Crypto assets
Over 2021 to 2025 (5 years of data), XLMUSD has tended to move short between 07.10 and 11.10, closing higher in 100.0% of those years for an average +6.01% move and an annualized Sharpe of 13.49.
Best window
07.10 - 11.10
Direction
Short
Win rate
100.0%
Avg return
+6.01%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 11.10 | Short | 100.0% | +6.01% | 13.49 | 5 |
| 07.10 → 27.10 | Short | 80.0% | +6.83% | 3.63 | 5 |
| 08.10 → 27.10 | Short | 80.0% |
| +6.10% |
| 3.52 |
| 5 |
| 07.10 → 12.10 | Short | 80.0% | +6.02% | 10.15 | 5 |
| 07.10 → 10.10 | Short | 80.0% | +5.89% | 8.06 | 5 |
| 09.10 → 27.10 | Short | 80.0% | +5.33% | 2.84 | 5 |
| 08.10 → 12.10 | Short | 80.0% | +5.26% | 11.29 | 5 |
| 08.10 → 11.10 | Short | 80.0% | +5.22% | 14.42 | 5 |