Crypto assets
Over 2023 to 2026 (4 years of data), BTCGBP has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +4.88% move and an annualized Sharpe of 16.70.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+4.88%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +4.88% | 16.70 | 3 |
| 06.10 → 10.10 | Short | 100.0% | +4.17% | 11.16 | 3 |
| 07.10 → 11.10 | Short | 100.0% |
| +3.75% |
| 11.22 |
| 3 |
| 06.10 → 11.10 | Short | 100.0% | +3.05% | 9.13 | 3 |
| 11.10 → 06.12 | Long | 66.7% | +34.97% | 1.85 | 3 |
| 11.10 → 08.12 | Long | 66.7% | +34.07% | 1.81 | 3 |
| 12.10 → 06.12 | Long | 66.7% | +33.74% | 1.86 | 3 |
| 11.10 → 05.12 | Long | 66.7% | +33.16% | 1.80 | 3 |