Over 2022 to 2025 (4 years of data), BBAJIOOMXMXN has tended to move short between 16.08 and 24.08, closing higher in 100.0% of those years for an average +3.74% move and an annualized Sharpe of 5.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 24.08 | Short | 100.0% | +3.74% | 5.69 | 3 |
| 17.08 → 24.08 | Short | 100.0% | +3.61% | 6.05 | 3 |
| 16.08 → 22.08 | Short | 100.0% | +2.89% | 8.80 | 3 |
| 17.08 → 22.08 | Short | 100.0% | +2.76% | 9.70 | 3 |
| 16.08 → 21.08 | Short | 100.0% | +2.59% | 12.25 | 3 |
| 17.08 → 21.08 | Short | 100.0% | +2.45% | 13.85 | 3 |
| 16.08 → 20.08 | Short | 100.0% | +1.89% | 16.86 | 3 |
| 17.08 → 20.08 | Short | 100.0% | +1.76% | 20.18 | 3 |