Over 2022 to 2025 (4 years of data), OMABMXMXN has tended to move short between 13.07 and 25.08, closing higher in 100.0% of those years for an average +6.21% move and an annualized Sharpe of 3.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 25.08 | Short | 100.0% | +6.21% | 3.64 | 3 |
| 13.07 → 26.08 | Short | 100.0% | +6.13% | 3.55 | 3 |
| 13.07 → 24.08 | Short | 100.0% | +5.83% | 3.57 | 3 |
| 13.07 → 23.08 | Short | 100.0% | +5.71% | 4.00 | 3 |
| 13.07 → 21.08 | Short | 100.0% | +5.64% | 4.85 | 3 |
| 13.07 → 22.08 | Short | 100.0% | +5.60% | 4.32 | 3 |
| 11.07 → 25.08 | Short | 100.0% | +5.55% | 3.47 | 3 |
| 11.07 → 26.08 | Short | 100.0% | +5.47% | 3.41 | 3 |