Over 2023 to 2025 (3 years of data), BTCCHF has tended to move short between 23.07 and 06.09, closing higher in 100.0% of those years for an average +14.37% move and an annualized Sharpe of 4.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 06.09 | Short | 100.0% | +14.37% | 4.57 | 3 |
| 22.07 → 06.09 | Short | 100.0% | +14.03% | 4.00 | 3 |
| 28.07 → 06.09 | Short | 100.0% | +13.61% | 4.28 | 3 |
| 23.07 → 05.09 | Short | 100.0% | +13.51% | 5.64 | 3 |
| 27.07 → 06.09 | Short | 100.0% | +13.47% | 4.15 | 3 |
| 24.07 → 06.09 | Short | 100.0% | +13.43% | 4.55 | 3 |
| 23.07 → 09.09 | Short | 100.0% | +13.33% | 5.84 | 3 |
| 22.07 → 05.09 | Short | 100.0% | +13.18% | 4.78 | 3 |