

Crypto assets
Over 2017 to 2026 (10 years of data), BTCUSD has tended to move long between 05.10 and 07.11, closing higher in 77.8% of those years for an average +22.15% move and an annualized Sharpe of 3.00.
Best window
05.10 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+22.15%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 77.8% | +22.15% | 3.00 | 9 |
| 05.10 → 06.11 | Long | 77.8% | +21.69% | 3.02 | 9 |
| 06.10 → 07.11 | Long | 77.8% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 102.6177 |
| 3 | 102.0642 |
| 4 | 101.9726 |
| 5 | 102.1412 |
| 6 | 104.4458 |
| 7 | 104.0125 |
| 8 | 105.9113 |
| 9 | 104.9088 |
| 10 | 104.8233 |
| 11 | 104.133 |
| 12 | 103.2066 |
| 13 | 105.7006 |
| 14 | 107.9151 |
| 15 | 107.7653 |
| 16 | 107.8441 |
| 17 | 107.9131 |
| 18 | 107.3178 |
| 19 | 106.4583 |
| 20 | 107.4826 |
| 21 | 103.0672 |
| 22 | 102.0816 |
| 23 | 102.6295 |
| 24 | 102.99 |
| 25 | 103.4295 |
| 26 | 104.0207 |
| 27 | 102.8933 |
| 28 | 104.9455 |
| 29 | 107.4947 |
| 30 | 106.5819 |
| 31 | 105.7564 |
| 32 | 106.5627 |
| 33 | 105.9667 |
| 34 | 108.1265 |
| 35 | 108.9888 |
| 36 | 109.076 |
| 37 | 110.183 |
| 38 | 111.7888 |
| 39 | 116.1339 |
| 40 | 116.0764 |
| 41 | 115.0863 |
| 42 | 116.225 |
| 43 | 117.0787 |
| 44 | 116.4985 |
| 45 | 119.0489 |
| 46 | 122.0743 |
| 47 | 121.2279 |
| 48 | 121.4656 |
| 49 | 121.1407 |
| 50 | 122.9453 |
| 51 | 123.0486 |
| 52 | 121.7232 |
| 53 | 120.6318 |
| 54 | 117.0381 |
| 55 | 116.4921 |
| 56 | 115.0588 |
| 57 | 115.0177 |
| 58 | 115.2599 |
| 59 | 119.6353 |
| 60 | 123.0564 |
| 61 | 124.8381 |
| 62 | 121.3158 |
| 63 | 119.1302 |
| 64 | 122.3911 |
| 65 | 119.9682 |
| 66 | 120.4889 |
| 67 | 121.2133 |
| 68 | 121.6183 |
| 69 | 119.7385 |
| 70 | 122.029 |
| 71 | 125.2434 |
| 72 | 127.2399 |
| 73 | 129.6438 |
| 74 | 126.9897 |
| 75 | 128.202 |
| 76 | 130.1525 |
| 77 | 130.4421 |
| 78 | 132.9847 |
| 79 | 129.0267 |
| 80 | 131.2539 |
| 81 | 128.7468 |
| 82 | 130.1526 |
| 83 | 129.4593 |
| 84 | 130.4831 |
| 85 | 133.8422 |
| 86 | 134.9268 |
| 87 | 134.0199 |
| 88 | 136.0819 |
| 89 | 135.6768 |
| 90 | 135.1251 |
| 91 | 137.0731 |
| 92 | 135.18 |
| 93 | 132.7945 |
| 94 | 134.1878 |
| 95 | 134.8724 |
| 96 | 130.9211 |
| 97 | 130.6729 |
| 98 | 130.1965 |
| 99 | 133.8103 |
| 100 | 133.46 |
| 101 | 134.1612 |
| 102 | 134.5437 |
| 103 | 135.7245 |
| 104 | 133.6833 |
| 105 | 134.4862 |
| 106 | 132.8003 |
| 107 | 131.4145 |
| 108 | 130.0335 |
| 109 | 129.9275 |
| 110 | 129.8754 |
| 111 | 128.3139 |
| 112 | 128.9836 |
| 113 | 129.1412 |
| 114 | 128.48 |
