United States
Over 2017 to 2026 (10 years of data), BABAUSUSD has tended to move short between 07.10 and 20.11, closing higher in 77.8% of those years for an average +7.19% move and an annualized Sharpe of 2.08.
Best window
07.10 - 20.11
Direction
Short
Win rate
77.8%
Avg return
+7.19%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 20.11 | Short | 77.8% | +7.19% | 2.08 | 9 |
| 07.10 → 21.11 | Short | 77.8% | +6.67% | 1.76 | 9 |
| 07.10 → 19.11 | Short | 77.8% |
| +6.51% |
| 1.87 |
| 9 |
| 07.10 → 22.11 | Short | 77.8% | +6.49% | 1.67 | 9 |
| 09.10 → 20.11 | Short | 77.8% | +6.40% | 1.96 | 9 |
| 08.10 → 20.11 | Short | 77.8% | +6.28% | 1.90 | 9 |
| 06.10 → 20.11 | Short | 77.8% | +6.23% | 1.75 | 9 |
| 08.10 → 21.11 | Short | 77.8% | +5.76% | 1.59 | 9 |