Over 2019 to 2025 (7 years of data), BATUSD has tended to move long between 13.07 and 16.07, closing higher in 100.0% of those years for an average +4.58% move and an annualized Sharpe of 12.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 16.07 | Long | 100.0% | +4.58% | 12.29 | 6 |
| 17.07 → 13.09 | Short | 85.7% | +4.57% | 0.52 | 7 |
| 16.07 → 13.09 | Short | 85.7% | +3.86% | 0.41 | 7 |
| 17.07 → 15.09 | Short | 85.7% | +3.77% | 0.39 | 7 |
| 17.07 → 14.09 | Short | 85.7% | +3.28% | 0.35 | 7 |
| 16.07 → 14.09 | Short | 85.7% | +2.54% | 0.26 | 7 |
| 17.07 → 03.09 | Short | 85.7% | +1.14% | 0.10 | 7 |
| 17.07 → 05.09 | Short | 85.7% | -0.23% | -0.02 | 7 |