Over 2023 to 2025 (3 years of data), ETHCHF has tended to move short between 22.07 and 05.08, closing higher in 100.0% of those years for an average +13.24% move and an annualized Sharpe of 3.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 05.08 | Short | 100.0% | +13.24% | 3.80 | 3 |
| 22.07 → 04.08 | Short | 100.0% | +12.39% | 3.53 | 3 |
| 23.07 → 05.08 | Short | 100.0% | +12.35% | 3.83 | 3 |
| 22.07 → 06.08 | Short | 100.0% | +12.29% | 3.41 | 3 |
| 22.07 → 03.08 | Short | 100.0% | +12.07% | 3.54 | 3 |
| 28.07 → 05.08 | Short | 100.0% | +11.78% | 5.53 | 3 |
| 27.07 → 05.08 | Short | 100.0% | +11.69% | 5.15 | 3 |
| 23.07 → 06.08 | Short | 100.0% | +11.40% | 3.41 | 3 |