Over 2022 to 2025 (4 years of data), OMABMXMXN has tended to move long between 15.08 and 23.09, closing higher in 100.0% of those years for an average +9.19% move and an annualized Sharpe of 4.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 23.09 | Long | 100.0% | +9.19% | 4.50 | 3 |
| 15.08 → 13.09 | Long | 100.0% | +9.02% | 6.57 | 3 |
| 15.08 → 14.09 | Long | 100.0% | +8.90% | 6.55 | 3 |
| 15.08 → 21.09 | Long | 100.0% | +8.61% | 3.73 | 3 |
| 18.08 → 13.09 | Long | 100.0% | +8.44% | 4.96 | 3 |
| 15.08 → 18.09 | Long | 100.0% | +8.43% | 4.64 | 3 |
| 15.08 → 20.09 | Long | 100.0% | +8.38% | 3.68 | 3 |
| 18.08 → 14.09 | Long | 100.0% | +8.32% | 4.90 | 3 |