

Over 2023 to 2025 (3 years of data), BTCEUR has tended to move short between 14.08 and 06.09, closing higher in 100.0% of those years for an average +10.55% move and an annualized Sharpe of 38.91.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 101.5462 |
| 3 | 100.9156 |
| 4 | 101.7294 |
| 5 | 102.2761 |
| 6 | 102.6789 |
| 7 | 101.3081 |
| 8 | 102.292 |
| 9 | 101.3802 |
| 10 | 102.04 |
| 11 | 101.9976 |
| 12 | 100.4157 |
| 13 | 101.3665 |
| 14 | 101.516 |
| 15 | 102.5171 |
| 16 | 102.8304 |
| 17 | 103.4327 |
| 18 | 102.4268 |
| 19 | 101.6278 |
| 20 | 100.4764 |
| 21 | 101.5814 |
| 22 | 99.9842 |
| 23 | 100.0953 |
| 24 | 100.1028 |
| 25 | 99.447 |
| 26 | 100.339 |
| 27 | 100.4032 |
| 28 | 100.3312 |
| 29 | 100.3808 |
| 30 | 100.58 |
| 31 | 98.7292 |
| 32 | 98.0251 |
| 33 | 98.388 |
| 34 | 98.1186 |
| 35 | 96.4679 |
| 36 | 93.4675 |
| 37 | 95.7997 |
| 38 | 96.0553 |
| 39 | 96.7122 |
| 40 | 97.3471 |
| 41 | 97.4773 |
| 42 | 96.7353 |
| 43 | 97.5545 |
| 44 | 97.9679 |
| 45 | 99.1326 |
| 46 | 98.8181 |
| 47 | 98.6569 |
| 48 | 98.0144 |
| 49 | 98.0171 |
| 50 | 98.3504 |
| 51 | 98.9291 |
| 52 | 98.3719 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 06.09 | Short | 100.0% | +10.55% | 38.91 | 3 |
| 14.08 → 05.09 | Short | 100.0% | +9.61% | 34.26 | 3 |
| 14.08 → 09.09 | Short | 100.0% | +9.43% | 11.24 | 3 |
| 13.08 → 06.09 | Short | 100.0% | +9.37% | 22.02 | 3 |
| 12.08 → 06.09 | Short | 100.0% | +8.90% | 18.72 | 3 |
| 15.08 → 06.09 | Short | 100.0% | +8.65% | 15.48 | 3 |
| 14.08 → 04.09 | Short | 100.0% |
| 53 |
|---|
| 98.0432 |
| 54 | 96.9333 |
|---|
| 55 | 96.1656 |
|---|
| 56 | 96.5865 |
|---|
| 57 | 96.4617 |
|---|
| 58 | 97.1691 |
|---|
| 59 | 99.249 |
|---|
| 60 | 99.0153 |
|---|
| 61 | 102.155 |
|---|
| 62 | 100.0732 |
|---|
| 63 | 101.6376 |
|---|
| 64 | 103.2181 |
|---|
| 65 | 100.8294 |
|---|
| 66 | 100.3899 |
|---|
| 67 | 100.1936 |
|---|
| 68 | 99.8236 |
|---|
| 69 | 99.8059 |
|---|
| 70 | 101.1146 |
|---|
| 71 | 102.4074 |
|---|
| 72 | 101.9549 |
|---|
| 73 | 130.6449 |
|---|
| 74 | 130.8019 |
|---|
| 75 | 130.7648 |
|---|
| 76 | 130.7147 |
|---|
| 77 | 130.6824 |
|---|
| 78 | 132.1788 |
|---|
| 79 | 129.0991 |
|---|
| 80 | 130.9953 |
|---|
| 81 | 128.7407 |
|---|
| 82 | 130.9162 |
|---|
| 83 | 130.8717 |
|---|
| 84 | 132.589 |
|---|
| 85 | 132.9556 |
|---|
| 86 | 131.1648 |
|---|
