Over 2022 to 2025 (4 years of data), ASURBMXMXN has tended to move long between 26.07 and 23.09, closing higher in 100.0% of those years for an average +4.40% move and an annualized Sharpe of 1.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 23.09 | Long | 100.0% | +4.40% | 1.81 | 3 |
| 26.07 → 21.09 | Long | 100.0% | +4.33% | 2.00 | 3 |
| 26.07 → 22.09 | Long | 100.0% | +4.16% | 1.85 | 3 |
| 26.07 → 20.09 | Long | 100.0% | +3.93% | 1.73 | 3 |
| 26.07 → 24.09 | Long | 100.0% | +3.70% | 1.91 | 3 |
| 24.07 → 03.08 | Short | 100.0% | +2.98% | 5.21 | 3 |
| 26.07 → 31.07 | Long | 100.0% | +2.92% | 7.27 | 3 |
| 24.07 → 02.08 | Short | 100.0% | +2.82% | 6.06 | 3 |