Barnet lie four points above the relegation zone, having played two more games than the bottom two, and have only lost four of 14 league games since the Dutchman's arrival.
Davids, who won 76 caps for the Netherlands, has reiterated his commitment to Barnet.
"I think this is a very exciting league," he continued.
Edgar Davids factfile
Born 13 March 1973 in Surinam
Came through the youth ranks at Ajax
Won three league titles, the Champions League and the Uefa Cup with the Dutch side
Won three Serie A titles with Juventus and the Coppa Italia with Inter Milan
Was capped 76 times by the Netherlands
Had a short spell at Crystal Palace in 2010
"We have a long-term strategy. That is why we are always talking about progress.
"It is not only about one win or results for tomorrow but the future.
"We have to build for Barnet to be on a certain level."
Davids says he wants to help the Underhill outfit bring through more players from their academy.
"In the long-term we have to build on the team for next season and the one after and lead a youth academy that really produces quality players," he said.
"We know they are going to leave to bigger clubs but we don't mind.
"We just want to be a facility for the young players. The ones that don't leave can definitely reinforce us."
Davids has made 13 appearances in the Barnet midfield since joining the club but he was forced off against Exeter with injury and is a major doubt for the home match against fellow strugglers Aldershot Town on New Year's Day.
"Banged up, don't think ready for the next game," he tweeted on Sunday.
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