Over 2022 to 2025 (4 years of data), BOLSAAMXMXN has tended to move short between 11.07 and 07.09, closing higher in 100.0% of those years for an average +7.53% move and an annualized Sharpe of 10.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 07.09 | Short | 100.0% | +7.53% | 10.23 | 3 |
| 12.07 → 07.09 | Short | 100.0% | +7.48% | 9.96 | 3 |
| 13.07 → 07.09 | Short | 100.0% | +7.44% | 9.55 | 3 |
| 11.07 → 08.09 | Short | 100.0% | +7.42% | 11.11 | 3 |
| 12.07 → 08.09 | Short | 100.0% | +7.37% | 10.77 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +7.33% | 10.25 | 3 |
| 11.07 → 09.09 | Short | 100.0% | +7.21% | 9.37 | 3 |
| 11.07 → 06.09 | Short | 100.0% | +7.19% | 6.75 | 3 |