

Crypto assets
Over 2017 to 2025 (9 years of data), BTCUSD has tended to move long between 15.09 and 04.10, closing higher in 88.9% of those years for an average +3.46% move and an annualized Sharpe of 1.32.
Best window
15.09 - 04.10
Direction
Long
Win rate
88.9%
Avg return
+3.46%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 04.10 | Long | 88.9% | +3.46% | 1.32 | 9 |
| 16.09 → 05.10 | Long | 88.9% | +2.55% | 1.20 | 9 |
| 16.09 → 04.10 | Long | 88.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 102.5051 |
| 3 | 102.7866 |
| 4 | 103.1253 |
| 5 | 104.7292 |
| 6 | 107.3053 |
| 7 | 106.7512 |
| 8 | 106.6962 |
| 9 | 105.3235 |
| 10 | 104.7632 |
| 11 | 103.1699 |
| 12 | 103.313 |
| 13 | 104.6679 |
| 14 | 107.4705 |
| 15 | 106.885 |
| 16 | 104.8093 |
| 17 | 104.9074 |
| 18 | 104.4247 |
| 19 | 103.6542 |
| 20 | 103.3186 |
| 21 | 101.3544 |
| 22 | 100.1518 |
| 23 | 100.0479 |
| 24 | 100.9625 |
| 25 | 100.3709 |
| 26 | 101.0112 |
| 27 | 100.8154 |
| 28 | 103.0231 |
| 29 | 103.0302 |
| 30 | 101.6945 |
| 31 | 100.3647 |
| 32 | 99.3912 |
| 33 | 98.6606 |
| 34 | 99.1781 |
| 35 | 98.5284 |
| 36 | 95.7031 |
| 37 | 98.6347 |
| 38 | 99.0227 |
| 39 | 103.2247 |
| 40 | 103.9073 |
| 41 | 103.0179 |
| 42 | 102.898 |
| 43 | 104.3774 |
| 44 | 103.8677 |
| 45 | 106.6236 |
| 46 | 108.0986 |
| 47 | 107.7946 |
| 48 | 107.6181 |
| 49 | 109.0319 |
| 50 | 110.2316 |
| 51 | 110.6887 |
| 52 | 109.1243 |
| 53 | 107.8902 |
| 54 | 106.0179 |
| 55 | 104.6335 |
| 56 | 104.0262 |
| 57 | 104.0375 |
| 58 | 104.2328 |
| 59 | 106.0821 |
| 60 | 108.1417 |
| 61 | 109.6808 |
| 62 | 108.2824 |
| 63 | 107.9221 |
| 64 | 109.6642 |
| 65 | 107.6481 |
| 66 | 106.9122 |
| 67 | 106.013 |
| 68 | 105.1696 |
| 69 | 104.463 |
| 70 | 105.4028 |
| 71 | 106.9744 |
| 72 | 102.3878 |
| 73 | 103.5434 |
| 74 | 102.2112 |
| 75 | 103.8447 |
| 76 | 104.0869 |
| 77 | 104.0132 |
| 78 | 105.7429 |
| 79 | 106.1071 |
| 80 | 106.2364 |
| 81 | 105.1088 |
| 82 | 105.4055 |
| 83 | 106.3048 |
| 84 | 106.9794 |
| 85 | 107.507 |
| 86 | 107.4752 |
| 87 | 107.1245 |
| 88 | 105.9912 |
| 89 | 104.8476 |
| 90 | 105.9566 |
| 91 | 106.8602 |
| 92 | 108.7247 |
| 93 | 108.693 |
| 94 | 107.9637 |
| 95 | 109.0693 |
| 96 | 106.7831 |
| 97 | 108.6278 |
| 98 | 108.9971 |
| 99 | 110.4011 |
| 100 | 110.7312 |
| 101 | 109.9535 |
| 102 | 111.2929 |
| 103 | 112.4713 |
| 104 | 111.6918 |
| 105 | 112.6053 |
| 106 | 111.3603 |
| 107 | 111.7158 |
| 108 | 111.3046 |
| 109 | 111.418 |
| 110 | 111.8761 |
| 111 | 110.761 |
| 112 | 112.0034 |
| 113 | 113.1523 |
| 114 | 114.0664 |
