Over 2023 to 2025 (3 years of data), BTCCHF has tended to move short between 13.07 and 07.09, closing higher in 100.0% of those years for an average +10.92% move and an annualized Sharpe of 6.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Short | 100.0% | +10.92% | 6.85 | 3 |
| 13.07 → 06.09 | Short | 100.0% | +10.66% | 7.54 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +10.44% | 6.54 | 3 |
| 11.07 → 07.09 | Short | 100.0% | +10.43% | 5.60 | 3 |
| 13.07 → 05.09 | Short | 100.0% | +10.31% | 6.51 | 3 |
| 11.07 → 06.09 | Short | 100.0% | +10.17% | 5.95 | 3 |
| 10.07 → 07.09 | Short | 100.0% | +10.15% | 4.68 | 3 |
| 11.07 → 08.09 | Short | 100.0% | +9.96% | 5.43 | 3 |