Crypto assets
Over 2021 to 2025 (5 years of data), YFIUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +7.60% move and an annualized Sharpe of 5.81.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+7.60%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +7.60% | 5.81 | 5 |
| 11.10 → 10.11 | Long | 80.0% | +16.81% | 2.19 | 5 |
| 11.10 → 09.11 | Long | 80.0% |
| +10.07% |
| 1.40 |
| 5 |
| 11.10 → 06.11 | Long | 80.0% | +6.84% | 3.43 | 5 |
| 11.10 → 08.11 | Long | 80.0% | +5.26% | 1.56 | 5 |
| 11.10 → 29.10 | Long | 80.0% | +4.85% | 3.56 | 5 |
| 07.10 → 17.10 | Short | 80.0% | +4.70% | 4.05 | 5 |
| 07.10 → 18.10 | Short | 80.0% | +4.40% | 4.19 | 5 |