Over 2022 to 2025 (4 years of data), ELEKTRAMXMXN has tended to move short between 12.07 and 20.08, closing higher in 100.0% of those years for an average +6.54% move and an annualized Sharpe of 4.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 20.08 | Short | 100.0% | +6.54% | 4.73 | 3 |
| 12.07 → 22.08 | Short | 100.0% | +6.53% | 4.67 | 3 |
| 12.07 → 23.08 | Short | 100.0% | +6.42% | 4.55 | 3 |
| 12.07 → 11.08 | Short | 100.0% | +6.29% | 5.57 | 3 |
| 13.07 → 20.08 | Short | 100.0% | +6.28% | 4.81 | 3 |
| 13.07 → 22.08 | Short | 100.0% | +6.26% | 4.75 | 3 |
| 12.07 → 21.08 | Short | 100.0% | +6.19% | 4.49 | 3 |
| 13.07 → 23.08 | Short | 100.0% | +6.16% | 4.62 | 3 |