Crypto assets
Over 2023 to 2025 (3 years of data), XLMEUR has tended to move short between 07.10 and 10.10, closing higher in 100.0% of those years for an average +9.49% move and an annualized Sharpe of 11.22.
Best window
07.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+9.49%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Short | 100.0% | +9.49% | 11.22 | 3 |
| 05.10 → 10.10 | Short | 100.0% | +9.30% | 10.29 | 3 |
| 06.10 → 10.10 | Short | 100.0% |
| +8.69% |
| 10.48 |
| 3 |
| 07.10 → 11.10 | Short | 100.0% | +7.52% | 13.71 | 3 |
| 05.10 → 11.10 | Short | 100.0% | +7.25% | 13.42 | 3 |
| 06.10 → 11.10 | Short | 100.0% | +6.65% | 14.44 | 3 |
| 08.10 → 11.10 | Short | 100.0% | +5.28% | 15.45 | 3 |
| 05.10 → 09.10 | Short | 100.0% | +4.13% | 20.89 | 3 |