Over 2022 to 2025 (4 years of data), PEOLESMXMXN has tended to move long between 07.07 and 27.08, closing higher in 100.0% of those years for an average +7.97% move and an annualized Sharpe of 1.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.08 | Long | 100.0% | +7.97% | 1.89 | 3 |
| 07.07 → 23.08 | Long | 100.0% | +5.75% | 2.29 | 3 |
| 08.07 → 23.08 | Long | 100.0% | +5.71% | 2.18 | 3 |
| 07.07 → 22.08 | Long | 100.0% | +5.53% | 2.17 | 3 |
| 08.07 → 22.08 | Long | 100.0% | +5.49% | 2.06 | 3 |
| 07.07 → 26.08 | Long | 100.0% | +4.95% | 1.95 | 3 |
| 13.07 → 25.07 | Short | 100.0% | +4.36% | 8.79 | 3 |
| 07.07 → 12.07 | Long | 100.0% | +4.32% | 22.44 | 3 |