Over 2022 to 2025 (4 years of data), KIMBERAMXMXN has tended to move short between 22.07 and 03.08, closing higher in 100.0% of those years for an average +3.59% move and an annualized Sharpe of 5.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 03.08 | Short | 100.0% | +3.59% | 5.99 | 3 |
| 22.07 → 04.08 | Short | 100.0% | +3.34% | 5.21 | 3 |
| 26.07 → 16.08 | Long | 100.0% | +3.27% | 5.35 | 3 |
| 22.07 → 02.08 | Short | 100.0% | +3.15% | 5.04 | 3 |
| 24.07 → 09.08 | Long | 100.0% | +3.13% | 6.57 | 3 |
| 24.07 → 15.08 | Long | 100.0% | +2.99% | 5.53 | 3 |
| 23.07 → 09.08 | Long | 100.0% | +2.77% | 5.79 | 3 |
| 23.07 → 15.08 | Long | 100.0% | +2.63% | 6.08 | 3 |