Over 2022 to 2025 (4 years of data), VOLARAMXMXN has tended to move long between 18.08 and 11.09, closing higher in 100.0% of those years for an average +9.53% move and an annualized Sharpe of 4.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 11.09 | Long | 100.0% | +9.53% | 4.17 | 3 |
| 18.08 → 12.09 | Long | 100.0% | +9.22% | 3.26 | 3 |
| 18.08 → 10.09 | Long | 100.0% | +8.17% | 3.92 | 3 |
| 18.08 → 08.09 | Long | 100.0% | +7.86% | 5.79 | 3 |
| 17.08 → 08.09 | Long | 100.0% | +6.76% | 4.35 | 3 |
| 18.08 → 09.09 | Long | 100.0% | +6.35% | 3.86 | 3 |
| 16.08 → 08.09 | Long | 100.0% | +6.15% | 3.83 | 3 |
| 15.08 → 08.09 | Long | 100.0% | +4.78% | 3.27 | 3 |