Over 2017 to 2025 (9 years of data), ETHUSD has tended to move long between 12.07 and 28.07, closing higher in 87.5% of those years for an average +16.90% move and an annualized Sharpe of 3.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Long | 87.5% | +16.90% | 3.23 | 8 |
| 12.07 → 27.07 | Long | 87.5% | +16.63% | 3.24 | 8 |
| 11.07 → 28.07 | Long | 87.5% | +14.71% | 3.03 | 8 |
| 12.07 → 22.07 | Long | 87.5% | +10.06% | 3.13 | 8 |
| 10.07 → 22.07 | Long | 87.5% | +6.96% | 2.33 | 8 |
| 12.07 → 30.07 | Long | 75.0% | +17.01% | 3.09 | 8 |
| 12.07 → 29.07 | Long | 75.0% | +16.95% | 3.18 | 8 |
| 12.07 → 31.07 | Long | 75.0% | +15.66% | 2.81 | 8 |