| 115 | 128.6351 |
| 116 | 129.7739 |
| 117 | 131.4277 |
| 118 | 131.7613 |
| 119 | 129.9338 |
| 120 | 131.5517 |
| 121 | 130.3819 |
| 122 | 129.4691 |
| 123 | 129.5905 |
| 124 | 130.0644 |
| 125 | 131.0666 |
| 126 | 130.2417 |
| 127 | 129.6165 |
| 128 | 129.7923 |
| 129 | 125.7494 |
| 130 | 126.6298 |
| 131 | 123.649 |
| 132 | 119.8258 |
| 133 | 120.6809 |
| 134 | 122.0238 |
| 135 | 121.1968 |
| 136 | 121.4461 |
| 137 | 120.2465 |
| 138 | 119.3588 |
| 139 | 116.8164 |
| 140 | 118.514 |
| 141 | 118.815 |
| 142 | 119.6866 |
| 143 | 115.9503 |
| 144 | 117.9502 |
| 145 | 118.172 |
| 146 | 119.0041 |
| 147 | 117.8456 |
| 148 | 117.477 |
| 149 | 116.006 |
| 150 | 117.7812 |
| 151 | 118.854 |
| 152 | 116.5384 |
| 153 | 118.1029 |
| 154 | 118.2958 |
| 155 | 117.2034 |
| 156 | 115.0417 |
| 157 | 118.4685 |
| 158 | 116.1848 |
| 159 | 115.0477 |
| 160 | 118.5419 |
| 161 | 116.8293 |
| 162 | 116.392 |
| 163 | 112.3559 |
| 164 | 111.102 |
| 165 | 110.2714 |
| 166 | 110.6977 |
| 167 | 108.3704 |
| 168 | 108.1442 |
| 169 | 105.1147 |
| 170 | 106.5634 |
| 171 | 107.4263 |
| 172 | 106.0135 |
| 173 | 105.2724 |
| 174 | 108.7159 |
| 175 | 109.1369 |
| 176 | 106.615 |
| 177 | 106.9348 |
| 178 | 108.1639 |
| 179 | 107.4224 |
| 180 | 108.1254 |
| 181 | 107.4163 |
| 182 | 106.0969 |
| 183 | 106.9767 |
| 184 | 107.8576 |
| 185 | 107.9777 |
| 186 | 105.6598 |
| 187 | 105.9913 |
| 188 | 107.5695 |
| 189 | 106.0952 |
| 190 | 107.4096 |
| 191 | 108.0411 |
| 192 | 107.8781 |
| 193 | 106.1281 |
| 194 | 108.1377 |
| 195 | 108.3598 |
| 196 | 108.151 |
| 197 | 109.7342 |
| 198 | 109.5488 |
| 199 | 110.6422 |
| 200 | 110.8777 |
| 201 | 110.6686 |
| 202 | 112.5269 |
| 203 | 112.9137 |
| 204 | 113.417 |
| 205 | 112.6624 |
| 206 | 111.7784 |
| 207 | 113.1779 |
| 208 | 117.2066 |
| 209 | 118.2036 |
| 210 | 118.2605 |
| 211 | 118.8063 |
| 212 | 117.3719 |
| 213 | 115.7384 |
| 214 | 114.724 |
| 215 | 112.928 |
| 216 | 113.4123 |
| 217 | 113.5456 |
| 218 | 112.8373 |
| 219 | 115.4041 |
| 220 | 115.5222 |
| 221 | 118.5817 |
| 222 | 119.1551 |
| 223 | 118.9855 |
| 224 | 118.2659 |
| 225 | 120.8831 |
| 226 | 119.9876 |
| 227 | 118.5798 |
| 228 | 116.945 |
| 229 | 114.5908 |
| 230 | 113.9496 |
| 231 | 111.5009 |
| 232 | 113.8147 |
| 233 | 113.4102 |
| 234 | 115.131 |
| 235 | 115.0962 |
| 236 | 114.8143 |
| 237 | 114.8548 |
| 238 | 112.7285 |
| 239 | 113.0524 |
| 240 | 111.4546 |
| 241 | 112.5653 |
| 242 | 111.0618 |
| 243 | 110.0328 |
| 244 | 110.922 |
| 245 | 110.7466 |
| 246 | 111.8576 |
| 247 | 111.0521 |
| 248 | 111.7776 |
