Over 2022 to 2025 (4 years of data), GFNORTEOMXMXN has tended to move short between 07.07 and 26.08, closing higher in 100.0% of those years for an average +4.59% move and an annualized Sharpe of 3.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.08 | Short | 100.0% | +4.59% | 3.11 | 3 |
| 07.07 → 25.08 | Short | 100.0% | +4.51% | 3.98 | 3 |
| 07.07 → 24.08 | Short | 100.0% | +4.36% | 3.91 | 3 |
| 07.07 → 31.08 | Short | 100.0% | +4.33% | 3.59 | 3 |
| 08.07 → 26.08 | Short | 100.0% | +4.32% | 3.06 | 3 |
| 07.07 → 23.08 | Short | 100.0% | +4.29% | 4.45 | 3 |
| 08.07 → 25.08 | Short | 100.0% | +4.23% | 4.03 | 3 |
| 08.07 → 24.08 | Short | 100.0% | +4.08% | 3.93 | 3 |