Over 2022 to 2025 (4 years of data), PEOLESMXMXN has tended to move long between 23.07 and 27.08, closing higher in 100.0% of those years for an average +5.06% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 27.08 | Long | 100.0% | +5.06% | 3.01 | 3 |
| 25.07 → 27.08 | Long | 100.0% | +4.62% | 2.87 | 3 |
| 26.07 → 27.08 | Long | 100.0% | +4.45% | 2.33 | 3 |
| 21.07 → 03.08 | Short | 100.0% | +3.42% | 8.62 | 3 |
| 23.07 → 23.08 | Long | 100.0% | +3.41% | 5.54 | 3 |
| 23.07 → 26.08 | Long | 100.0% | +3.26% | 5.10 | 3 |
| 27.07 → 23.08 | Long | 100.0% | +3.25% | 4.17 | 3 |
| 22.07 → 03.08 | Short | 100.0% | +3.20% | 9.53 | 3 |