| 87 | 130.0908 |
|---|
| 88 | 130.9968 |
|---|
| 89 | 130.5278 |
|---|
| 90 | 131.2757 |
|---|
| 91 | 132.7325 |
|---|
| 92 | 130.7037 |
|---|
| 93 | 128.3371 |
|---|
| 94 | 129.1159 |
|---|
| 95 | 130.8166 |
|---|
| 96 | 128.5832 |
|---|
| 97 | 129.6467 |
|---|
| 98 | 128.9277 |
|---|
| 99 | 132.0338 |
|---|
| 100 | 129.7528 |
|---|
| 101 | 133.6939 |
|---|
| 102 | 133.3497 |
|---|
| 103 | 133.1576 |
|---|
| 104 | 132.0462 |
|---|
| 105 | 132.7743 |
|---|
| 106 | 131.8637 |
|---|
| 107 | 132.4204 |
|---|
| 108 | 131.2572 |
|---|
| 109 | 130.4954 |
|---|
| 110 | 130.5682 |
|---|
| 111 | 130.8865 |
|---|
| 112 | 133.7315 |
|---|
| 113 | 135.0075 |
|---|
| 114 | 134.081 |
|---|
| 115 | 134.4249 |
|---|
| 116 | 134.7789 |
|---|
| 117 | 134.8742 |
|---|
| 118 | 134.5383 |
|---|
| 119 | 134.0512 |
|---|
| 120 | 134.5123 |
|---|
| 121 | 133.6529 |
|---|
| 122 | 133.1727 |
|---|
| 123 | 133.2875 |
|---|
| 124 | 134.918 |
|---|
| 125 | 136.4576 |
|---|
| 126 | 137.1646 |
|---|
| 127 | 135.4751 |
|---|
| 128 | 136.2487 |
|---|
| 129 | 135.7979 |
|---|
| 130 | 137.5125 |
|---|
| 131 | 135.7648 |
|---|
| 132 | 135.0402 |
|---|
| 133 | 135.1013 |
|---|
| 134 | 136.7788 |
|---|
| 135 | 135.7493 |
|---|
| 136 | 137.0819 |
|---|
| 137 | 136.8546 |
|---|
| 138 | 137.7484 |
|---|
| 139 | 137.3484 |
|---|
| 140 | 137.48 |
|---|
| 141 | 140.1041 |
|---|
| 142 | 139.65 |
|---|
| 143 | 138.9219 |
|---|
| 144 | 137.7253 |
|---|
| 145 | 138.5218 |
|---|
| 146 | 138.663 |
|---|
| 147 | 137.8583 |
|---|
| 148 | 139.1267 |
|---|
| 149 | 137.3976 |
|---|
| 150 | 136.943 |
|---|
| 151 | 136.8924 |
|---|
| 152 | 135.3588 |
|---|
| 153 | 134.0067 |
|---|
| 154 | 133.0149 |
|---|
| 155 | 132.8866 |
|---|
| 156 | 130.3255 |
|---|
| 157 | 132.8449 |
|---|
| 158 | 133.1411 |
|---|
| 159 | 132.6739 |
|---|
| 160 | 133.1962 |
|---|
| 161 | 133.2138 |
|---|
| 162 | 132.9257 |
|---|
| 163 | 131.1365 |
|---|
| 164 | 131.8572 |
|---|
| 165 | 130.78 |
|---|
| 166 | 131.1191 |
|---|
| 167 | 131.9849 |
|---|
| 168 | 131.5412 |
|---|
| 169 | 130.9171 |
|---|
| 170 | 130.9901 |
|---|
| 171 | 132.2313 |
|---|
| 172 | 132.9723 |
|---|
| 173 | 132.8035 |
|---|
| 174 | 134.4078 |
|---|
| 175 | 133.4576 |
|---|
| 176 | 131.2657 |
|---|
| 177 | 131.7602 |
|---|
| 178 | 131.5989 |
|---|
| 179 | 131.2727 |
|---|
| 180 | 131.6141 |
|---|
| 181 | 130.5612 |
