Over 2022 to 2025 (4 years of data), GRUMABMXMXN has tended to move long between 11.07 and 15.08, closing higher in 100.0% of those years for an average +5.44% move and an annualized Sharpe of 3.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.08 | Long | 100.0% | +5.44% | 3.89 | 3 |
| 11.07 → 16.08 | Long | 100.0% | +4.70% | 5.08 | 3 |
| 11.07 → 11.08 | Long | 100.0% | +4.46% | 4.98 | 3 |
| 11.07 → 14.08 | Long | 100.0% | +4.29% | 4.05 | 3 |
| 11.07 → 09.08 | Long | 100.0% | +4.26% | 4.99 | 3 |
| 12.07 → 15.08 | Long | 100.0% | +4.21% | 3.21 | 3 |
| 11.07 → 13.08 | Long | 100.0% | +4.14% | 5.12 | 3 |
| 15.07 → 15.08 | Long | 100.0% | +4.10% | 2.86 | 3 |