Over 2023 to 2025 (3 years of data), BTCEUR has tended to move short between 13.07 and 07.09, closing higher in 100.0% of those years for an average +9.42% move and an annualized Sharpe of 6.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Short | 100.0% | +9.42% | 6.46 | 3 |
| 13.07 → 06.09 | Short | 100.0% | +9.25% | 8.43 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +8.99% | 5.65 | 3 |
| 13.07 → 05.09 | Short | 100.0% | +8.95% | 4.79 | 3 |
| 11.07 → 07.09 | Short | 100.0% | +8.88% | 5.83 | 3 |
| 11.07 → 06.09 | Short | 100.0% | +8.70% | 7.34 | 3 |
| 10.07 → 07.09 | Short | 100.0% | +8.47% | 5.01 | 3 |
| 11.07 → 08.09 | Short | 100.0% | +8.45% | 5.26 | 3 |