Crypto assets
Over 2021 to 2025 (5 years of data), UNIUSD has tended to move long between 11.10 and 08.11, closing higher in 80.0% of those years for an average +16.31% move and an annualized Sharpe of 3.73.
Best window
11.10 - 08.11
Direction
Long
Win rate
80.0%
Avg return
+16.31%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 80.0% | +16.31% | 3.73 | 5 |
| 11.10 → 10.11 | Long | 80.0% | +16.09% | 3.23 | 5 |
| 11.10 → 11.11 | Long | 80.0% |
| +13.74% |
| 3.97 |
| 5 |
| 11.10 → 09.11 | Long | 80.0% | +13.65% | 2.27 | 5 |
| 10.10 → 08.11 | Long | 80.0% | +13.59% | 4.04 | 5 |
| 10.10 → 10.11 | Long | 80.0% | +13.57% | 3.03 | 5 |
| 09.10 → 08.11 | Long | 80.0% | +12.15% | 3.86 | 5 |
| 09.10 → 10.11 | Long | 80.0% | +12.14% | 2.78 | 5 |