Over 2022 to 2025 (4 years of data), WALMEXMXMXN has tended to move short between 13.07 and 10.09, closing higher in 100.0% of those years for an average +6.99% move and an annualized Sharpe of 3.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Short | 100.0% | +6.99% | 3.48 | 3 |
| 12.07 → 10.09 | Short | 100.0% | +6.68% | 3.86 | 3 |
| 13.07 → 11.09 | Short | 100.0% | +6.50% | 4.69 | 3 |
| 13.07 → 08.09 | Short | 100.0% | +6.07% | 2.71 | 3 |
| 13.07 → 02.08 | Short | 100.0% | +5.77% | 4.53 | 3 |
| 13.07 → 06.09 | Short | 100.0% | +5.77% | 2.51 | 3 |
| 12.07 → 08.09 | Short | 100.0% | +5.76% | 2.93 | 3 |
| 13.07 → 07.09 | Short | 100.0% | +5.76% | 2.50 | 3 |