Over 2022 to 2025 (4 years of data), GMEXICOBMXMXN has tended to move short between 13.07 and 18.07, closing higher in 100.0% of those years for an average +3.53% move and an annualized Sharpe of 7.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 18.07 | Short | 100.0% | +3.53% | 7.51 | 3 |
| 13.07 → 19.07 | Short | 100.0% | +3.52% | 6.82 | 3 |
| 07.07 → 12.07 | Long | 100.0% | +3.30% | 18.62 | 3 |
| 11.07 → 18.07 | Short | 100.0% | +3.26% | 5.43 | 3 |
| 11.07 → 19.07 | Short | 100.0% | +3.25% | 5.05 | 3 |
| 07.07 → 14.07 | Long | 100.0% | +3.18% | 12.66 | 3 |
| 12.07 → 18.07 | Short | 100.0% | +3.15% | 5.72 | 3 |
| 07.07 → 13.07 | Long | 100.0% | +3.14% | 13.01 | 3 |