Over 2022 to 2025 (4 years of data), FEMSAUBDMXMXN has tended to move short between 09.07 and 03.09, closing higher in 100.0% of those years for an average +5.59% move and an annualized Sharpe of 1.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.09 | Short | 100.0% | +5.59% | 1.57 | 3 |
| 12.07 → 25.07 | Short | 100.0% | +2.58% | 8.65 | 3 |
| 11.07 → 25.07 | Short | 100.0% | +2.24% | 9.41 | 3 |
| 10.07 → 25.07 | Short | 100.0% | +2.08% | 6.49 | 3 |
| 12.07 → 24.07 | Short | 100.0% | +1.96% | 6.29 | 3 |
| 11.07 → 24.07 | Short | 100.0% | +1.62% | 4.92 | 3 |
| 12.07 → 15.07 | Short | 100.0% | +1.28% | 37.13 | 3 |
| 12.07 → 17.07 | Short | 100.0% | +0.90% | 13.30 | 3 |