Crypto assets
Over 2023 to 2025 (3 years of data), XLMCHF has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +9.75% move and an annualized Sharpe of 11.73.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+9.75%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +9.75% | 11.73 | 3 |
| 05.10 → 10.10 | Short | 100.0% | +9.73% | 10.88 | 3 |
| 06.10 → 10.10 | Short | 100.0% |
| +9.10% |
| 11.06 |
| 3 |
| 07.10 → 11.10 | Short | 100.0% | +7.80% | 14.80 | 3 |
| 05.10 → 11.10 | Short | 100.0% | +7.70% | 14.36 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +7.08% | 15.63 | 3 |
| 05.10 → 25.10 | Short | 100.0% | +6.48% | 2.63 | 3 |
| 08.10 → 11.10 | Short | 100.0% | +5.41% | 15.55 | 3 |