Over 2019 to 2025 (7 years of data), BATUSD has tended to move long between 12.07 and 15.07, closing higher in 100.0% of those years for an average +5.06% move and an annualized Sharpe of 15.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Long | 100.0% | +5.06% | 15.09 | 6 |
| 08.07 → 10.08 | Long | 85.7% | +10.28% | 2.74 | 7 |
| 08.07 → 14.08 | Long | 85.7% | +9.03% | 1.56 | 7 |
| 08.07 → 09.08 | Long | 85.7% | +8.73% | 2.15 | 7 |
| 08.07 → 08.08 | Long | 85.7% | +7.16% | 1.82 | 7 |
| 08.07 → 13.08 | Long | 85.7% | +6.86% | 1.18 | 7 |
| 13.07 → 03.09 | Short | 85.7% | +0.25% | 0.02 | 7 |
| 12.07 → 29.07 | Long | 83.3% | +8.03% | 6.28 | 6 |