Over 2023 to 2025 (3 years of data), ETHEUR has tended to move long between 07.07 and 20.07, closing higher in 100.0% of those years for an average +21.75% move and an annualized Sharpe of 4.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 100.0% | +21.75% | 4.75 | 3 |
| 07.07 → 21.07 | Long | 100.0% | +21.52% | 4.66 | 3 |
| 07.07 → 28.07 | Long | 100.0% | +20.12% | 3.09 | 3 |
| 07.07 → 27.07 | Long | 100.0% | +19.75% | 3.11 | 3 |
| 09.07 → 20.07 | Long | 100.0% | +17.52% | 5.66 | 3 |
| 07.07 → 16.07 | Long | 100.0% | +17.44% | 5.83 | 3 |
| 09.07 → 21.07 | Long | 100.0% | +17.32% | 5.53 | 3 |
| 07.07 → 15.07 | Long | 100.0% | +16.63% | 6.88 | 3 |