Over 2022 to 2025 (4 years of data), KIMBERAMXMXN has tended to move long between 07.07 and 15.08, closing higher in 100.0% of those years for an average +7.55% move and an annualized Sharpe of 4.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 100.0% | +7.55% | 4.03 | 3 |
| 10.07 → 15.08 | Long | 100.0% | +7.46% | 5.82 | 3 |
| 08.07 → 15.08 | Long | 100.0% | +7.33% | 5.32 | 3 |
| 07.07 → 08.08 | Long | 100.0% | +7.26% | 5.08 | 3 |
| 07.07 → 09.08 | Long | 100.0% | +7.26% | 4.49 | 3 |
| 07.07 → 10.08 | Long | 100.0% | +7.24% | 4.35 | 3 |
| 10.07 → 08.08 | Long | 100.0% | +7.19% | 7.03 | 3 |
| 10.07 → 09.08 | Long | 100.0% | +7.19% | 5.99 | 3 |