Crypto assets
Over 2023 to 2025 (3 years of data), LTCCHF has tended to move long between 11.10 and 09.11, closing higher in 100.0% of those years for an average +16.43% move and an annualized Sharpe of 5.24.
Best window
11.10 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+16.43%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.11 | Long | 100.0% | +16.43% | 5.24 | 3 |
| 11.10 → 10.11 | Long | 100.0% | +15.90% | 4.96 | 3 |
| 11.10 → 08.11 | Long | 100.0% |
| +11.50% |
| 7.73 |
| 3 |
| 11.10 → 07.11 | Long | 100.0% | +10.55% | 5.90 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +8.54% | 11.79 | 3 |
| 07.10 → 11.10 | Short | 100.0% | +8.47% | 13.83 | 3 |
| 06.10 → 10.10 | Short | 100.0% | +8.44% | 10.94 | 3 |
| 05.10 → 11.10 | Short | 100.0% | +8.43% | 10.54 | 3 |