Over 2023 to 2025 (3 years of data), BCHGBP has tended to move long between 20.08 and 27.09, closing higher in 100.0% of those years for an average +11.08% move and an annualized Sharpe of 2.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 27.09 | Long | 100.0% | +11.08% | 2.43 | 3 |
| 21.08 → 27.09 | Long | 100.0% | +10.70% | 2.31 | 3 |
| 15.08 → 27.08 | Short | 100.0% | +10.32% | 10.52 | 3 |
| 15.08 → 06.09 | Short | 100.0% | +10.30% | 5.30 | 3 |
| 15.08 → 28.08 | Short | 100.0% | +9.95% | 9.15 | 3 |
| 20.08 → 13.10 | Long | 100.0% | +9.90% | 2.65 | 3 |
| 15.08 → 19.08 | Short | 100.0% | +9.44% | 9.75 | 3 |
| 20.08 → 12.10 | Long | 100.0% | +9.33% | 2.78 | 3 |