Crypto assets
Over 2023 to 2026 (4 years of data), BCHEUR has tended to move long between 11.10 and 06.12, closing higher in 100.0% of those years for an average +39.65% move and an annualized Sharpe of 2.01.
Best window
11.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+39.65%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.12 | Long | 100.0% | +39.65% | 2.01 | 3 |
| 11.10 → 03.12 | Long | 100.0% | +37.85% | 2.27 | 3 |
| 11.10 → 04.12 | Long | 100.0% |
| +36.82% |
| 2.15 |
| 3 |
| 11.10 → 05.12 | Long | 100.0% | +36.11% | 2.05 | 3 |
| 08.10 → 06.12 | Long | 100.0% | +34.94% | 1.59 | 3 |
| 10.10 → 03.12 | Long | 100.0% | +34.79% | 1.87 | 3 |
| 11.10 → 08.12 | Long | 100.0% | +33.89% | 2.26 | 3 |
| 08.10 → 03.12 | Long | 100.0% | +33.04% | 1.76 | 3 |