Crypto assets
Over 2021 to 2025 (5 years of data), LNKUSD has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +9.78% move and an annualized Sharpe of 13.35.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+9.78%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +9.78% | 13.35 | 5 |
| 07.10 → 17.10 | Short | 100.0% | +9.19% | 5.49 | 5 |
| 08.10 → 17.10 | Short | 100.0% |
| +7.77% |
| 5.95 |
| 5 |
| 07.10 → 16.10 | Short | 100.0% | +7.53% | 5.21 | 5 |
| 07.10 → 11.10 | Short | 100.0% | +7.21% | 16.74 | 5 |
| 08.10 → 11.10 | Short | 100.0% | +5.58% | 29.14 | 5 |
| 13.10 → 02.12 | Long | 80.0% | +47.72% | 1.90 | 5 |
| 12.10 → 02.12 | Long | 80.0% | +45.86% | 1.84 | 5 |