Over 2022 to 2025 (4 years of data), VOLARAMXMXN has tended to move long between 08.07 and 22.07, closing higher in 100.0% of those years for an average +7.45% move and an annualized Sharpe of 3.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 100.0% | +7.45% | 3.37 | 3 |
| 08.07 → 21.07 | Long | 100.0% | +6.09% | 4.85 | 3 |
| 07.07 → 22.07 | Long | 100.0% | +5.33% | 3.15 | 3 |
| 08.07 → 12.07 | Long | 100.0% | +5.28% | 10.65 | 3 |
| 10.07 → 22.07 | Long | 100.0% | +4.65% | 4.06 | 3 |
| 09.07 → 21.07 | Long | 100.0% | +4.64% | 4.56 | 3 |
| 08.07 → 11.07 | Long | 100.0% | +4.31% | 8.88 | 3 |
| 07.07 → 21.07 | Long | 100.0% | +4.08% | 5.21 | 3 |