Crypto assets
Over 2023 to 2026 (4 years of data), BCHCHF has tended to move long between 11.10 and 06.12, closing higher in 100.0% of those years for an average +38.65% move and an annualized Sharpe of 1.99.
Best window
11.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+38.65%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.12 | Long | 100.0% | +38.65% | 1.99 | 3 |
| 11.10 → 03.12 | Long | 100.0% | +37.06% | 2.23 | 3 |
| 11.10 → 04.12 | Long | 100.0% |
| +35.95% |
| 2.13 |
| 3 |
| 11.10 → 05.12 | Long | 100.0% | +35.26% | 2.03 | 3 |
| 08.10 → 06.12 | Long | 100.0% | +33.85% | 1.57 | 3 |
| 10.10 → 03.12 | Long | 100.0% | +33.71% | 1.84 | 3 |
| 11.10 → 08.12 | Long | 100.0% | +33.09% | 2.27 | 3 |
| 08.10 → 03.12 | Long | 100.0% | +32.16% | 1.72 | 3 |