Mexico
Over 2022 to 2025 (4 years of data), ALFAAMXMXN has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +11.64% move and an annualized Sharpe of 4.44.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+11.64%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +11.64% | 4.44 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +11.22% | 5.24 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +11.10% |
| 3.86 |
| 4 |
| 11.10 → 08.12 | Long | 100.0% | +10.83% | 6.48 | 4 |
| 10.10 → 08.12 | Long | 100.0% | +10.43% | 8.47 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +10.39% | 6.00 | 4 |
| 09.10 → 08.12 | Long | 100.0% | +10.37% | 7.91 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +10.07% | 6.10 | 4 |