Over 2017 to 2025 (9 years of data), BABAUSUSD has tended to move long between 07.07 and 24.07, closing higher in 88.9% of those years for an average +2.46% move and an annualized Sharpe of 1.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.07 | Long | 88.9% | +2.46% | 1.48 | 9 |
| 08.07 → 24.07 | Long | 88.9% | +2.42% | 1.61 | 9 |
| 07.07 → 16.07 | Long | 88.9% | +1.90% | 1.71 | 9 |
| 13.07 → 14.08 | Short | 77.8% | +2.72% | 1.14 | 9 |
| 13.07 → 07.08 | Short | 77.8% | +2.69% | 1.34 | 9 |
| 12.07 → 14.08 | Short | 77.8% | +2.49% | 1.07 | 9 |
| 07.07 → 14.07 | Long | 77.8% | +2.46% | 2.43 | 9 |
| 12.07 → 07.08 | Short | 77.8% | +2.45% | 1.24 | 9 |