Over 2022 to 2025 (4 years of data), ALSEAMXMXN has tended to move short between 13.07 and 20.07, closing higher in 100.0% of those years for an average +3.99% move and an annualized Sharpe of 30.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.07 | Short | 100.0% | +3.99% | 30.14 | 3 |
| 07.07 → 20.07 | Short | 100.0% | +3.80% | 12.77 | 3 |
| 13.07 → 21.07 | Short | 100.0% | +3.67% | 17.28 | 3 |
| 13.07 → 19.07 | Short | 100.0% | +3.59% | 34.10 | 3 |
| 07.07 → 21.07 | Short | 100.0% | +3.49% | 13.36 | 3 |
| 07.07 → 19.07 | Short | 100.0% | +3.40% | 14.71 | 3 |
| 13.07 → 18.07 | Short | 100.0% | +3.39% | 45.46 | 3 |
| 09.07 → 20.07 | Short | 100.0% | +3.23% | 9.94 | 3 |