Over 2022 to 2025 (4 years of data), WALMEXMXMXN has tended to move short between 17.08 and 08.10, closing higher in 100.0% of those years for an average +8.32% move and an annualized Sharpe of 3.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 08.10 | Short | 100.0% | +8.32% | 3.73 | 3 |
| 16.08 → 08.10 | Short | 100.0% | +8.28% | 3.66 | 3 |
| 17.08 → 07.10 | Short | 100.0% | +8.06% | 4.78 | 3 |
| 16.08 → 07.10 | Short | 100.0% | +8.02% | 4.54 | 3 |
| 17.08 → 09.10 | Short | 100.0% | +7.66% | 3.10 | 3 |
| 16.08 → 09.10 | Short | 100.0% | +7.62% | 3.04 | 3 |
| 14.08 → 08.10 | Short | 100.0% | +7.55% | 3.43 | 3 |
| 15.08 → 08.10 | Short | 100.0% | +7.46% | 3.19 | 3 |