Over 2022 to 2025 (4 years of data), PINFRAMXMXN has tended to move long between 08.07 and 29.08, closing higher in 100.0% of those years for an average +6.22% move and an annualized Sharpe of 3.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.08 | Long | 100.0% | +6.22% | 3.24 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +6.00% | 19.93 | 3 |
| 09.07 → 29.08 | Long | 100.0% | +5.80% | 2.91 | 3 |
| 09.07 → 12.07 | Long | 100.0% | +5.61% | 13.88 | 3 |
| 07.07 → 29.08 | Long | 100.0% | +5.60% | 3.16 | 3 |
| 07.07 → 12.07 | Long | 100.0% | +5.39% | 23.47 | 3 |
| 08.07 → 31.07 | Long | 100.0% | +5.20% | 5.89 | 3 |
| 08.07 → 15.07 | Long | 100.0% | +5.19% | 12.09 | 3 |