Over 2022 to 2025 (4 years of data), MEGACPOMXMXN has tended to move short between 26.08 and 12.10, closing higher in 100.0% of those years for an average +4.90% move and an annualized Sharpe of 23.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 12.10 | Short | 100.0% | +4.90% | 23.61 | 3 |
| 27.08 → 12.10 | Short | 100.0% | +4.63% | 20.41 | 3 |
| 26.08 → 21.10 | Short | 100.0% | +4.61% | 2.29 | 4 |
| 24.08 → 12.10 | Short | 100.0% | +4.47% | 9.75 | 3 |
| 26.08 → 24.10 | Short | 100.0% | +4.45% | 2.56 | 4 |
| 26.08 → 09.10 | Short | 100.0% | +4.44% | 8.24 | 3 |
| 28.08 → 12.10 | Short | 100.0% | +4.44% | 40.27 | 3 |
| 27.08 → 21.10 | Short | 100.0% | +4.41% | 2.14 | 4 |