Crypto assets
Over 2023 to 2025 (3 years of data), ETHCHF has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +8.22% move and an annualized Sharpe of 11.17.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+8.22%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +8.22% | 11.17 | 3 |
| 05.10 → 10.10 | Short | 100.0% | +7.78% | 10.66 | 3 |
| 06.10 → 10.10 | Short | 100.0% |
| +6.97% |
| 9.94 |
| 3 |
| 07.10 → 11.10 | Short | 100.0% | +4.56% | 11.02 | 3 |
| 05.10 → 11.10 | Short | 100.0% | +4.00% | 9.83 | 3 |
| 05.10 → 09.10 | Short | 100.0% | +3.26% | 18.14 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +3.19% | 11.03 | 3 |
| 06.10 → 09.10 | Short | 100.0% | +2.44% | 76.68 | 3 |