Crypto assets
Over 2021 to 2025 (5 years of data), BCHUSD has tended to move short between 19.09 and 10.10, closing higher in 100.0% of those years for an average +5.61% move and an annualized Sharpe of 3.39.
Best window
19.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+5.61%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 10.10 | Short | 100.0% | +5.61% | 3.39 | 4 |
| 19.09 → 11.10 | Short | 100.0% | +3.27% | 2.88 | 5 |
| 20.09 → 11.10 | Short | 100.0% |
| +3.20% |
| 5.01 |
| 5 |
| 21.09 → 07.11 | Long | 80.0% | +6.42% | 1.63 | 5 |
| 21.09 → 29.10 | Long | 80.0% | +6.35% | 2.55 | 5 |
| 18.09 → 07.11 | Long | 80.0% | +5.98% | 1.25 | 5 |
| 21.09 → 26.10 | Long | 80.0% | +5.79% | 2.40 | 5 |
| 21.09 → 25.10 | Long | 80.0% | +5.57% | 1.97 | 5 |