Crypto assets
Over 2023 to 2025 (3 years of data), ETHGBP has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +7.94% move and an annualized Sharpe of 10.66.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+7.94%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +7.94% | 10.66 | 3 |
| 06.10 → 10.10 | Short | 100.0% | +6.67% | 9.29 | 3 |
| 06.10 → 09.10 | Short | 100.0% |
| +2.33% |
| 181.41 |
| 3 |
| 11.10 → 06.12 | Long | 66.7% | +28.91% | 1.52 | 3 |
| 10.10 → 06.12 | Long | 66.7% | +27.40% | 1.37 | 3 |
| 11.10 → 08.12 | Long | 66.7% | +27.39% | 1.53 | 3 |
| 11.10 → 07.12 | Long | 66.7% | +27.24% | 1.54 | 3 |
| 12.10 → 06.12 | Long | 66.7% | +27.01% | 1.52 | 3 |