Crypto assets
Over 2023 to 2025 (3 years of data), LTCGBP has tended to move long between 12.10 and 09.11, closing higher in 100.0% of those years for an average +17.66% move and an annualized Sharpe of 6.29.
Best window
12.10 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+17.66%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 09.11 | Long | 100.0% | +17.66% | 6.29 | 3 |
| 12.10 → 10.11 | Long | 100.0% | +17.12% | 6.16 | 3 |
| 11.10 → 09.11 | Long | 100.0% |
| +16.49% |
| 5.81 |
| 3 |
| 11.10 → 10.11 | Long | 100.0% | +15.97% | 5.53 | 3 |
| 12.10 → 11.11 | Long | 100.0% | +14.52% | 4.29 | 3 |
| 11.10 → 11.11 | Long | 100.0% | +13.41% | 3.76 | 3 |
| 12.10 → 08.11 | Long | 100.0% | +12.78% | 6.91 | 3 |
| 12.10 → 07.11 | Long | 100.0% | +11.72% | 5.36 | 3 |