Over 2023 to 2025 (3 years of data), ETHCHF has tended to move long between 07.07 and 15.07, closing higher in 100.0% of those years for an average +16.57% move and an annualized Sharpe of 6.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 100.0% | +16.57% | 6.83 | 3 |
| 12.07 → 20.07 | Long | 100.0% | +13.97% | 7.04 | 3 |
| 12.07 → 19.07 | Long | 100.0% | +13.91% | 7.38 | 3 |
| 12.07 → 21.07 | Long | 100.0% | +13.72% | 6.85 | 3 |
| 09.07 → 15.07 | Long | 100.0% | +12.77% | 8.68 | 3 |
| 12.07 → 28.07 | Long | 100.0% | +11.74% | 3.50 | 3 |
| 12.07 → 27.07 | Long | 100.0% | +11.41% | 3.50 | 3 |
| 12.07 → 22.07 | Long | 100.0% | +11.27% | 6.31 | 3 |