Mexico
Over 2022 to 2025 (4 years of data), BOLSAAMXMXN has tended to move long between 11.10 and 07.12, closing higher in 100.0% of those years for an average +5.03% move and an annualized Sharpe of 2.10.
Best window
11.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+5.03%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 100.0% | +5.03% | 2.10 | 4 |
| 11.10 → 08.12 | Long | 75.0% | +5.32% | 1.71 | 4 |
| 10.10 → 08.12 | Long | 75.0% |
| +5.17% |
| 1.66 |
| 4 |
| 09.10 → 08.12 | Long | 75.0% | +5.10% | 1.61 | 4 |
| 05.10 → 28.10 | Short | 75.0% | +4.98% | 2.43 | 4 |
| 08.10 → 28.10 | Short | 75.0% | +4.95% | 2.58 | 4 |
| 10.10 → 07.12 | Long | 75.0% | +4.89% | 2.00 | 4 |
| 06.10 → 28.10 | Short | 75.0% | +4.83% | 2.49 | 4 |