Over 2022 to 2025 (4 years of data), LABBMXMXN has tended to move long between 07.07 and 11.08, closing higher in 100.0% of those years for an average +11.57% move and an annualized Sharpe of 8.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Long | 100.0% | +11.57% | 8.55 | 3 |
| 08.07 → 11.08 | Long | 100.0% | +11.14% | 11.02 | 3 |
| 07.07 → 28.07 | Long | 100.0% | +10.54% | 35.08 | 3 |
| 08.07 → 06.09 | Long | 100.0% | +10.53% | 3.96 | 3 |
| 07.07 → 05.09 | Long | 100.0% | +10.45% | 6.40 | 3 |
| 07.07 → 04.09 | Long | 100.0% | +10.43% | 4.79 | 3 |
| 08.07 → 28.07 | Long | 100.0% | +10.15% | 22.69 | 3 |
| 07.07 → 10.08 | Long | 100.0% | +10.07% | 16.36 | 3 |