| 115 | 112.424 |
| 116 | 113.644 |
| 117 | 114.0809 |
| 118 | 114.3625 |
| 119 | 113.8988 |
| 120 | 116.4824 |
| 121 | 115.867 |
| 122 | 116.0225 |
| 123 | 117.8441 |
| 124 | 118.1226 |
| 125 | 118.8266 |
| 126 | 118.565 |
| 127 | 117.9921 |
| 128 | 119.464 |
| 129 | 118.0873 |
| 130 | 118.0364 |
| 131 | 114.4284 |
| 132 | 113.3328 |
| 133 | 115.8016 |
| 134 | 117.7868 |
| 135 | 117.6997 |
| 136 | 116.1908 |
| 137 | 113.8459 |
| 138 | 113.9613 |
| 139 | 114.4683 |
| 140 | 115.7171 |
| 141 | 115.2512 |
| 142 | 113.5831 |
| 143 | 111.5895 |
| 144 | 113.1945 |
| 145 | 112.4785 |
| 146 | 113.892 |
| 147 | 112.8206 |
| 148 | 112.4938 |
| 149 | 112.7109 |
| 150 | 112.8203 |
| 151 | 114.2675 |
| 152 | 112.2035 |
| 153 | 113.5125 |
| 154 | 111.7529 |
| 155 | 110.2809 |
| 156 | 109.1493 |
| 157 | 110.8959 |
| 158 | 110.3203 |
| 159 | 109.7226 |
| 160 | 110.9032 |
| 161 | 109.0566 |
| 162 | 109.422 |
| 163 | 106.3157 |
| 164 | 105.684 |
| 165 | 106.4184 |
| 166 | 106.317 |
| 167 | 105.7834 |
| 168 | 105.928 |
| 169 | 104.0563 |
| 170 | 105.1682 |
| 171 | 106.0536 |
| 172 | 105.5656 |
| 173 | 104.0109 |
| 174 | 107.1725 |
| 175 | 107.3671 |
| 176 | 106.2607 |
| 177 | 107.2413 |
| 178 | 106.1929 |
| 179 | 105.979 |
| 180 | 106.7528 |
| 181 | 104.6246 |
| 182 | 104.7857 |
| 183 | 106.4508 |
| 184 | 107.9554 |
| 185 | 107.4246 |
| 186 | 106.0669 |
| 187 | 106.3212 |
| 188 | 108.0161 |
| 189 | 108.1522 |
| 190 | 109.3212 |
| 191 | 108.2707 |
| 192 | 107.5447 |
| 193 | 106.8978 |
| 194 | 107.9883 |
| 195 | 106.1575 |
| 196 | 107.1389 |
| 197 | 106.9292 |
| 198 | 108.0977 |
| 199 | 109.9717 |
| 200 | 110.1486 |
| 201 | 109.8883 |
| 202 | 110.9173 |
| 203 | 111.1918 |
| 204 | 111.5921 |
| 205 | 112.2506 |
| 206 | 111.5627 |
| 207 | 112.0135 |
| 208 | 114.9801 |
| 209 | 116.4869 |
| 210 | 116.3192 |
| 211 | 116.8877 |
| 212 | 116.0379 |
| 213 | 115.5722 |
| 214 | 115.4198 |
| 215 | 113.3346 |
| 216 | 114.4817 |
| 217 | 114.7915 |
| 218 | 114.4763 |
| 219 | 116.0879 |
| 220 | 115.0037 |
| 221 | 117.0738 |
| 222 | 116.8658 |
| 223 | 116.6486 |
| 224 | 115.7762 |
| 225 | 116.6527 |
| 226 | 115.2577 |
| 227 | 115.0378 |
| 228 | 114.3608 |
| 229 | 113.5046 |
| 230 | 113.4599 |
| 231 | 112.4732 |
| 232 | 112.9223 |
| 233 | 112.4748 |
| 234 | 112.803 |
| 235 | 113.5778 |
| 236 | 113.5834 |
| 237 | 113.4276 |
| 238 | 112.2456 |
| 239 | 112.7196 |
| 240 | 111.409 |
| 241 | 111.8724 |
| 242 | 111.1192 |
| 243 | 110.8672 |
| 244 | 111.4846 |
| 245 | 112.8741 |
| 246 | 113.189 |
| 247 | 111.4392 |
| 248 | 110.9866 |
