

Over 2023 to 2025 (3 years of data), BCHGBP has tended to move short between 11.07 and 28.08, closing higher in 100.0% of those years for an average +7.99% move and an annualized Sharpe of 2.86.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0235 |
| 3 | 99.5189 |
| 4 | 99.7421 |
| 5 | 99.593 |
| 6 | 99.5563 |
| 7 | 98.8906 |
| 8 | 99.4917 |
| 9 | 99.098 |
| 10 | 99.8109 |
| 11 | 100.1991 |
| 12 | 99.8922 |
| 13 | 99.4427 |
| 14 | 99.3878 |
| 15 | 99.8498 |
| 16 | 99.9389 |
| 17 | 100.1455 |
| 18 | 99.6186 |
| 19 | 99.0046 |
| 20 | 99.0488 |
| 21 | 99.2379 |
| 22 | 99.0393 |
| 23 | 98.8872 |
| 24 | 98.9019 |
| 25 | 99.1201 |
| 26 | 98.9698 |
| 27 | 99.075 |
| 28 | 98.6325 |
| 29 | 98.8094 |
| 30 | 99.0431 |
| 31 | 98.7893 |
| 32 | 98.508 |
| 33 | 97.8548 |
| 34 | 97.7902 |
| 35 | 97.1769 |
| 36 | 97.1809 |
| 37 | 96.9345 |
| 38 | 97.1175 |
| 39 | 97.3203 |
| 40 | 97.5037 |
| 41 | 97.5542 |
| 42 | 98.2973 |
| 43 | 98.6001 |
| 44 | 98.1636 |
| 45 | 98.5262 |
| 46 | 98.0998 |
| 47 | 98.0574 |
| 48 | 97.8205 |
| 49 | 97.744 |
| 50 | 97.9746 |
| 51 | 97.7855 |
| 52 | 97.4698 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.08 | Short | 100.0% | +7.99% | 2.86 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +6.38% | 7.30 | 3 |
| 08.07 → 11.07 | Long | 100.0% | +5.52% | 15.08 | 3 |
| 08.07 → 29.07 | Long | 66.7% | +18.52% | 3.48 | 3 |
| 07.07 → 29.07 | Long | 66.7% | +16.51% | 2.87 | 3 |
| 08.07 → 30.07 | Long | 66.7% | +15.50% | 2.86 | 3 |
| 09.07 → 29.07 | Long | 66.7% |
| 53 |
|---|
| 97.5382 |
| 54 | 97.7804 |
|---|
| 55 | 97.1073 |
|---|
| 56 | 97.0914 |
|---|
| 57 | 97.2953 |
|---|
| 58 | 97.8251 |
|---|
| 59 | 98.3186 |
|---|
| 60 | 98.2734 |
|---|
| 61 | 99.1214 |
|---|
| 62 | 101.9013 |
|---|
| 63 | 101.4122 |
|---|
| 64 | 102.7738 |
|---|
| 65 | 101.683 |
|---|
| 66 | 101.7577 |
|---|
| 67 | 101.9331 |
|---|
| 68 | 101.4656 |
|---|
| 69 | 100.9225 |
|---|
| 70 | 100.9109 |
|---|
| 71 | 101.5825 |
|---|
| 72 | 100.8266 |
|---|
| 73 | 101.0573 |
|---|
| 74 | 100.897 |
|---|
| 75 | 100.4635 |
|---|
| 76 | 100.3471 |
|---|
| 77 | 100.5492 |
|---|
| 78 | 100.9378 |
|---|
| 79 | 99.6327 |
|---|
| 80 | 100.4849 |
|---|
| 81 | 100.2141 |
|---|
| 82 | 100.6698 |
|---|
| 83 | 100.9673 |
|---|
| 84 | 101.4594 |
|---|
| 85 | 101.5128 |
|---|
| 86 | 100.8844 |
|---|
| 87 | 101.3006 |
|---|
