 27.09, closing higher in 100.0% of those years for an average +8.54% move and an annualized Sharpe of 2.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 27.09 | Long | 100.0% | +8.54% | 2.79 | 3 |
| 21.08 → 19.09 | Long | 100.0% | +8.22% | 3.36 | 3 |
| 26.08 → 13.10 | Long | 100.0% | +5.77% | 2.85 | 3 |
| 26.08 → 12.10 | Long | 100.0% | +5.60% | 2.94 | 3 |
| 25.08 → 28.08 | Short | 100.0% | +5.54% | 14.80 | 3 |
| 24.08 → 27.08 | Short | 100.0% | +5.46% | 14.16 | 3 |
| 24.08 → 28.08 | Short | 100.0% | +5.19% | 10.85 | 3 |
| 25.08 → 09.09 | Short | 100.0% | +4.98% | 5.96 | 3 |