Over 2022 to 2025 (4 years of data), RAMXMXN has tended to move long between 22.08 and 02.09, closing higher in 100.0% of those years for an average +2.35% move and an annualized Sharpe of 10.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 02.09 | Long | 100.0% | +2.35% | 10.34 | 3 |
| 21.08 → 02.09 | Long | 100.0% | +2.21% | 4.88 | 3 |
| 16.08 → 26.08 | Short | 100.0% | +2.08% | 10.54 | 3 |
| 18.08 → 02.09 | Long | 100.0% | +1.91% | 6.97 | 3 |
| 22.08 → 31.08 | Long | 100.0% | +1.76% | 10.43 | 3 |
| 19.08 → 24.08 | Short | 100.0% | +1.75% | 7.84 | 3 |
| 16.08 → 24.08 | Short | 100.0% | +1.71% | 8.02 | 3 |
| 17.08 → 24.08 | Short | 100.0% | +1.65% | 6.02 | 3 |