| 88 | 101.7455 |
|---|
| 89 | 102.0703 |
|---|
| 90 | 102.0991 |
|---|
| 91 | 103.0751 |
|---|
| 92 | 102.4254 |
|---|
| 93 | 102.6198 |
|---|
| 94 | 102.1182 |
|---|
| 95 | 102.9644 |
|---|
| 96 | 102.1096 |
|---|
| 97 | 102.6392 |
|---|
| 98 | 102.2468 |
|---|
| 99 | 102.9532 |
|---|
| 100 | 102.4835 |
|---|
| 101 | 102.8937 |
|---|
| 102 | 103.313 |
|---|
| 103 | 102.4863 |
|---|
| 104 | 101.4425 |
|---|
| 105 | 101.9631 |
|---|
| 106 | 101.8562 |
|---|
| 107 | 101.7344 |
|---|
| 108 | 101.463 |
|---|
| 109 | 101.2434 |
|---|
| 110 | 101.1515 |
|---|
| 111 | 101.5816 |
|---|
| 112 | 101.8009 |
|---|
| 113 | 102.0143 |
|---|
| 114 | 101.6298 |
|---|
| 115 | 101.6978 |
|---|
| 116 | 101.1144 |
|---|
| 117 | 100.9924 |
|---|
| 118 | 101.2278 |
|---|
| 119 | 101.1453 |
|---|
| 120 | 101.1069 |
|---|
| 121 | 100.5851 |
|---|
| 122 | 100.9582 |
|---|
| 123 | 100.6205 |
|---|
| 124 | 100.7068 |
|---|
| 125 | 100.8853 |
|---|
| 126 | 101.3441 |
|---|
| 127 | 101.4333 |
|---|
| 128 | 101.79 |
|---|
| 129 | 101.929 |
|---|
| 130 | 101.9051 |
|---|
| 131 | 101.0718 |
|---|
| 132 | 101.3136 |
|---|
| 133 | 101.3221 |
|---|
| 134 | 101.2641 |
|---|
| 135 | 101.0178 |
|---|
| 136 | 101.5148 |
|---|
| 137 | 101.2486 |
|---|
| 138 | 101.7118 |
|---|
| 139 | 101.487 |
|---|
| 140 | 101.6306 |
|---|
| 141 | 102.3154 |
|---|
| 142 | 102.8498 |
|---|
| 143 | 102.3903 |
|---|
| 144 | 101.9841 |
|---|
| 145 | 102.1031 |
|---|
| 146 | 101.9563 |
|---|
| 147 | 101.8421 |
|---|
| 148 | 102.3601 |
|---|
| 149 | 101.6738 |
|---|
| 150 | 101.4092 |
|---|
| 151 | 101.6138 |
|---|
| 152 | 101.2244 |
|---|
| 153 | 101.3379 |
|---|
| 154 | 101.2362 |
|---|
| 155 | 101.4383 |
|---|
| 156 | 100.9422 |
|---|
| 157 | 101.7471 |
|---|
| 158 | 101.7171 |
|---|
| 159 | 101.4887 |
|---|
| 160 | 101.7358 |
|---|
| 161 | 101.8591 |
|---|
| 162 | 101.0724 |
|---|
| 163 | 100.6484 |
|---|
| 164 | 101.2989 |
|---|
| 165 | 100.3467 |
|---|
| 166 | 100.9385 |
|---|
| 167 | 101.2284 |
|---|
| 168 | 101.2655 |
|---|
| 169 | 101.0577 |
|---|
| 170 | 101.0106 |
|---|
| 171 | 100.9061 |
|---|
| 172 | 102.3296 |
|---|
| 173 | 101.9237 |
|---|
| 174 | 104.3595 |
|---|
| 175 | 103.9901 |
|---|
| 176 | 104.4267 |
|---|
| 177 | 105.9699 |
|---|
| 178 | 106.1298 |
|---|
| 179 | 106.1029 |
|---|
| 180 | 107.0613 |
|---|
| 181 | 108.2001 |
|---|
| 182 | 108.3474 |
