Over 2022 to 2025 (4 years of data), ORBIAMXMXN has tended to move short between 13.07 and 13.08, closing higher in 100.0% of those years for an average +9.19% move and an annualized Sharpe of 8.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 13.08 | Short | 100.0% | +9.19% | 8.38 | 3 |
| 13.07 → 14.08 | Short | 100.0% | +8.51% | 7.92 | 3 |
| 13.07 → 12.08 | Short | 100.0% | +8.48% | 5.95 | 3 |
| 13.07 → 10.08 | Short | 100.0% | +8.31% | 7.85 | 3 |
| 13.07 → 11.08 | Short | 100.0% | +8.26% | 7.61 | 3 |
| 13.07 → 09.08 | Short | 100.0% | +8.18% | 7.72 | 3 |
| 12.07 → 13.08 | Short | 100.0% | +8.16% | 9.09 | 3 |
| 13.07 → 08.08 | Short | 100.0% | +7.80% | 7.48 | 3 |