Crypto assets
Over 2021 to 2025 (5 years of data), CMPUSD has tended to move short between 05.10 and 10.10, closing higher in 100.0% of those years for an average +9.70% move and an annualized Sharpe of 7.96.
Best window
05.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+9.70%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 10.10 | Short | 100.0% | +9.70% | 7.96 | 5 |
| 05.10 → 17.10 | Short | 100.0% | +9.48% | 6.77 | 5 |
| 07.10 → 10.10 | Short | 100.0% |
| +8.64% |
| 8.11 |
| 5 |
| 08.10 → 17.10 | Short | 100.0% | +8.58% | 7.50 | 5 |
| 07.10 → 17.10 | Short | 100.0% | +8.48% | 5.73 | 5 |
| 06.10 → 10.10 | Short | 100.0% | +8.27% | 7.19 | 5 |
| 06.10 → 17.10 | Short | 100.0% | +8.09% | 5.79 | 5 |
| 05.10 → 11.10 | Short | 100.0% | +7.30% | 10.71 | 5 |