Mexico
Over 2022 to 2025 (4 years of data), AMXLMXMXN has tended to move long between 12.10 and 09.11, closing higher in 100.0% of those years for an average +10.30% move and an annualized Sharpe of 3.58.
Best window
12.10 - 09.11
Direction
Long
Win rate
100.0%
Avg return
+10.30%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 09.11 | Long | 100.0% | +10.30% | 3.58 | 3 |
| 08.10 → 06.11 | Long | 100.0% | +9.36% | 3.96 | 4 |
| 08.10 → 04.11 | Long | 100.0% |
| +9.29% |
| 4.13 |
| 4 |
| 08.10 → 11.11 | Long | 100.0% | +9.16% | 3.09 | 4 |
| 08.10 → 05.11 | Long | 100.0% | +9.15% | 3.71 | 4 |
| 08.10 → 14.11 | Long | 100.0% | +8.98% | 2.94 | 4 |
| 08.10 → 09.11 | Long | 100.0% | +8.88% | 2.93 | 4 |
| 08.10 → 12.11 | Long | 100.0% | +8.85% | 3.01 | 4 |