Over 2022 to 2025 (4 years of data), RAMXMXN has tended to move short between 08.07 and 06.09, closing higher in 100.0% of those years for an average +8.07% move and an annualized Sharpe of 2.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Short | 100.0% | +8.07% | 2.99 | 3 |
| 08.07 → 05.09 | Short | 100.0% | +6.86% | 2.68 | 3 |
| 07.07 → 05.09 | Short | 100.0% | +6.58% | 2.74 | 3 |
| 13.07 → 26.08 | Short | 100.0% | +6.41% | 3.01 | 3 |
| 13.07 → 30.08 | Short | 100.0% | +6.38% | 2.62 | 3 |
| 13.07 → 07.08 | Short | 100.0% | +6.36% | 4.00 | 3 |
| 13.07 → 09.08 | Short | 100.0% | +6.29% | 3.81 | 3 |
| 08.07 → 07.08 | Short | 100.0% | +6.25% | 4.31 | 3 |