Over 2022 to 2025 (4 years of data), QMXMXN has tended to move short between 16.08 and 02.10, closing higher in 100.0% of those years for an average +4.83% move and an annualized Sharpe of 2.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 02.10 | Short | 100.0% | +4.83% | 2.32 | 3 |
| 16.08 → 01.10 | Short | 100.0% | +4.19% | 3.28 | 3 |
| 16.08 → 28.09 | Short | 100.0% | +3.47% | 3.12 | 3 |
| 16.08 → 29.09 | Short | 100.0% | +3.36% | 2.88 | 3 |
| 17.08 → 28.09 | Short | 100.0% | +3.27% | 2.88 | 3 |
| 17.08 → 29.09 | Short | 100.0% | +3.16% | 2.65 | 3 |
| 16.08 → 30.09 | Short | 100.0% | +2.82% | 2.11 | 3 |
| 16.08 → 27.09 | Short | 100.0% | +2.79% | 4.96 | 3 |