Over 2022 to 2025 (4 years of data), BITOUSUSD has tended to move short between 24.08 and 06.09, closing higher in 100.0% of those years for an average +11.05% move and an annualized Sharpe of 7.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 06.09 | Short | 100.0% | +11.05% | 7.25 | 3 |
| 25.08 → 06.09 | Short | 100.0% | +10.86% | 7.24 | 3 |
| 24.08 → 09.09 | Short | 100.0% | +10.31% | 10.73 | 3 |
| 25.08 → 09.09 | Short | 100.0% | +10.13% | 10.42 | 3 |
| 24.08 → 05.09 | Short | 100.0% | +9.92% | 8.59 | 3 |
| 25.08 → 05.09 | Short | 100.0% | +9.73% | 8.50 | 3 |
| 24.08 → 04.09 | Short | 100.0% | +9.41% | 10.72 | 3 |
| 24.08 → 10.09 | Short | 100.0% | +9.29% | 10.09 | 3 |