Mexico
Over 2022 to 2025 (4 years of data), CEMEXCPOMXMXN has tended to move long between 08.10 and 11.11, closing higher in 100.0% of those years for an average +16.24% move and an annualized Sharpe of 4.21.
Best window
08.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+16.24%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.11 | Long | 100.0% | +16.24% | 4.21 | 4 |
| 07.10 → 11.11 | Long | 100.0% | +16.10% | 3.92 | 4 |
| 08.10 → 01.12 | Long | 100.0% |
| +15.93% |
| 3.76 |
| 4 |
| 08.10 → 30.11 | Long | 100.0% | +15.91% | 3.49 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +15.85% | 4.06 | 4 |
| 07.10 → 01.12 | Long | 100.0% | +15.80% | 3.47 | 4 |
| 07.10 → 30.11 | Long | 100.0% | +15.77% | 3.25 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +15.73% | 4.13 | 4 |