Over 2022 to 2025 (4 years of data), ARCAMXMXN has tended to move short between 13.07 and 11.09, closing higher in 100.0% of those years for an average +4.27% move and an annualized Sharpe of 1.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Short | 100.0% | +4.27% | 1.79 | 3 |
| 12.07 → 09.09 | Short | 100.0% | +4.16% | 2.23 | 3 |
| 12.07 → 08.09 | Short | 100.0% | +4.15% | 2.29 | 3 |
| 12.07 → 10.09 | Short | 100.0% | +4.14% | 2.28 | 3 |
| 13.07 → 09.09 | Short | 100.0% | +4.10% | 2.28 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +4.09% | 2.34 | 3 |
| 13.07 → 10.09 | Short | 100.0% | +4.08% | 2.33 | 3 |
| 07.07 → 28.08 | Short | 100.0% | +3.50% | 3.68 | 3 |