|---|
| 183 | 108.3518 |
|---|
| 184 | 107.898 |
|---|
| 185 | 107.0057 |
|---|
| 186 | 106.2287 |
|---|
| 187 | 106.1562 |
|---|
| 188 | 106.2905 |
|---|
| 189 | 106.1165 |
|---|
| 190 | 106.3847 |
|---|
| 191 | 106.6386 |
|---|
| 192 | 106.9656 |
|---|
| 193 | 106.8979 |
|---|
| 194 | 107.0386 |
|---|
| 195 | 106.7548 |
|---|
| 196 | 106.7196 |
|---|
| 197 | 106.9103 |
|---|
| 198 | 106.4574 |
|---|
| 199 | 106.5039 |
|---|
| 200 | 106.7159 |
|---|
| 201 | 107.3949 |
|---|
| 202 | 107.1866 |
|---|
| 203 | 107.3024 |
|---|
| 204 | 106.8895 |
|---|
| 205 | 106.2792 |
|---|
| 206 | 106.7424 |
|---|
| 207 | 106.9041 |
|---|
| 208 | 107.7429 |
|---|
| 209 | 107.7484 |
|---|
| 210 | 108.0747 |
|---|
| 211 | 109.1482 |
|---|
| 212 | 108.5798 |
|---|
| 213 | 107.8119 |
|---|
| 214 | 107.213 |
|---|
| 215 | 106.7849 |
|---|
| 216 | 106.7491 |
|---|
| 217 | 105.8217 |
|---|
| 218 | 105.5406 |
|---|
| 219 | 106.2432 |
|---|
| 220 | 106.2828 |
|---|
| 221 | 106.8962 |
|---|
| 222 | 106.634 |
|---|
| 223 | 106.7638 |
|---|
| 224 | 106.7073 |
|---|
| 225 | 107.1461 |
|---|
| 226 | 106.8469 |
|---|
| 227 | 106.4989 |
|---|
| 228 | 105.6669 |
|---|
| 229 | 104.7442 |
|---|
| 230 | 104.8237 |
|---|
| 231 | 104.4313 |
|---|
| 232 | 104.6953 |
|---|
| 233 | 104.4389 |
|---|
| 234 | 104.9577 |
|---|
| 235 | 105.1892 |
|---|
| 236 | 105.6401 |
|---|
| 237 | 105.0928 |
|---|
| 238 | 105.0379 |
|---|
| 239 | 104.9367 |
|---|
| 240 | 104.3472 |
|---|
| 241 | 105.1484 |
|---|
| 242 | 105.1127 |
|---|
| 243 | 104.8052 |
|---|
| 244 | 104.5437 |
|---|
| 245 | 104.9056 |
|---|
| 246 | 105.1938 |
|---|
| 247 | 104.5746 |
|---|
| 248 | 104.8607 |
|---|
| 249 | 104.6136 |
|---|
| 250 | 104.4703 |
|---|
| 251 | 104.3521 |
|---|
| 252 | 104.4175 |
|---|
| 253 | 104.7277 |
|---|
| 254 | 104.7984 |
|---|
| 255 | 105.5652 |
|---|
| 256 | 105.4578 |
|---|
| 257 | 105.8928 |
|---|
| 258 | 105.7941 |
|---|
| 259 | 105.5926 |
|---|
| 260 | 105.5386 |
|---|
| 261 | 105.9988 |
|---|
| 262 | 106.069 |
|---|
| 263 | 106.1613 |
|---|
| 264 | 105.8186 |
|---|
| 265 | 105.658 |
|---|
| 266 | 105.4707 |
|---|
| 267 | 105.3967 |
|---|
| 268 | 105.4813 |
|---|
| 269 | 105.7509 |
|---|
| 270 | 106.2911 |
|---|
| 271 | 106.8496 |
|---|
| 272 | 106.6431 |
|---|
| 273 | 106.639 |
|---|
| 274 | 106.9521 |
|---|
| 275 | 106.7968 |
|---|
