Over 2022 to 2025 (4 years of data), MEGACPOMXMXN has tended to move short between 11.07 and 17.08, closing higher in 100.0% of those years for an average +5.55% move and an annualized Sharpe of 4.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.08 | Short | 100.0% | +5.55% | 4.07 | 3 |
| 09.07 → 17.08 | Short | 100.0% | +5.50% | 3.69 | 3 |
| 13.07 → 17.08 | Short | 100.0% | +5.37% | 5.26 | 3 |
| 11.07 → 19.08 | Short | 100.0% | +5.36% | 3.85 | 3 |
| 09.07 → 19.08 | Short | 100.0% | +5.32% | 3.61 | 3 |
| 12.07 → 17.08 | Short | 100.0% | +5.23% | 3.92 | 3 |
| 13.07 → 19.08 | Short | 100.0% | +5.19% | 5.01 | 3 |
| 11.07 → 20.08 | Short | 100.0% | +5.13% | 3.32 | 3 |