Over 2022 to 2025 (4 years of data), ALSEAMXMXN has tended to move long between 25.07 and 15.08, closing higher in 100.0% of those years for an average +7.01% move and an annualized Sharpe of 3.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 15.08 | Long | 100.0% | +7.01% | 3.15 | 3 |
| 25.07 → 16.08 | Long | 100.0% | +6.41% | 3.38 | 3 |
| 25.07 → 17.08 | Long | 100.0% | +4.45% | 4.51 | 3 |
| 25.07 → 18.08 | Long | 100.0% | +3.46% | 5.80 | 3 |
| 25.07 → 20.08 | Long | 100.0% | +3.40% | 8.86 | 3 |
| 25.07 → 23.08 | Long | 100.0% | +3.15% | 2.72 | 3 |
| 27.07 → 11.08 | Long | 100.0% | +3.10% | 3.31 | 3 |
| 25.07 → 19.08 | Long | 100.0% | +2.88% | 5.97 | 3 |