Over 2022 to 2025 (4 years of data), GCARSOA1MXMXN has tended to move long between 15.08 and 19.09, closing higher in 100.0% of those years for an average +5.26% move and an annualized Sharpe of 2.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 19.09 | Long | 100.0% | +5.26% | 2.95 | 3 |
| 21.08 → 20.09 | Long | 100.0% | +4.89% | 4.34 | 3 |
| 21.08 → 19.09 | Long | 100.0% | +4.81% | 5.44 | 3 |
| 17.08 → 03.10 | Short | 100.0% | +4.28% | 5.14 | 3 |
| 17.08 → 21.08 | Short | 100.0% | +3.95% | 33.80 | 3 |
| 18.08 → 03.10 | Short | 100.0% | +3.65% | 8.25 | 3 |
| 17.08 → 22.08 | Short | 100.0% | +3.58% | 43.06 | 3 |
| 17.08 → 20.08 | Short | 100.0% | +3.41% | 17.74 | 3 |