Over 2022 to 2025 (4 years of data), AMXLMXMXN has tended to move short between 11.07 and 21.07, closing higher in 100.0% of those years for an average +4.70% move and an annualized Sharpe of 15.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Short | 100.0% | +4.70% | 15.59 | 3 |
| 11.07 → 19.07 | Short | 100.0% | +4.57% | 14.15 | 3 |
| 11.07 → 20.07 | Short | 100.0% | +4.53% | 13.81 | 3 |
| 11.07 → 18.07 | Short | 100.0% | +4.23% | 16.65 | 3 |
| 11.07 → 17.07 | Short | 100.0% | +3.65% | 21.11 | 3 |
| 10.07 → 21.07 | Short | 100.0% | +3.34% | 24.56 | 3 |
| 13.07 → 21.07 | Short | 100.0% | +3.32% | 26.89 | 3 |
| 12.07 → 21.07 | Short | 100.0% | +3.30% | 24.87 | 3 |