| 249 | 110.1886 |
| 250 | 107.9122 |
| 251 | 107.5298 |
| 252 | 110.0526 |
| 253 | 110.9127 |
| 254 | 111.194 |
| 255 | 112.7928 |
| 256 | 110.4946 |
| 257 | 112.6622 |
| 258 | 112.4039 |
| 259 | 112.2613 |
| 260 | 111.9787 |
| 261 | 112.7745 |
| 262 | 113.0579 |
| 263 | 110.544 |
| 264 | 108.3904 |
| 265 | 110.5141 |
| 266 | 110.9729 |
| 267 | 109.4603 |
| 268 | 108.769 |
| 269 | 109.1736 |
| 270 | 109.2915 |
| 271 | 110.2986 |
| 272 | 111.1177 |
| 273 | 112.0197 |
| 274 | 115.0042 |
| 275 | 113.5086 |
| 276 | 114.6539 |
| 277 | 116.3321 |
| 278 | 117.5446 |
| 279 | 119.6821 |
| 280 | 118.1481 |
| 281 | 118.2233 |
| 282 | 118.0704 |
| 283 | 115.1451 |
| 284 | 115.1344 |
| 285 | 116.2499 |
| 286 | 117.4661 |
| 287 | 116.6167 |
| 288 | 119.1933 |
| 289 | 120.0821 |
| 290 | 120.4055 |
| 291 | 120.3944 |
| 292 | 121.9872 |
| 293 | 123.7378 |
| 294 | 122.3493 |
| 295 | 121.1229 |
| 296 | 124.8369 |
| 297 | 124.9003 |
| 298 | 127.9246 |
| 299 | 127.4123 |
| 300 | 125.9073 |
| 301 | 127.3865 |
| 302 | 128.7863 |
| 303 | 128.9808 |
| 304 | 128.8624 |
| 305 | 128.5914 |
| 306 | 128.6049 |
| 307 | 127.4089 |
| 308 | 126.7384 |
| 309 | 127.0016 |
| 310 | 126.6666 |
| 311 | 130.0132 |
| 312 | 128.9703 |
| 313 | 126.352 |
| 314 | 128.8951 |
| 315 | 128.3622 |
| 316 | 129.9521 |
| 317 | 128.1946 |
| 318 | 127.7647 |
| 319 | 128.412 |
| 320 | 126.1426 |
| 321 | 125.9177 |
| 322 | 124.3947 |
| 323 | 125.3025 |
| 324 | 124.5394 |
| 325 | 122.2676 |
| 326 | 123.9925 |
| 327 | 125.7996 |
| 328 | 126.0166 |
| 329 | 126.4963 |
| 330 | 123.4618 |
| 331 | 123.6701 |
| 332 | 125.835 |
| 333 | 126.3383 |
| 334 | 127.3161 |
| 335 | 126.3416 |
| 336 | 128.3185 |
| 337 | 127.285 |
| 338 | 126.3221 |
| 339 | 127.4208 |
| 340 | 127.4914 |
| 341 | 127.943 |
| 342 | 129.0724 |
| 343 | 127.979 |
| 344 | 126.6778 |
| 345 | 126.2212 |
| 346 | 127.4455 |
| 347 | 127.0361 |
| 348 | 127.798 |
| 349 | 126.2431 |
| 350 | 125.8347 |
| 351 | 124.7073 |
| 352 | 125.5854 |
| 353 | 124.1298 |
| 354 | 125.0985 |
| 355 | 126.3406 |
| 356 | 126.093 |
| 357 | 126.0825 |
| 358 | 125.7274 |
| 359 | 126.7001 |
| 360 | 126.683 |
| 361 | 126.0673 |
| 362 | 123.3203 |
| 363 | 122.6002 |
| 364 | 122.8768 |
| 365 | 123.0081 |
| 366 | 126.9732 |
| +21.13% |
| 3.08 |
| 9 |
| 06.10 → 06.11 | Long | 77.8% | +20.68% | 3.09 | 9 |
| 08.10 → 07.11 | Long | 77.8% | +19.44% | 3.30 | 9 |
| 05.10 → 05.11 | Long | 77.8% | +19.25% | 2.80 | 9 |
| 07.10 → 07.11 | Long | 77.8% | +19.03% | 3.09 | 9 |
| 08.10 → 06.11 | Long | 77.8% | +19.01% | 3.29 | 9 |