Over 2023 to 2025 (3 years of data), ETHGBP has tended to move long between 07.07 and 20.07, closing higher in 100.0% of those years for an average +22.46% move and an annualized Sharpe of 4.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 100.0% | +22.46% | 4.91 | 3 |
| 07.07 → 19.07 | Long | 100.0% | +22.42% | 5.00 | 3 |
| 07.07 → 21.07 | Long | 100.0% | +22.29% | 4.81 | 3 |
| 08.07 → 20.07 | Long | 100.0% | +21.72% | 5.54 | 3 |
| 08.07 → 19.07 | Long | 100.0% | +21.67% | 5.65 | 3 |
| 08.07 → 21.07 | Long | 100.0% | +21.56% | 5.41 | 3 |
| 07.07 → 26.07 | Long | 100.0% | +21.10% | 3.21 | 3 |
| 07.07 → 28.07 | Long | 100.0% | +20.43% | 3.11 | 3 |