|---|
| 182 | 131.6092 |
|---|
| 183 | 133.2188 |
|---|
| 184 | 133.9657 |
|---|
| 185 | 132.5827 |
|---|
| 186 | 131.2503 |
|---|
| 187 | 130.6062 |
|---|
| 188 | 130.5046 |
|---|
| 189 | 130.4698 |
|---|
| 190 | 131.3132 |
|---|
| 191 | 133.2686 |
|---|
| 192 | 133.6052 |
|---|
| 193 | 132.8024 |
|---|
| 194 | 134.1078 |
|---|
| 195 | 133.7754 |
|---|
| 196 | 134.2153 |
|---|
| 197 | 136.085 |
|---|
| 198 | 136.264 |
|---|
| 199 | 135.215 |
|---|
| 200 | 135.3485 |
|---|
| 201 | 136.4394 |
|---|
| 202 | 136.5998 |
|---|
| 203 | 137.4723 |
|---|
| 204 | 137.0876 |
|---|
| 205 | 135.7921 |
|---|
| 206 | 135.4758 |
|---|
| 207 | 135.7187 |
|---|
| 208 | 137.0083 |
|---|
| 209 | 137.0695 |
|---|
| 210 | 137.2934 |
|---|
| 211 | 136.9178 |
|---|
| 212 | 136.36 |
|---|
| 213 | 135.1002 |
|---|
| 214 | 134.9735 |
|---|
| 215 | 133.395 |
|---|
| 216 | 132.9475 |
|---|
| 217 | 131.6121 |
|---|
| 218 | 129.7261 |
|---|
| 219 | 131.3876 |
|---|
| 220 | 131.4544 |
|---|
| 221 | 134.2066 |
|---|
| 222 | 134.3162 |
|---|
| 223 | 134.3356 |
|---|
| 224 | 133.5323 |
|---|
| 225 | 134.3278 |
|---|
| 226 | 133.9646 |
|---|
| 227 | 132.515 |
|---|
| 228 | 131.7379 |
|---|
| 229 | 130.2369 |
|---|
| 230 | 129.863 |
|---|
| 231 | 128.6992 |
|---|
| 232 | 129.3079 |
|---|
| 233 | 128.7261 |
|---|
| 234 | 130.2677 |
|---|
| 235 | 130.0246 |
|---|
| 236 | 130.8841 |
|---|
| 237 | 130.2418 |
|---|
| 238 | 130.6295 |
|---|
| 239 | 130.0074 |
|---|
| 240 | 130.0374 |
|---|
| 241 | 129.0936 |
|---|
| 242 | 128.921 |
|---|
| 243 | 127.6118 |
|---|
| 244 | 127.7366 |
|---|
| 245 | 127.6545 |
|---|
| 246 | 128.6621 |
|---|
| 247 | 127.57 |
|---|
| 248 | 127.6866 |
|---|
| 249 | 126.6835 |
|---|
| 250 | 126.4839 |
|---|
| 251 | 126.3227 |
|---|
| 252 | 126.6701 |
|---|
| 253 | 128.2453 |
|---|
| 254 | 128.0652 |
|---|
| 255 | 128.7473 |
|---|
| 256 | 129.3141 |
|---|
| 257 | 130.809 |
|---|
| 258 | 130.3315 |
|---|
| 259 | 130.012 |
|---|
| 260 | 129.6377 |
|---|
| 261 | 130.9696 |
|---|
| 262 | 131.8568 |
|---|
| 263 | 132.2479 |
|---|
| 264 | 131.674 |
|---|
| 265 | 131.0112 |
|---|
| 266 | 130.9187 |
|---|
| 267 | 131.1194 |
|---|
| 268 | 130.6672 |
|---|
| 269 | 130.3856 |
|---|
| 270 | 131.41 |
|---|
| 271 | 132.7775 |
|---|
| 272 | 133.1153 |
|---|
| 273 | 132.9252 |
|---|
| 274 | 134.2118 |
|---|
| 275 | 133.493 |
|---|