| 276 | 106.4366 |
|---|
| 277 | 106.4412 |
|---|
| 278 | 106.5041 |
|---|
| 279 | 106.4232 |
|---|
| 280 | 106.2351 |
|---|
| 281 | 106.281 |
|---|
| 282 | 106.0919 |
|---|
| 283 | 104.8311 |
|---|
| 284 | 104.7027 |
|---|
| 285 | 105.4233 |
|---|
| 286 | 105.6643 |
|---|
| 287 | 105.3096 |
|---|
| 288 | 106.0562 |
|---|
| 289 | 106.0043 |
|---|
| 290 | 105.6239 |
|---|
| 291 | 105.7077 |
|---|
| 292 | 105.7168 |
|---|
| 293 | 106.0865 |
|---|
| 294 | 106.3933 |
|---|
| 295 | 106.1966 |
|---|
| 296 | 106.6779 |
|---|
| 297 | 106.6296 |
|---|
| 298 | 107.1726 |
|---|
| 299 | 107.2322 |
|---|
| 300 | 106.9245 |
|---|
| 301 | 107.2416 |
|---|
| 302 | 107.5879 |
|---|
| 303 | 107.7535 |
|---|
| 304 | 107.3582 |
|---|
| 305 | 107.4226 |
|---|
| 306 | 106.7 |
|---|
| 307 | 106.2929 |
|---|
| 308 | 105.7871 |
|---|
| 309 | 105.6261 |
|---|
| 310 | 105.7412 |
|---|
| 311 | 107.1513 |
|---|
| 312 | 106.905 |
|---|
| 313 | 106.9147 |
|---|
| 314 | 107.6097 |
|---|
| 315 | 108.0839 |
|---|
| 316 | 108.5266 |
|---|
| 317 | 107.8681 |
|---|
| 318 | 107.3724 |
|---|
| 319 | 107.5248 |
|---|
| 320 | 107.4331 |
|---|
| 321 | 107.7876 |
|---|
| 322 | 107.7999 |
|---|
| 323 | 107.7128 |
|---|
| 324 | 107.3543 |
|---|
| 325 | 107.6847 |
|---|
| 326 | 108.99 |
|---|
| 327 | 108.8955 |
|---|
| 328 | 109.333 |
|---|
| 329 | 109.0494 |
|---|
| 330 | 108.9167 |
|---|
| 331 | 108.6063 |
|---|
| 332 | 109.1197 |
|---|
| 333 | 108.6324 |
|---|
| 334 | 108.9408 |
|---|
| 335 | 108.8796 |
|---|
| 336 | 109.3913 |
|---|
| 337 | 110.0905 |
|---|
| 338 | 111.2215 |
|---|
| 339 | 111.0123 |
|---|
| 340 | 111.159 |
|---|
| 341 | 111.7874 |
|---|
| 342 | 111.6013 |
|---|
| 343 | 111.8962 |
|---|
| 344 | 110.7269 |
|---|
| 345 | 109.5966 |
|---|
| 346 | 110.1788 |
|---|
| 347 | 110.165 |
|---|
| 348 | 109.9302 |
|---|
| 349 | 109.2079 |
|---|
| 350 | 109.5576 |
|---|
| 351 | 109.3721 |
|---|
| 352 | 109.5732 |
|---|
| 353 | 109.5337 |
|---|
| 354 | 108.7053 |
|---|
| 355 | 108.9096 |
|---|
| 356 | 109.0806 |
|---|
| 357 | 108.5097 |
|---|
| 358 | 108.6072 |
|---|
| 359 | 109.1977 |
|---|
| 360 | 109.0291 |
|---|
| 361 | 109.9055 |
|---|
| 362 | 109.8913 |
|---|
| 363 | 109.5346 |
|---|
| 364 | 109.7837 |
|---|
| 365 | 109.7939 |
|---|
| 366 | 110.3357 |
|---|
| +14.68% |
| 3.50 |
| 3 |
| 10.07 → 29.07 | Long | 66.7% | +13.59% | 3.01 | 3 |