

Crypto assets
Over 2018 to 2025 (8 years of data), LTCUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +14.61% move and an annualized Sharpe of 5.27.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+14.61%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +14.61% | 5.27 | 8 |
| 11.10 → 08.11 | Long | 100.0% | +13.90% | 6.03 | 7 |
| 11.10 → 26.10 | Long | 100.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 102.3757 |
| 3 | 104.6103 |
| 4 | 103.6137 |
| 5 | 102.7521 |
| 6 | 104.1732 |
| 7 | 101.1308 |
| 8 | 102.5539 |
| 9 | 104.2811 |
| 10 | 103.5885 |
| 11 | 101.8052 |
| 12 | 102.6857 |
| 13 | 103.0332 |
| 14 | 105.5407 |
| 15 | 107.2869 |
| 16 | 108.0853 |
| 17 | 110.986 |
| 18 | 107.3076 |
| 19 | 106.0442 |
| 20 | 106.7227 |
| 21 | 100.9413 |
| 22 | 99.1023 |
| 23 | 99.9652 |
| 24 | 99.9115 |
| 25 | 100.252 |
| 26 | 98.5714 |
| 27 | 97.0063 |
| 28 | 98.6467 |
| 29 | 101.2201 |
| 30 | 101.9203 |
| 31 | 101.4832 |
| 32 | 102.842 |
| 33 | 101.1409 |
| 34 | 103.8108 |
| 35 | 102.0926 |
| 36 | 103.8458 |
| 37 | 104.6433 |
| 38 | 106.9479 |
| 39 | 109.2428 |
| 40 | 110.8393 |
| 41 | 112.9833 |
| 42 | 112.0223 |
| 43 | 114.2136 |
| 44 | 116.4554 |
| 45 | 116.0748 |
| 46 | 119.8854 |
| 47 | 117.2957 |
| 48 | 117.5753 |
| 49 | 117.7543 |
| 50 | 119.4931 |
| 51 | 115.8213 |
| 52 | 112.776 |
| 53 | 111.8099 |
| 54 | 108.294 |
| 55 | 105.7454 |
| 56 | 106.7582 |
| 57 | 108.2835 |
| 58 | 108.1543 |
| 59 | 109.7284 |
| 60 | 112.7723 |
| 61 | 114.077 |
| 62 | 113.2824 |
| 63 | 107.6286 |
| 64 | 108.4157 |
| 65 | 105.2906 |
| 66 | 106.3254 |
| 67 | 106.4351 |
| 68 | 105.6352 |
| 69 | 101.9413 |
| 70 | 101.7693 |
| 71 | 110.1187 |
| 72 | 108.8286 |
| 73 | 109.725 |
| 74 | 106.1612 |
| 75 | 106.2245 |
| 76 | 107.3498 |
| 77 | 106.2706 |
| 78 | 108.736 |
| 79 | 104.4653 |
| 80 | 106.3244 |
| 81 | 108.1446 |
| 82 | 108.9248 |
| 83 | 108.6947 |
| 84 | 109.286 |
| 85 | 111.1644 |
| 86 | 112.4334 |
| 87 | 110.0486 |
| 88 | 111.84 |
| 89 | 115.1506 |
| 90 | 111.9941 |
| 91 | 114.4866 |
| 92 | 113.4822 |
| 93 | 114.6034 |
| 94 | 112.8117 |
| 95 | 114.1838 |
| 96 | 109.3919 |
| 97 | 109.116 |
| 98 | 108.3403 |
| 99 | 110.941 |
| 100 | 112.537 |
| 101 | 111.0021 |
| 102 | 111.6529 |
| 103 | 111.961 |
| 104 | 110.2473 |
| 105 | 111.7953 |
| 106 | 114.2138 |
| 107 | 112.9819 |
| 108 | 112.2393 |
| 109 | 109.4061 |
| 110 | 109.2779 |
| 111 | 107.9137 |
| 112 | 108.9404 |
| 113 | 108.2812 |
