Over 2023 to 2025 (3 years of data), BTCCHF has tended to move long between 27.08 and 26.10, closing higher in 100.0% of those years for an average +15.83% move and an annualized Sharpe of 2.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 26.10 | Long | 100.0% | +15.83% | 2.46 | 3 |
| 27.08 → 25.10 | Long | 100.0% | +14.41% | 2.10 | 3 |
| 26.08 → 25.10 | Long | 100.0% | +14.02% | 2.02 | 3 |
| 21.08 → 04.10 | Long | 100.0% | +8.04% | 9.82 | 3 |
| 21.08 → 06.10 | Long | 100.0% | +7.87% | 9.86 | 3 |
| 23.08 → 04.10 | Long | 100.0% | +7.83% | 6.09 | 3 |
| 23.08 → 06.10 | Long | 100.0% | +7.66% | 5.92 | 3 |
| 22.08 → 04.10 | Long | 100.0% | +7.58% | 4.75 | 3 |