Over 2022 to 2025 (4 years of data), ALFAAMXMXN has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +12.03% move and an annualized Sharpe of 4.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +12.03% | 4.57 | 3 |
| 13.07 → 10.09 | Long | 100.0% | +10.22% | 4.31 | 3 |
| 12.07 → 10.09 | Long | 100.0% | +10.16% | 4.20 | 3 |
| 10.07 → 29.08 | Long | 100.0% | +5.81% | 2.54 | 3 |
| 10.07 → 04.09 | Long | 100.0% | +5.74% | 2.09 | 3 |
| 10.07 → 08.09 | Long | 100.0% | +5.52% | 2.02 | 3 |
| 10.07 → 30.08 | Long | 100.0% | +5.31% | 2.39 | 3 |
| 11.07 → 29.08 | Long | 100.0% | +5.02% | 2.62 | 3 |