Crypto assets
Over 2021 to 2025 (5 years of data), MKRUSD has tended to move short between 09.10 and 27.10, closing higher in 100.0% of those years for an average +10.52% move and an annualized Sharpe of 7.15.
Best window
09.10 - 27.10
Direction
Short
Win rate
100.0%
Avg return
+10.52%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Short | 100.0% | +10.52% | 7.15 | 5 |
| 08.10 → 27.10 | Short | 100.0% | +10.27% | 7.09 | 5 |
| 09.10 → 28.10 | Short | 100.0% |
| +9.65% |
| 5.64 |
| 5 |
| 08.10 → 28.10 | Short | 100.0% | +9.43% | 5.88 | 5 |
| 09.10 → 01.11 | Short | 100.0% | +9.34% | 5.24 | 5 |
| 08.10 → 01.11 | Short | 100.0% | +9.15% | 5.99 | 5 |
| 09.10 → 29.10 | Short | 100.0% | +8.35% | 5.00 | 5 |
| 08.10 → 29.10 | Short | 100.0% | +8.14% | 5.37 | 5 |