Over 2022 to 2025 (4 years of data), CEMEXCPOMXMXN has tended to move long between 07.07 and 25.08, closing higher in 100.0% of those years for an average +19.10% move and an annualized Sharpe of 8.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.08 | Long | 100.0% | +19.10% | 8.56 | 3 |
| 07.07 → 24.08 | Long | 100.0% | +18.63% | 9.56 | 3 |
| 08.07 → 25.08 | Long | 100.0% | +18.63% | 9.21 | 3 |
| 07.07 → 02.09 | Long | 100.0% | +18.50% | 4.65 | 3 |
| 07.07 → 01.09 | Long | 100.0% | +18.45% | 4.67 | 3 |
| 07.07 → 03.09 | Long | 100.0% | +18.27% | 3.98 | 3 |
| 08.07 → 24.08 | Long | 100.0% | +18.16% | 10.33 | 3 |
| 07.07 → 29.08 | Long | 100.0% | +18.03% | 4.38 | 3 |