Crypto assets
Over 2017 to 2025 (9 years of data), ETHUSD has tended to move long between 05.10 and 07.11, closing higher in 75.0% of those years for an average +12.52% move and an annualized Sharpe of 2.26.
Best window
05.10 - 07.11
Direction
Long
Win rate
75.0%
Avg return
+12.52%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 75.0% | +12.52% | 2.26 | 8 |
| 05.10 → 06.11 | Long | 75.0% | +12.20% | 2.14 | 8 |
| 06.10 → 07.11 | Long | 75.0% |
| +12.20% |
| 2.35 |
| 8 |
| 07.10 → 07.11 | Long | 75.0% | +11.98% | 2.24 | 8 |
| 08.10 → 07.11 | Long | 75.0% | +11.90% | 2.36 | 8 |
| 06.10 → 06.11 | Long | 75.0% | +11.87% | 2.22 | 8 |
| 09.10 → 07.11 | Long | 75.0% | +11.82% | 2.23 | 8 |
| 07.10 → 06.11 | Long | 75.0% | +11.68% | 2.12 | 8 |