Crypto assets
Over 2023 to 2025 (3 years of data), LTCGBP has tended to move long between 11.10 and 09.11, closing higher in 100.0% of those years for an average +16.49% move and an annualized Sharpe of 5.81.
Best window
11.10 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+16.49%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.11 | Long | 100.0% | +16.49% | 5.81 | 3 |
| 11.10 → 10.11 | Long | 100.0% | +15.97% | 5.53 | 3 |
| 11.10 → 11.11 | Long | 100.0% |
| +13.41% |
| 3.76 |
| 3 |
| 11.10 → 08.11 | Long | 100.0% | +11.60% | 8.57 | 3 |
| 11.10 → 07.11 | Long | 100.0% | +10.53% | 6.38 | 3 |
| 11.10 → 29.10 | Long | 100.0% | +8.41% | 5.20 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +8.35% | 10.90 | 3 |
| 07.10 → 11.10 | Short | 100.0% | +8.24% | 12.85 | 3 |