Over 2022 to 2025 (4 years of data), GCARSOA1MXMXN has tended to move short between 13.07 and 01.08, closing higher in 100.0% of those years for an average +5.44% move and an annualized Sharpe of 4.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 01.08 | Short | 100.0% | +5.44% | 4.82 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +3.48% | 20.45 | 3 |
| 08.07 → 22.07 | Long | 100.0% | +3.36% | 20.88 | 3 |
| 08.07 → 16.07 | Long | 100.0% | +3.28% | 29.15 | 3 |
| 07.07 → 12.07 | Long | 100.0% | +3.15% | 18.48 | 3 |
| 08.07 → 14.07 | Long | 100.0% | +3.07% | 12.08 | 3 |
| 07.07 → 22.07 | Long | 100.0% | +3.03% | 13.87 | 3 |
| 08.07 → 15.07 | Long | 100.0% | +3.02% | 17.17 | 3 |