Over 2022 to 2025 (4 years of data), ASURBMXMXN has tended to move short between 07.07 and 09.08, closing higher in 100.0% of those years for an average +3.43% move and an annualized Sharpe of 13.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 09.08 | Short | 100.0% | +3.43% | 13.83 | 3 |
| 10.07 → 09.08 | Short | 100.0% | +3.27% | 4.54 | 3 |
| 13.07 → 03.08 | Short | 100.0% | +3.11% | 6.91 | 3 |
| 07.07 → 10.08 | Short | 100.0% | +3.08% | 8.71 | 3 |
| 07.07 → 03.08 | Short | 100.0% | +2.92% | 4.65 | 3 |
| 13.07 → 04.08 | Short | 100.0% | +2.89% | 5.25 | 3 |
| 11.07 → 03.08 | Short | 100.0% | +2.81% | 6.94 | 3 |
| 10.07 → 03.08 | Short | 100.0% | +2.80% | 9.71 | 3 |