Over 2022 to 2025 (4 years of data), ALFAAMXMXN has tended to move long between 28.07 and 26.09, closing higher in 100.0% of those years for an average +20.18% move and an annualized Sharpe of 2.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 26.09 | Long | 100.0% | +20.18% | 2.61 | 3 |
| 28.07 → 25.09 | Long | 100.0% | +19.18% | 2.69 | 3 |
| 27.07 → 25.09 | Long | 100.0% | +18.95% | 2.61 | 3 |
| 28.07 → 24.09 | Long | 100.0% | +18.70% | 2.53 | 3 |
| 27.07 → 24.09 | Long | 100.0% | +18.47% | 2.46 | 3 |
| 26.07 → 24.09 | Long | 100.0% | +18.07% | 2.37 | 3 |
| 25.07 → 23.09 | Long | 100.0% | +16.74% | 2.79 | 3 |
| 25.07 → 22.09 | Long | 100.0% | +16.22% | 2.63 | 3 |