Over 2022 to 2025 (4 years of data), GRUMABMXMXN has tended to move long between 08.07 and 15.08, closing higher in 100.0% of those years for an average +7.87% move and an annualized Sharpe of 3.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 15.08 | Long | 100.0% | +7.87% | 3.82 | 3 |
| 07.07 → 15.08 | Long | 100.0% | +7.57% | 4.06 | 3 |
| 08.07 → 12.08 | Long | 100.0% | +6.90% | 5.32 | 3 |
| 08.07 → 14.08 | Long | 100.0% | +6.79% | 4.20 | 3 |
| 08.07 → 10.08 | Long | 100.0% | +6.70% | 4.69 | 3 |
| 07.07 → 12.08 | Long | 100.0% | +6.62% | 5.86 | 3 |
| 08.07 → 11.08 | Long | 100.0% | +6.58% | 4.36 | 3 |
| 07.07 → 14.08 | Long | 100.0% | +6.50% | 4.56 | 3 |