Over 1999 to 2025 (27 years of data), EURMXN has tended to move long between 23.07 and 07.09, closing higher in 89.5% of those years for an average +2.37% move and an annualized Sharpe of 1.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 07.09 | Long | 89.5% | +2.37% | 1.44 | 19 |
| 24.07 → 22.09 | Long | 84.2% | +3.47% | 1.85 | 19 |
| 25.07 → 22.09 | Long | 84.2% | +3.28% | 1.87 | 19 |
| 25.07 → 23.09 | Long | 84.2% | +3.09% | 1.88 | 19 |
| 23.07 → 02.09 | Long | 84.2% | +2.58% | 1.74 | 19 |
| 23.07 → 08.09 | Long | 84.2% | +2.36% | 1.44 | 19 |
| 25.07 → 01.09 | Long | 84.2% | +2.34% | 1.82 | 19 |
| 24.07 → 07.09 | Long | 84.2% | +2.23% | 1.47 | 19 |