Over 2017 to 2025 (9 years of data), ETHUSD has tended to move long between 13.07 and 28.07, closing higher in 87.5% of those years for an average +17.47% move and an annualized Sharpe of 3.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 87.5% | +17.47% | 3.87 | 8 |
| 13.07 → 30.07 | Long | 75.0% | +17.98% | 3.99 | 8 |
| 13.07 → 29.07 | Long | 75.0% | +17.83% | 3.84 | 8 |
| 13.07 → 27.07 | Long | 75.0% | +16.90% | 4.30 | 8 |
| 14.07 → 30.07 | Long | 75.0% | +16.21% | 3.81 | 8 |
| 14.07 → 29.07 | Long | 75.0% | +15.95% | 3.80 | 8 |
| 14.07 → 28.07 | Long | 75.0% | +15.55% | 3.86 | 8 |
| 14.07 → 27.07 | Long | 75.0% | +15.05% | 4.22 | 8 |