Over 2022 to 2025 (4 years of data), PINFRAMXMXN has tended to move long between 22.08 and 12.09, closing higher in 100.0% of those years for an average +4.34% move and an annualized Sharpe of 5.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 12.09 | Long | 100.0% | +4.34% | 5.47 | 3 |
| 18.08 → 08.10 | Short | 100.0% | +4.20% | 3.03 | 3 |
| 17.08 → 08.10 | Short | 100.0% | +4.11% | 3.06 | 3 |
| 18.08 → 09.10 | Short | 100.0% | +4.09% | 2.88 | 3 |
| 17.08 → 09.10 | Short | 100.0% | +4.00% | 2.90 | 3 |
| 16.08 → 08.10 | Short | 100.0% | +3.92% | 2.28 | 3 |
| 18.08 → 07.10 | Short | 100.0% | +3.89% | 2.52 | 3 |
| 16.08 → 09.10 | Short | 100.0% | +3.81% | 2.11 | 3 |