Crypto assets
Over 2023 to 2026 (4 years of data), BTCCHF has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +5.16% move and an annualized Sharpe of 17.33.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+5.16%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +5.16% | 17.33 | 3 |
| 05.10 → 10.10 | Short | 100.0% | +5.05% | 15.41 | 3 |
| 06.10 → 10.10 | Short | 100.0% |
| +4.47% |
| 11.92 |
| 3 |
| 07.10 → 11.10 | Short | 100.0% | +3.96% | 13.13 | 3 |
| 05.10 → 11.10 | Short | 100.0% | +3.85% | 11.23 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +3.27% | 11.18 | 3 |
| 05.10 → 09.10 | Short | 100.0% | +1.78% | 12.57 | 3 |
| 06.10 → 09.10 | Short | 100.0% | +1.19% | 8.26 | 3 |