Mexico
Over 2022 to 2025 (4 years of data), ELEKTRAMXMXN has tended to move short between 11.10 and 05.12, closing higher in 66.7% of those years for an average +23.84% move and an annualized Sharpe of 1.45.
Best window
11.10 - 05.12
Direction
Short
Win rate
66.7%
Avg return
+23.84%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Short | 66.7% | +23.84% | 1.45 | 3 |
| 12.10 → 05.12 | Short | 66.7% | +23.81% | 1.46 | 3 |
| 11.10 → 03.12 | Short | 66.7% |
| +23.53% |
| 1.47 |
| 3 |
| 12.10 → 03.12 | Short | 66.7% | +23.49% | 1.48 | 3 |
| 07.10 → 05.12 | Short | 66.7% | +23.47% | 1.37 | 3 |
| 08.10 → 05.12 | Short | 66.7% | +23.47% | 1.38 | 3 |
| 09.10 → 05.12 | Short | 66.7% | +23.47% | 1.39 | 3 |
| 06.10 → 05.12 | Short | 66.7% | +23.46% | 1.36 | 3 |