Mexico
Over 2022 to 2025 (4 years of data), ALSEAMXMXN has tended to move short between 05.10 and 12.10, closing higher in 100.0% of those years for an average +2.93% move and an annualized Sharpe of 9.19.
Best window
05.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+2.93%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 12.10 | Short | 100.0% | +2.93% | 9.19 | 3 |
| 06.10 → 12.10 | Short | 100.0% | +2.69% | 8.33 | 3 |
| 07.10 → 12.10 | Short | 100.0% |
| +2.56% |
| 8.51 |
| 3 |
| 09.10 → 12.10 | Short | 100.0% | +1.42% | 16.32 | 3 |
| 08.10 → 12.10 | Short | 100.0% | +0.98% | 9.06 | 3 |
| 05.10 → 30.11 | Short | 75.0% | +6.49% | 1.24 | 4 |
| 05.10 → 29.11 | Short | 75.0% | +6.43% | 1.30 | 4 |
| 05.10 → 01.12 | Short | 75.0% | +6.39% | 1.13 | 4 |