Crypto assets
Over 2023 to 2025 (3 years of data), LTCEUR has tended to move long between 11.10 and 09.11, closing higher in 100.0% of those years for an average +16.16% move and an annualized Sharpe of 5.23.
Best window
11.10 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+16.16%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.11 | Long | 100.0% | +16.16% | 5.23 | 3 |
| 11.10 → 10.11 | Long | 100.0% | +15.60% | 4.92 | 3 |
| 11.10 → 11.11 | Long | 100.0% |
| +12.97% |
| 3.31 |
| 3 |
| 11.10 → 08.11 | Long | 100.0% | +11.20% | 8.05 | 3 |
| 11.10 → 07.11 | Long | 100.0% | +10.01% | 6.01 | 3 |
| 07.10 → 11.10 | Short | 100.0% | +8.24% | 13.10 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +8.14% | 11.07 | 3 |
| 07.10 → 10.10 | Short | 100.0% | +8.03% | 12.66 | 3 |