| 114 | 107.308 |
| 115 | 107.5993 |
| 116 | 108.2319 |
| 117 | 110.6984 |
| 118 | 110.2457 |
| 119 | 109.6558 |
| 120 | 108.6621 |
| 121 | 109.7897 |
| 122 | 109.6526 |
| 123 | 111.1805 |
| 124 | 113.4626 |
| 125 | 114.5153 |
| 126 | 114.9998 |
| 127 | 113.2278 |
| 128 | 113.0178 |
| 129 | 112.7884 |
| 130 | 113.9328 |
| 131 | 108.8936 |
| 132 | 104.9377 |
| 133 | 106.4479 |
| 134 | 107.5711 |
| 135 | 106.5959 |
| 136 | 106.6169 |
| 137 | 107.6452 |
| 138 | 106.8629 |
| 139 | 99.1654 |
| 140 | 99.5384 |
| 141 | 98.8762 |
| 142 | 98.3688 |
| 143 | 92.8987 |
| 144 | 97.0156 |
| 145 | 96.2394 |
| 146 | 96.461 |
| 147 | 95.6308 |
| 148 | 95.2024 |
| 149 | 92.8855 |
| 150 | 93.8648 |
| 151 | 95.7495 |
| 152 | 94.1819 |
| 153 | 95.8155 |
| 154 | 95.9512 |
| 155 | 94.0259 |
| 156 | 91.0965 |
| 157 | 93.6 |
| 158 | 91.7001 |
| 159 | 89.4432 |
| 160 | 91.2911 |
| 161 | 87.6227 |
| 162 | 85.3719 |
| 163 | 82.2441 |
| 164 | 81.7856 |
| 165 | 82.6205 |
| 166 | 83.8221 |
| 167 | 81.6886 |
| 168 | 82.3407 |
| 169 | 80.987 |
| 170 | 82.1058 |
| 171 | 82.2509 |
| 172 | 79.6203 |
| 173 | 78.4104 |
| 174 | 82.8821 |
| 175 | 82.9586 |
| 176 | 81.5779 |
| 177 | 81.3337 |
| 178 | 81.9375 |
| 179 | 81.3034 |
| 180 | 82.8889 |
| 181 | 87.4526 |
| 182 | 84.8643 |
| 183 | 86.3969 |
| 184 | 86.5432 |
| 185 | 85.795 |
| 186 | 82.3254 |
| 187 | 80.3448 |
| 188 | 82.0109 |
| 189 | 80.4268 |
| 190 | 82.5169 |
| 191 | 83.0141 |
| 192 | 82.1982 |
| 193 | 81.3818 |
| 194 | 83.4721 |
| 195 | 83.1377 |
| 196 | 82.6145 |
| 197 | 83.6459 |
| 198 | 84.5788 |
| 199 | 84.7441 |
| 200 | 85.4932 |
| 201 | 85.349 |
| 202 | 87.3848 |
| 203 | 87.602 |
| 204 | 86.7958 |
| 205 | 87.2589 |
| 206 | 85.9921 |
| 207 | 86.0864 |
| 208 | 88.7789 |
| 209 | 90.1635 |
| 210 | 89.8542 |
| 211 | 91.3477 |
| 212 | 89.3951 |
| 213 | 88.811 |
| 214 | 87.0356 |
| 215 | 84.8969 |
| 216 | 87.5244 |
| 217 | 87.8767 |
| 218 | 85.9189 |
| 219 | 88.115 |
| 220 | 87.515 |
| 221 | 89.477 |
| 222 | 90.081 |
| 223 | 90.5689 |
| 224 | 91.2405 |
| 225 | 93.8786 |
| 226 | 92.8195 |
| 227 | 91.4289 |
| 228 | 90.4795 |
| 229 | 86.8409 |
| 230 | 86.2591 |
| 231 | 84.232 |
| 232 | 85.9758 |
| 233 | 85.7763 |
| 234 | 87.5293 |
| 235 | 87.4217 |
| 236 | 85.7101 |
| 237 | 85.1124 |
| 238 | 82.9719 |
| 239 | 83.4857 |
| 240 | 83.1405 |
| 241 | 84.391 |
| 242 | 82.8323 |
| 243 | 82.7796 |
| 244 | 84.5971 |
| 245 | 86.3031 |
| 246 | 89.362 |
| 247 | 88.8987 |
