Over 2022 to 2025 (4 years of data), BBAJIOOMXMXN has tended to move short between 13.07 and 05.08, closing higher in 100.0% of those years for an average +7.55% move and an annualized Sharpe of 6.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.08 | Short | 100.0% | +7.55% | 6.11 | 3 |
| 13.07 → 09.08 | Short | 100.0% | +7.49% | 5.41 | 3 |
| 13.07 → 07.08 | Short | 100.0% | +7.45% | 5.82 | 3 |
| 13.07 → 02.08 | Short | 100.0% | +7.32% | 6.47 | 3 |
| 13.07 → 01.08 | Short | 100.0% | +7.19% | 6.78 | 3 |
| 13.07 → 08.08 | Short | 100.0% | +7.15% | 5.71 | 3 |
| 13.07 → 23.08 | Short | 100.0% | +7.03% | 3.86 | 3 |
| 13.07 → 03.08 | Short | 100.0% | +6.92% | 7.10 | 3 |