| 276 | 133.752 |
|---|
| 277 | 134.1059 |
|---|
| 278 | 134.668 |
|---|
| 279 | 135.3184 |
|---|
| 280 | 135.1049 |
|---|
| 281 | 135.3545 |
|---|
| 282 | 134.7459 |
|---|
| 283 | 131.8605 |
|---|
| 284 | 130.611 |
|---|
| 285 | 132.6766 |
|---|
| 286 | 133.2522 |
|---|
| 287 | 132.567 |
|---|
| 288 | 133.5783 |
|---|
| 289 | 134.4963 |
|---|
| 290 | 134.2871 |
|---|
| 291 | 134.4836 |
|---|
| 292 | 135.3959 |
|---|
| 293 | 136.7288 |
|---|
| 294 | 136.7797 |
|---|
| 295 | 136.1283 |
|---|
| 296 | 139.2863 |
|---|
| 297 | 140.1298 |
|---|
| 298 | 141.3683 |
|---|
| 299 | 141.1847 |
|---|
| 300 | 141.0166 |
|---|
| 301 | 141.2431 |
|---|
| 302 | 141.7761 |
|---|
| 303 | 142.3472 |
|---|
| 304 | 142.7295 |
|---|
| 305 | 142.5384 |
|---|
| 306 | 142.043 |
|---|
| 307 | 140.4734 |
|---|
| 308 | 139.1545 |
|---|
| 309 | 139.3911 |
|---|
| 310 | 139.0683 |
|---|
| 311 | 142.9024 |
|---|
| 312 | 142.6826 |
|---|
| 313 | 144.8147 |
|---|
| 314 | 145.5776 |
|---|
| 315 | 146.0783 |
|---|
| 316 | 148.5676 |
|---|
| 317 | 147.2803 |
|---|
| 318 | 145.4466 |
|---|
| 319 | 146.7228 |
|---|
| 320 | 146.1616 |
|---|
| 321 | 145.4649 |
|---|
| 322 | 145.5158 |
|---|
| 323 | 146.0194 |
|---|
| 324 | 144.9269 |
|---|
| 325 | 143.9911 |
|---|
| 326 | 146.7167 |
|---|
| 327 | 147.602 |
|---|
| 328 | 148.0008 |
|---|
| 329 | 147.487 |
|---|
| 330 | 146.7124 |
|---|
| 331 | 146.2953 |
|---|
| 332 | 147.5722 |
|---|
| 333 | 147.5697 |
|---|
| 334 | 148.0251 |
|---|
| 335 | 147.0919 |
|---|
| 336 | 149.6595 |
|---|
| 337 | 150.3463 |
|---|
| 338 | 151.5692 |
|---|
| 339 | 153.1316 |
|---|
| 340 | 152.1983 |
|---|
| 341 | 153.1173 |
|---|
| 342 | 153.8975 |
|---|
| 343 | 155.0347 |
|---|
| 344 | 153.215 |
|---|
| 345 | 151.2762 |
|---|
| 346 | 152.0859 |
|---|
| 347 | 152.5885 |
|---|
| 348 | 152.0017 |
|---|
| 349 | 150.8216 |
|---|
| 350 | 152.5554 |
|---|
| 351 | 151.7375 |
|---|
| 352 | 152.457 |
|---|
| 353 | 151.6346 |
|---|
| 354 | 151.9068 |
|---|
| 355 | 151.8827 |
|---|
| 356 | 151.5945 |
|---|
| 357 | 150.3098 |
|---|
| 358 | 149.8739 |
|---|
| 359 | 151.2991 |
|---|
| 360 | 150.821 |
|---|
| 361 | 150.2685 |
|---|
| 362 | 149.2748 |
|---|
| 363 | 149.0083 |
|---|
| 364 | 149.1064 |
|---|
| 365 | 149.1606 |
|---|
| 366 | 154.2626 |
|---|
| +8.51% |
| 12.01 |
| 3 |
| 14.08 → 08.09 | Short | 100.0% | +8.47% | 16.67 | 3 |