Crypto assets
Over 2023 to 2025 (3 years of data), XLMGBP 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 11.27.
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% | 11.27 | 3 |
| 06.10 → 10.10 | Short | 100.0% | +8.82% | 10.45 | 3 |
| 07.10 → 11.10 | Short | 100.0% |
| +7.60% |
| 13.65 |
| 3 |
| 06.10 → 11.10 | Short | 100.0% | +6.87% | 13.96 | 3 |
| 08.10 → 11.10 | Short | 100.0% | +5.46% | 16.20 | 3 |
| 06.10 → 09.10 | Short | 100.0% | +3.62% | 43.42 | 3 |
| 11.10 → 02.12 | Long | 66.7% | +168.99% | 1.50 | 3 |
| 12.10 → 02.12 | Long | 66.7% | +168.57% | 1.52 | 3 |