Over 2022 to 2025 (4 years of data), LIVEPOLC1MXMXN has tended to move short between 12.07 and 07.09, closing higher in 100.0% of those years for an average +12.17% move and an annualized Sharpe of 2.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 07.09 | Short | 100.0% | +12.17% | 2.96 | 3 |
| 12.07 → 09.09 | Short | 100.0% | +12.09% | 2.67 | 3 |
| 12.07 → 06.09 | Short | 100.0% | +12.08% | 2.94 | 3 |
| 12.07 → 05.09 | Short | 100.0% | +11.84% | 3.31 | 3 |
| 12.07 → 08.09 | Short | 100.0% | +11.75% | 2.74 | 3 |
| 12.07 → 04.09 | Short | 100.0% | +11.72% | 3.21 | 3 |
| 12.07 → 10.09 | Short | 100.0% | +11.72% | 2.60 | 3 |
| 13.07 → 07.09 | Short | 100.0% | +11.69% | 3.20 | 3 |