Mexico
Over 2022 to 2025 (4 years of data), BBAJIOOMXMXN has tended to move long between 11.10 and 27.11, closing higher in 100.0% of those years for an average +4.62% move and an annualized Sharpe of 3.07.
Best window
11.10 - 27.11
Direction
Long
Win rate
100.0%
Avg return
+4.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 27.11 | Long | 100.0% | +4.62% | 3.07 | 4 |
| 11.10 → 05.11 | Long | 100.0% | +4.55% | 14.86 | 4 |
| 09.10 → 05.11 | Long | 100.0% |
| +4.45% |
| 4.92 |
| 4 |
| 11.10 → 04.11 | Long | 100.0% | +4.02% | 14.72 | 4 |
| 11.10 → 06.11 | Long | 100.0% | +3.83% | 6.05 | 4 |
| 11.10 → 03.11 | Long | 100.0% | +3.76% | 12.92 | 4 |
| 10.10 → 05.11 | Long | 100.0% | +3.72% | 5.13 | 4 |
| 10.10 → 23.10 | Short | 100.0% | +1.73% | 6.12 | 4 |