Crypto assets
Over 2019 to 2025 (7 years of data), EOSUSD has tended to move short between 08.10 and 18.10, closing higher in 100.0% of those years for an average +5.31% move and an annualized Sharpe of 13.45.
Best window
08.10 - 18.10
Direction
Short
Win rate
100.0%
Avg return
+5.31%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 18.10 | Short | 100.0% | +5.31% | 13.45 | 6 |
| 07.10 → 18.10 | Short | 100.0% | +4.85% | 9.64 | 6 |
| 09.10 → 18.10 | Short | 100.0% |
| +4.37% |
| 10.35 |
| 6 |
| 08.10 → 11.10 | Short | 100.0% | +3.63% | 19.10 | 6 |
| 11.10 → 07.11 | Long | 83.3% | +8.18% | 2.92 | 6 |
| 06.10 → 15.11 | Long | 83.3% | +7.47% | 1.40 | 6 |
| 06.10 → 13.11 | Long | 83.3% | +7.44% | 1.42 | 6 |
| 05.10 → 15.11 | Long | 83.3% | +7.30% | 1.37 | 6 |