Crypto assets
Over 2018 to 2026 (9 years of data), BCHUSD has tended to move long between 13.10 and 26.10, closing higher in 100.0% of those years for an average +9.57% move and an annualized Sharpe of 7.80.
Best window
13.10 - 26.10
Direction
Long
Win rate
100.0%
Avg return
+9.57%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 26.10 | Long | 100.0% | +9.57% | 7.80 | 6 |
| 12.10 → 26.10 | Long | 100.0% | +8.25% | 6.24 | 7 |
| 12.10 → 06.11 | Long | 85.7% |
| +16.13% |
| 3.44 |
| 7 |
| 13.10 → 06.11 | Long | 85.7% | +15.95% | 3.65 | 7 |
| 12.10 → 07.11 | Long | 85.7% | +15.87% | 4.08 | 7 |
| 13.10 → 07.11 | Long | 85.7% | +15.70% | 4.41 | 7 |
| 11.10 → 06.11 | Long | 85.7% | +12.57% | 3.59 | 7 |
| 11.10 → 07.11 | Long | 85.7% | +12.41% | 4.75 | 7 |