Over 2022 to 2025 (4 years of data), AMXLMXMXN has tended to move short between 11.07 and 20.07, closing higher in 100.0% of those years for an average +3.79% move and an annualized Sharpe of 19.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Short | 100.0% | +3.79% | 19.96 | 3 |
| 11.07 → 21.07 | Short | 100.0% | +3.74% | 19.27 | 3 |
| 11.07 → 19.07 | Short | 100.0% | +3.69% | 17.02 | 3 |
| 12.07 → 20.07 | Short | 100.0% | +3.58% | 10.34 | 3 |
| 11.07 → 22.07 | Short | 100.0% | +3.53% | 22.66 | 3 |
| 12.07 → 21.07 | Short | 100.0% | +3.53% | 9.98 | 3 |
| 12.07 → 19.07 | Short | 100.0% | +3.49% | 15.64 | 3 |
| 11.07 → 18.07 | Short | 100.0% | +3.41% | 15.26 | 3 |