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$BTC 比特币的夏普比率显示,我们已经处于熊市的一个高级阶段——
这意味着与一年前相比,风险调整后的表现较低,但也表明在当前水平下的回报机会减少。
换句话说,今天将资金配置到比特币意味着未来几个月的预期回报较低,而相对风险也较低。
历史上,夏普比率甚至低于当前水平的读数曾与重大底部形成同步。
市场底部通常在风险与回报因素达到最压缩状态时形成。我们尚未达到那个极端,但已经接近了。
© Alphractal