Over 2023 to 2025 (3 years of data), BTCGBP has tended to move short between 13.07 and 07.09, closing higher in 100.0% of those years for an average +9.03% move and an annualized Sharpe of 6.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Short | 100.0% | +9.03% | 6.20 | 3 |
| 13.07 → 06.09 | Short | 100.0% | +8.91% | 8.04 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +8.70% | 5.55 | 3 |
| 13.07 → 05.09 | Short | 100.0% | +8.64% | 4.60 | 3 |
| 11.07 → 07.09 | Short | 100.0% | +8.53% | 6.01 | 3 |
| 11.07 → 06.09 | Short | 100.0% | +8.39% | 7.62 | 3 |
| 11.07 → 08.09 | Short | 100.0% | +8.20% | 5.68 | 3 |
| 10.07 → 07.09 | Short | 100.0% | +8.17% | 4.53 | 3 |