Over 2022 to 2025 (4 years of data), ORBIAMXMXN has tended to move long between 13.08 and 02.09, closing higher in 100.0% of those years for an average +9.74% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 02.09 | Long | 100.0% | +9.74% | 4.40 | 3 |
| 12.08 → 02.09 | Long | 100.0% | +9.29% | 3.81 | 3 |
| 13.08 → 01.09 | Long | 100.0% | +9.00% | 4.38 | 3 |
| 13.08 → 29.08 | Long | 100.0% | +8.58% | 4.18 | 3 |
| 12.08 → 01.09 | Long | 100.0% | +8.55% | 3.77 | 3 |
| 13.08 → 31.08 | Long | 100.0% | +8.47% | 4.08 | 3 |
| 12.08 → 29.08 | Long | 100.0% | +8.13% | 3.61 | 3 |
| 12.08 → 31.08 | Long | 100.0% | +8.02% | 3.52 | 3 |