Over 2017 to 2025 (9 years of data), ETHUSD has tended to move short between 24.08 and 25.09, closing higher in 100.0% of those years for an average +12.81% move and an annualized Sharpe of 7.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 25.09 | Short | 100.0% | +12.81% | 7.52 | 8 |
| 25.08 → 25.09 | Short | 100.0% | +12.50% | 7.18 | 8 |
| 24.08 → 26.09 | Short | 100.0% | +12.48% | 6.83 | 8 |
| 25.08 → 26.09 | Short | 100.0% | +12.17% | 6.61 | 8 |
| 24.08 → 24.09 | Short | 100.0% | +11.59% | 7.78 | 8 |
| 23.08 → 25.09 | Short | 100.0% | +11.36% | 5.92 | 8 |
| 26.08 → 25.09 | Short | 100.0% | +11.29% | 6.80 | 8 |
| 25.08 → 24.09 | Short | 100.0% | +11.27% | 7.29 | 8 |