Over 2022 to 2025 (4 years of data), FEMSAUBDMXMXN has tended to move short between 22.07 and 26.07, closing higher in 100.0% of those years for an average +4.50% move and an annualized Sharpe of 12.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 26.07 | Short | 100.0% | +4.50% | 12.87 | 3 |
| 23.07 → 26.07 | Short | 100.0% | +4.17% | 15.67 | 3 |
| 22.07 → 15.09 | Short | 100.0% | +4.10% | 3.08 | 3 |
| 23.07 → 15.09 | Short | 100.0% | +3.77% | 3.16 | 3 |
| 24.07 → 15.09 | Short | 100.0% | +2.86% | 3.22 | 3 |
| 21.07 → 24.07 | Short | 100.0% | +2.62% | 13.18 | 3 |
| 22.07 → 25.07 | Short | 100.0% | +2.62% | 10.67 | 3 |
| 22.07 → 03.09 | Short | 66.7% | +6.18% | 2.01 | 3 |