Crypto assets
Over 2023 to 2025 (3 years of data), XLMEUR has tended to move short between 15.09 and 10.10, closing higher in 100.0% of those years for an average +10.95% move and an annualized Sharpe of 6.45.
Best window
15.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+10.95%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 10.10 | Short | 100.0% | +10.95% | 6.45 | 3 |
| 19.09 → 10.10 | Short | 100.0% | +10.89% | 7.33 | 3 |
| 15.09 → 03.11 | Short | 100.0% |
| +9.90% |
| 1.81 |
| 3 |
| 15.09 → 02.11 | Short | 100.0% | +9.89% | 1.83 | 3 |
| 20.09 → 10.10 | Short | 100.0% | +9.82% | 8.40 | 3 |
| 18.09 → 10.10 | Short | 100.0% | +9.72% | 5.72 | 3 |
| 21.09 → 10.10 | Short | 100.0% | +9.51% | 8.56 | 3 |
| 16.09 → 10.10 | Short | 100.0% | +9.08% | 6.88 | 3 |