Over 2022 to 2025 (4 years of data), KOFUBLMXMXN has tended to move long between 10.07 and 16.07, closing higher in 100.0% of those years for an average +2.64% move and an annualized Sharpe of 20.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 16.07 | Long | 100.0% | +2.64% | 20.94 | 3 |
| 10.07 → 20.07 | Long | 100.0% | +2.58% | 7.54 | 3 |
| 10.07 → 14.07 | Long | 100.0% | +2.56% | 9.95 | 3 |
| 10.07 → 17.07 | Long | 100.0% | +2.40% | 17.27 | 3 |
| 09.07 → 12.07 | Long | 100.0% | +2.34% | 12.56 | 3 |
| 10.07 → 18.07 | Long | 100.0% | +2.25% | 8.25 | 3 |
| 10.07 → 19.07 | Long | 100.0% | +2.24% | 7.68 | 3 |
| 11.07 → 16.07 | Long | 100.0% | +2.04% | 190.66 | 3 |