Over 2022 to 2025 (4 years of data), LIVEPOLC1MXMXN has tended to move short between 12.07 and 06.09, closing higher in 100.0% of those years for an average +12.53% move and an annualized Sharpe of 3.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 06.09 | Short | 100.0% | +12.53% | 3.17 | 3 |
| 12.07 → 07.09 | Short | 100.0% | +12.49% | 2.90 | 3 |
| 12.07 → 08.09 | Short | 100.0% | +12.31% | 2.79 | 3 |
| 14.07 → 06.09 | Short | 100.0% | +11.97% | 3.67 | 3 |
| 14.07 → 07.09 | Short | 100.0% | +11.94% | 3.31 | 3 |
| 13.07 → 06.09 | Short | 100.0% | +11.87% | 3.58 | 3 |
| 13.07 → 07.09 | Short | 100.0% | +11.84% | 3.23 | 3 |
| 12.07 → 09.09 | Short | 100.0% | +11.77% | 2.54 | 3 |