| 249 | 109.153 |
| 250 | 107.9017 |
| 251 | 107.876 |
| 252 | 108.4784 |
| 253 | 108.9563 |
| 254 | 109.276 |
| 255 | 110.6049 |
| 256 | 109.5283 |
| 257 | 110.6777 |
| 258 | 110.9813 |
| 259 | 110.9038 |
| 260 | 110.3708 |
| 261 | 110.9235 |
| 262 | 111.307 |
| 263 | 110.127 |
| 264 | 109.1664 |
| 265 | 109.6455 |
| 266 | 109.5858 |
| 267 | 106.6568 |
| 268 | 106.4451 |
| 269 | 106.1091 |
| 270 | 106.6258 |
| 271 | 107.1554 |
| 272 | 107.4985 |
| 273 | 108.4528 |
| 274 | 109.9611 |
| 275 | 108.9441 |
| 276 | 109.2252 |
| 277 | 110.1411 |
| 278 | 110.9105 |
| 279 | 111.6885 |
| 280 | 111.2626 |
| 281 | 111.4314 |
| 282 | 112.2396 |
| 283 | 110.6676 |
| 284 | 109.9203 |
| 285 | 110.6524 |
| 286 | 111.3816 |
| 287 | 110.9086 |
| 288 | 112.3618 |
| 289 | 112.7008 |
| 290 | 112.7472 |
| 291 | 112.4987 |
| 292 | 113.4574 |
| 293 | 115.0872 |
| 294 | 114.5731 |
| 295 | 114.5396 |
| 296 | 115.7086 |
| 297 | 115.6506 |
| 298 | 119.2339 |
| 299 | 118.9055 |
| 300 | 119.5974 |
| 301 | 120.4885 |
| 302 | 120.8657 |
| 303 | 120.7704 |
| 304 | 120.8589 |
| 305 | 121.1117 |
| 306 | 121.1156 |
| 307 | 120.2816 |
| 308 | 120.8401 |
| 309 | 120.9215 |
| 310 | 122.1803 |
| 311 | 123.861 |
| 312 | 121.9056 |
| 313 | 120.9302 |
| 314 | 122.4146 |
| 315 | 121.689 |
| 316 | 122.9451 |
| 317 | 122.3025 |
| 318 | 120.3848 |
| 319 | 120.1739 |
| 320 | 118.5763 |
| 321 | 119.1567 |
| 322 | 118.8276 |
| 323 | 117.1819 |
| 324 | 115.6397 |
| 325 | 114.8426 |
| 326 | 114.4808 |
| 327 | 115.1922 |
| 328 | 114.4792 |
| 329 | 114.6355 |
| 330 | 112.191 |
| 331 | 111.9634 |
| 332 | 114.319 |
| 333 | 115.5528 |
| 334 | 115.3759 |
| 335 | 115.391 |
| 336 | 116.1471 |
| 337 | 115.0413 |
| 338 | 114.7573 |
| 339 | 114.4218 |
| 340 | 113.968 |
| 341 | 114.1663 |
| 342 | 114.6852 |
| 343 | 113.7573 |
| 344 | 112.6309 |
| 345 | 111.9539 |
| 346 | 112.7304 |
| 347 | 112.5113 |
| 348 | 112.6941 |
| 349 | 111.7361 |
| 350 | 111.3651 |
| 351 | 112.6468 |
| 352 | 115.7833 |
| 353 | 115.0106 |
| 354 | 117.3184 |
| 355 | 117.0054 |
| 356 | 117.0195 |
| 357 | 117.5964 |
| 358 | 117.3612 |
| 359 | 117.0761 |
| 360 | 117.7001 |
| 361 | 117.5434 |
| 362 | 117.0702 |
| 363 | 117.3688 |
| 364 | 117.1769 |
| 365 | 117.2713 |
| 366 | 119.3633 |
| +1.94% |
| 0.98 |
| 9 |
| 15.09 → 07.11 | Long | 77.8% | +27.09% | 1.92 | 9 |
| 18.09 → 07.11 | Long | 77.8% | +24.85% | 2.19 | 9 |
| 21.09 → 07.11 | Long | 77.8% | +24.73% | 2.30 | 9 |
| 17.09 → 07.11 | Long | 77.8% | +24.63% | 2.13 | 9 |
| 16.09 → 07.11 | Long | 77.8% | +24.44% | 2.09 | 9 |