| 248 | 90.4765 |
| 249 | 87.7612 |
| 250 | 84.8171 |
| 251 | 84.3596 |
| 252 | 84.8976 |
| 253 | 85.5084 |
| 254 | 84.7651 |
| 255 | 85.8479 |
| 256 | 85.6021 |
| 257 | 86.3817 |
| 258 | 86.8595 |
| 259 | 85.5929 |
| 260 | 85.4473 |
| 261 | 85.1415 |
| 262 | 84.6043 |
| 263 | 82.0393 |
| 264 | 80.5747 |
| 265 | 81.8612 |
| 266 | 83.24 |
| 267 | 80.7611 |
| 268 | 79.95 |
| 269 | 80.3542 |
| 270 | 79.9091 |
| 271 | 80.8368 |
| 272 | 81.4514 |
| 273 | 82.0176 |
| 274 | 84.6225 |
| 275 | 83.7012 |
| 276 | 84.2964 |
| 277 | 84.4004 |
| 278 | 84.9512 |
| 279 | 85.6306 |
| 280 | 85.2921 |
| 281 | 84.8286 |
| 282 | 86.1879 |
| 283 | 81.0465 |
| 284 | 79.7794 |
| 285 | 80.2345 |
| 286 | 80.7903 |
| 287 | 80.3548 |
| 288 | 81.1205 |
| 289 | 81.9529 |
| 290 | 81.0314 |
| 291 | 81.63 |
| 292 | 82.2743 |
| 293 | 84.9995 |
| 294 | 84.1011 |
| 295 | 83.1258 |
| 296 | 85.4076 |
| 297 | 84.8365 |
| 298 | 86.6226 |
| 299 | 86.7695 |
| 300 | 84.0434 |
| 301 | 85.3485 |
| 302 | 87.1432 |
| 303 | 86.0002 |
| 304 | 85.8887 |
| 305 | 87.2054 |
| 306 | 88.9012 |
| 307 | 87.2761 |
| 308 | 87.6779 |
| 309 | 88.6047 |
| 310 | 88.3669 |
| 311 | 92.6845 |
| 312 | 93.1116 |
| 313 | 93.9932 |
| 314 | 96.4795 |
| 315 | 97.1232 |
| 316 | 96.3888 |
| 317 | 94.0582 |
| 318 | 95.0727 |
| 319 | 97.8024 |
| 320 | 93.3052 |
| 321 | 96.3199 |
| 322 | 93.0679 |
| 323 | 94.9324 |
| 324 | 93.1004 |
| 325 | 89.7424 |
| 326 | 93.2101 |
| 327 | 96.911 |
| 328 | 98.9307 |
| 329 | 98.3726 |
| 330 | 95.4794 |
| 331 | 94.9199 |
| 332 | 95.5354 |
| 333 | 96.2939 |
| 334 | 98.5227 |
| 335 | 97.3038 |
| 336 | 101.3206 |
| 337 | 102.3852 |
| 338 | 98.944 |
| 339 | 98.9511 |
| 340 | 99.6196 |
| 341 | 99.262 |
| 342 | 101.487 |
| 343 | 99.1861 |
| 344 | 94.9046 |
| 345 | 94.5411 |
| 346 | 95.4848 |
| 347 | 94.4242 |
| 348 | 94.7562 |
| 349 | 92.4998 |
| 350 | 91.3521 |
| 351 | 89.1303 |
| 352 | 90.1625 |
| 353 | 88.3725 |
| 354 | 87.3299 |
| 355 | 87.8448 |
| 356 | 88.8863 |
| 357 | 89.0248 |
| 358 | 89.1957 |
| 359 | 90.5183 |
| 360 | 91.4075 |
| 361 | 91.1738 |
| 362 | 88.7145 |
| 363 | 87.804 |
| 364 | 88.2432 |
| 365 | 89.0634 |
| 366 | 93.4035 |
| +8.77% |
| 10.00 |
| 6 |
| 11.10 → 10.11 | Long | 87.5% | +16.11% | 3.79 | 8 |
| 11.10 → 11.11 | Long | 87.5% | +15.73% | 3.44 | 8 |
| 11.10 → 06.11 | Long | 87.5% | +14.86% | 4.22 | 8 |
| 11.10 → 05.11 | Long | 87.5% | +10.06% | 3.49 | 8 |
| 11.10 → 04.11 | Long | 87.5% | +8.38% | 2.79 | 8 |