Over 2021 to 2025 (5 years of data), BCHUSD has tended to move long between 08.07 and 29.07, closing higher in 80.0% of those years for an average +19.91% move and an annualized Sharpe of 4.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.07 | Long | 80.0% | +19.91% | 4.87 | 5 |
| 12.07 → 29.07 | Long | 80.0% | +19.61% | 4.64 | 5 |
| 12.07 → 12.08 | Long | 80.0% | +18.02% | 2.55 | 5 |
| 11.07 → 29.07 | Long | 80.0% | +18.00% | 4.37 | 5 |
| 12.07 → 13.08 | Long | 80.0% | +17.78% | 2.45 | 5 |
| 08.07 → 12.08 | Long | 80.0% | +17.66% | 3.08 | 5 |
| 13.07 → 29.07 | Long | 80.0% | +17.49% | 5.36 | 5 |
| 08.07 → 13.08 | Long | 80.0% | +17.45% | 2.90 | 5 |