Over 2023 to 2025 (3 years of data), BCHEUR has tended to move short between 11.07 and 28.08, closing higher in 100.0% of those years for an average +8.23% move and an annualized Sharpe of 2.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.08 | Short | 100.0% | +8.23% | 2.76 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +6.48% | 6.92 | 3 |
| 08.07 → 11.07 | Long | 100.0% | +5.39% | 13.08 | 3 |
| 08.07 → 29.07 | Long | 66.7% | +18.62% | 3.41 | 3 |
| 07.07 → 29.07 | Long | 66.7% | +16.50% | 2.83 | 3 |
| 08.07 → 30.07 | Long | 66.7% | +15.45% | 2.80 | 3 |
| 09.07 → 29.07 | Long | 66.7% | +14.78% | 3.43 | 3 |
| 10.07 → 29.07 | Long | 66.7% | +13.70% | 2.97 | 3 |