Over 2023 to 2025 (3 years of data), BCHCHF has tended to move short between 28.07 and 27.08, closing higher in 100.0% of those years for an average +17.69% move and an annualized Sharpe of 6.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 27.08 | Short | 100.0% | +17.69% | 6.01 | 3 |
| 28.07 → 06.09 | Short | 100.0% | +17.59% | 3.33 | 3 |
| 28.07 → 28.08 | Short | 100.0% | +17.39% | 5.33 | 3 |
| 27.07 → 27.08 | Short | 100.0% | +17.13% | 5.85 | 3 |
| 27.07 → 06.09 | Short | 100.0% | +17.02% | 3.19 | 3 |
| 27.07 → 28.08 | Short | 100.0% | +16.83% | 5.19 | 3 |
| 28.07 → 09.09 | Short | 100.0% | +16.72% | 3.68 | 3 |
| 28.07 → 19.08 | Short | 100.0% | +16.69% | 7.11 | 3 |