Over 2023 to 2025 (3 years of data), ETHCHF has tended to move short between 24.08 and 10.10, closing higher in 100.0% of those years for an average +11.98% move and an annualized Sharpe of 4.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 10.10 | Short | 100.0% | +11.98% | 4.18 | 3 |
| 25.08 → 10.10 | Short | 100.0% | +11.90% | 4.15 | 3 |
| 24.08 → 06.09 | Short | 100.0% | +10.59% | 6.24 | 3 |
| 25.08 → 06.09 | Short | 100.0% | +10.52% | 6.37 | 3 |
| 24.08 → 09.09 | Short | 100.0% | +10.14% | 12.80 | 3 |
| 27.08 → 10.10 | Short | 100.0% | +10.12% | 4.32 | 3 |
| 25.08 → 09.09 | Short | 100.0% | +10.07% | 12.77 | 3 |
| 23.08 → 10.10 | Short | 100.0% | +9.98% | 2.99 | 3 |