Mexico
Over 2022 to 2026 (5 years of data), ASURBMXMXN has tended to move long between 06.10 and 10.10, closing higher in 100.0% of those years for an average +3.06% move and an annualized Sharpe of 6.04.
Best window
06.10 - 10.10
Direction
Long
Win rate
100.0%
Avg return
+3.06%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.10 | Long | 100.0% | +3.06% | 6.04 | 3 |
| 08.10 → 06.12 | Long | 75.0% | +6.70% | 1.47 | 4 |
| 09.10 → 06.12 | Long | 75.0% |
| +6.62% |
| 1.43 |
| 4 |
| 07.10 → 06.12 | Long | 75.0% | +6.53% | 1.40 | 4 |
| 08.10 → 07.12 | Long | 75.0% | +6.11% | 1.41 | 4 |
| 09.10 → 07.12 | Long | 75.0% | +6.04% | 1.36 | 4 |
| 06.10 → 05.12 | Long | 75.0% | +5.73% | 1.40 | 4 |
| 06.10 → 24.11 | Long | 75.0% | +5.58% | 1.68 | 4 |