Over 2022 to 2025 (4 years of data), GCCMXMXN has tended to move long between 12.07 and 09.08, closing higher in 66.7% of those years for an average +3.59% move and an annualized Sharpe of 1.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 09.08 | Long | 66.7% | +3.59% | 1.93 | 3 |
| 12.07 → 06.08 | Long | 66.7% | +3.49% | 1.63 | 3 |
| 08.07 → 22.07 | Short | 66.7% | +3.47% | 2.56 | 3 |
| 11.07 → 09.08 | Long | 66.7% | +3.46% | 1.71 | 3 |
| 07.07 → 22.07 | Short | 66.7% | +3.40% | 2.39 | 3 |
| 11.07 → 06.08 | Long | 66.7% | +3.36% | 1.46 | 3 |
| 10.07 → 09.08 | Long | 66.7% | +3.31% | 1.27 | 3 |
| 12.07 → 10.08 | Long | 66.7% | +3.26% | 2.16 | 3 |