Crypto assets
Over 2019 to 2025 (7 years of data), DSHUSD has tended to move long between 09.10 and 06.11, closing higher in 100.0% of those years for an average +45.90% move and an annualized Sharpe of 1.97.
Best window
09.10 - 06.11
Direction
Long
Win rate
100.0%
Avg return
+45.90%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 06.11 | Long | 100.0% | +45.90% | 1.97 | 7 |
| 09.10 → 07.11 | Long | 100.0% | +39.87% | 1.97 | 7 |
| 09.10 → 29.10 | Long | 100.0% |
| +10.93% |
| 3.34 |
| 7 |
| 11.10 → 27.10 | Short | 100.0% | +4.42% | 5.26 | 7 |
| 08.10 → 06.11 | Long | 85.7% | +49.71% | 1.84 | 7 |
| 08.10 → 07.11 | Long | 85.7% | +43.19% | 1.83 | 7 |
| 08.10 → 05.11 | Long | 85.7% | +42.91% | 1.78 | 7 |
| 06.10 → 06.11 | Long | 85.7% | +41.56% | 1.91 | 7 |