Mexico
Over 2022 to 2025 (4 years of data), ARCAMXMXN has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +10.89% move and an annualized Sharpe of 3.69.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+10.89%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +10.89% | 3.69 | 4 |
| 12.10 → 09.12 | Long | 100.0% | +10.24% | 3.30 | 4 |
| 12.10 → 08.12 | Long | 100.0% |
| +10.08% |
| 3.47 |
| 4 |
| 11.10 → 09.12 | Long | 100.0% | +9.68% | 3.15 | 4 |
| 12.10 → 07.12 | Long | 100.0% | +9.62% | 3.55 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +9.53% | 3.27 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +9.47% | 2.71 | 4 |
| 12.10 → 06.12 | Long | 100.0% | +9.45% | 3.19 | 4 |