Over 2022 to 2025 (4 years of data), BITOUSUSD has tended to move short between 11.07 and 08.09, closing higher in 100.0% of those years for an average +18.61% move and an annualized Sharpe of 19.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 08.09 | Short | 100.0% | +18.61% | 19.39 | 3 |
| 11.07 → 06.09 | Short | 100.0% | +18.58% | 18.73 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +18.56% | 22.32 | 3 |
| 13.07 → 06.09 | Short | 100.0% | +18.53% | 20.96 | 3 |
| 11.07 → 07.09 | Short | 100.0% | +18.40% | 17.42 | 3 |
| 13.07 → 07.09 | Short | 100.0% | +18.35% | 19.57 | 3 |
| 12.07 → 08.09 | Short | 100.0% | +18.00% | 25.48 | 3 |
| 12.07 → 06.09 | Short | 100.0% | +17.97% | 23.90 | 3 |