Over 2022 to 2025 (4 years of data), QMXMXN has tended to move short between 09.07 and 25.07, closing higher in 100.0% of those years for an average +10.65% move and an annualized Sharpe of 27.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 25.07 | Short | 100.0% | +10.65% | 27.47 | 3 |
| 09.07 → 22.07 | Short | 100.0% | +10.53% | 19.09 | 3 |
| 09.07 → 02.08 | Short | 100.0% | +10.52% | 16.82 | 3 |
| 09.07 → 06.09 | Short | 100.0% | +10.50% | 3.35 | 3 |
| 09.07 → 23.07 | Short | 100.0% | +10.48% | 31.88 | 3 |
| 11.07 → 09.09 | Short | 100.0% | +10.48% | 3.23 | 3 |
| 09.07 → 30.07 | Short | 100.0% | +10.38% | 30.81 | 3 |
| 09.07 → 26.07 | Short | 100.0% | +10.37% | 37.62 | 3 |