Over 2022 to 2025 (4 years of data), GFNORTEOMXMXN has tended to move long between 19.08 and 07.10, closing higher in 100.0% of those years for an average +6.41% move and an annualized Sharpe of 4.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 07.10 | Long | 100.0% | +6.41% | 4.36 | 3 |
| 22.08 → 07.10 | Long | 100.0% | +6.32% | 3.77 | 3 |
| 19.08 → 11.10 | Long | 100.0% | +5.95% | 19.65 | 3 |
| 19.08 → 02.10 | Long | 100.0% | +5.90% | 5.44 | 3 |
| 22.08 → 11.10 | Long | 100.0% | +5.85% | 11.03 | 3 |
| 22.08 → 02.10 | Long | 100.0% | +5.80% | 5.06 | 3 |
| 18.08 → 07.10 | Long | 100.0% | +5.70% | 3.41 | 3 |
| 20.08 → 07.10 | Long | 100.0% | +5.70% | 4.72 | 3 |