Over 2022 to 2025 (4 years of data), GAPBMXMXN has tended to move long between 08.07 and 29.08, closing higher in 100.0% of those years for an average +11.55% move and an annualized Sharpe of 2.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.08 | Long | 100.0% | +11.55% | 2.16 | 3 |
| 09.07 → 29.08 | Long | 100.0% | +11.19% | 2.37 | 3 |
| 07.07 → 29.08 | Long | 100.0% | +10.78% | 2.08 | 3 |
| 10.07 → 29.08 | Long | 100.0% | +9.92% | 2.33 | 3 |
| 11.07 → 29.08 | Long | 100.0% | +9.87% | 2.46 | 3 |
| 12.07 → 29.08 | Long | 100.0% | +9.12% | 2.64 | 3 |
| 13.07 → 29.08 | Long | 100.0% | +9.03% | 2.73 | 3 |
| 10.07 → 30.08 | Long | 100.0% | +8.41% | 2.01 | 3 |