Over 2017 to 2025 (9 years of data), BABAUSUSD has tended to move long between 08.09 and 12.09, closing higher in 77.8% of those years for an average +3.08% move and an annualized Sharpe of 5.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 12.09 | Long | 77.8% | +3.08% | 5.62 | 9 |
| 08.09 → 13.09 | Long | 77.8% | +3.04% | 4.54 | 9 |
| 09.09 → 12.09 | Long | 77.8% | +2.45% | 7.86 | 9 |
| 13.09 → 23.09 | Short | 77.8% | +1.78% | 1.89 | 9 |
| 14.09 → 23.09 | Short | 77.8% | +1.71% | 2.02 | 9 |
| 14.09 → 21.09 | Short | 77.8% | +1.14% | 1.63 | 9 |
| 13.09 → 24.09 | Short | 77.8% | +0.76% | 0.47 | 9 |
| 14.09 → 24.09 | Short | 77.8% | +0.69% | 0.47 | 9 |