

Forex currencies
Over 1999 to 2025 (27 years of data), EURMXN has tended to move short between 11.10 and 31.10, closing higher in 73.7% of those years for an average +0.44% move and an annualized Sharpe of 0.66.
Best window
11.10 - 31.10
Direction
Short
Win rate
73.7%
Avg return
+0.44%
Sample
19 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 31.10 | Short | 73.7% | +0.44% | 0.66 | 19 |
| 10.10 → 14.11 | Short | 68.4% | +1.26% | 0.85 | 19 |
| 08.10 → 15.11 | Short | 68.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.888 |
| 3 | 99.6904 |
| 4 | 99.6106 |
| 5 | 99.2448 |
| 6 | 99.0686 |
| 7 | 99.0946 |
| 8 | 99.263 |
| 9 | 99.1351 |
| 10 | 99.189 |
| 11 | 99.1706 |
| 12 | 99.2475 |
| 13 | 99.2542 |
| 14 | 99.2303 |
| 15 | 99.155 |
| 16 | 99.1512 |
| 17 | 99.0518 |
| 18 | 99.0961 |
| 19 | 99.0428 |
| 20 | 99.0273 |
| 21 | 99.2066 |
| 22 | 99.0827 |
| 23 | 99.153 |
| 24 | 99.1755 |
| 25 | 99.274 |
| 26 | 99.3313 |
| 27 | 99.5825 |
| 28 | 99.41 |
| 29 | 99.3805 |
| 30 | 99.4414 |
| 31 | 99.4222 |
| 32 | 99.341 |
| 33 | 99.422 |
| 34 | 99.2762 |
| 35 | 99.2298 |
| 36 | 99.1956 |
| 37 | 99.0636 |
| 38 | 99.0588 |
| 39 | 99.2198 |
| 40 | 99.3631 |
| 41 | 99.5206 |
| 42 | 99.4921 |
| 43 | 99.3885 |
| 44 | 99.2805 |
| 45 | 99.2661 |
| 46 | 99.3318 |
| 47 | 99.3336 |
| 48 | 99.1063 |
| 49 | 99.007 |
| 50 | 99.2097 |
| 51 | 99.2431 |
| 52 | 99.3318 |
| 53 | 99.2724 |
| 54 | 99.4821 |
| 55 | 99.4504 |
| 56 | 99.443 |
| 57 | 99.502 |
| 58 | 99.5794 |
| 59 | 99.603 |
| 60 | 99.4001 |
| 61 | 99.3867 |
| 62 | 99.4531 |
| 63 | 99.4512 |
| 64 | 99.4424 |
| 65 | 99.4917 |
| 66 | 99.7478 |
| 67 | 99.5499 |
| 68 | 99.5804 |
| 69 | 99.356 |
| 70 | 99.3646 |
| 71 | 99.1597 |
| 72 | 99.1494 |
| 73 | 99.0903 |
| 74 | 99.0852 |
| 75 | 99.1777 |
| 76 | 99.1568 |
| 77 | 99.3243 |
| 78 | 99.3958 |
| 79 | 99.3525 |
| 80 | 99.2892 |
| 81 | 99.2561 |
| 82 | 99.2034 |
| 83 | 99.1418 |
| 84 | 99.0296 |
| 85 | 99.1397 |
| 86 | 99.2004 |
| 87 | 99.2927 |
| 88 | 99.2552 |
| 89 | 99.1278 |
| 90 | 99.1057 |
| 91 | 98.9776 |
| 92 | 98.916 |
| 93 | 98.8336 |
| 94 | 98.7704 |
| 95 | 98.827 |
| 96 | 98.8721 |
| 97 | 98.7772 |
| 98 | 98.8446 |
| 99 | 98.591 |
| 100 | 98.8497 |
| 101 | 98.9317 |
| 102 | 98.9549 |
| 103 | 98.9944 |
| 104 | 98.8324 |
| 105 | 98.7753 |
| 106 | 98.8059 |
| 107 | 98.8073 |
| 108 | 98.835 |
| 109 | 98.7866 |
| 110 | 98.8951 |
| 111 | 98.735 |
| 112 | 98.7639 |
| 113 | 98.7773 |
| 114 | 98.8794 |
| 115 | 98.7934 |
| 116 | 98.926 |
| 117 | 99.0103 |
| 118 | 98.9738 |
| 119 | 99.0363 |
| 120 | 99.1577 |
| 121 | 99.2612 |
| 122 | 99.1181 |
| 123 | 99.0469 |
| 124 | 99.0619 |
| 125 | 99.0368 |
| 126 | 98.9888 |
| 127 | 98.8951 |
| 128 | 98.7134 |
| 129 | 98.6993 |
| 130 | 98.6311 |
| 131 | 98.6645 |
| 132 | 98.6412 |
| 133 | 98.5777 |
| 134 | 98.4916 |
| 135 | 98.5249 |
| 136 | 97.9477 |
| 137 | 97.9179 |
| 138 | 97.829 |
| 139 | 97.9149 |
| 140 | 98.0665 |
| 141 | 98.1965 |
| 142 | 98.1384 |
| 143 | 98.1574 |
| 144 | 98.1818 |
| 145 | 98.1386 |
| 146 | 98.1325 |
| 147 | 98.0902 |
| 148 | 98.128 |
| 149 | 98.2393 |
| 150 | 98.3657 |
| 151 | 98.3891 |
| 152 | 98.5495 |
| 153 | 98.5842 |
| 154 | 98.7024 |
| 155 | 98.7568 |
| 156 | 98.8867 |
| 157 | 98.878 |
| 158 | 99.0781 |
| 159 | 99.289 |
| 160 | 99.2859 |
| 161 | 99.1474 |
| 162 | 99.0302 |
| 163 | 99.1346 |
| 164 | 99.0659 |
| 165 | 98.9258 |
| 166 | 98.783 |
| 167 | 98.8814 |
| 168 | 98.9881 |
| 169 | 99.0219 |
| 170 | 99.0555 |
| 171 | 99.0522 |
| 172 | 99.0057 |
| 173 | 98.8647 |
| 174 | 98.9619 |
| 175 | 99.0395 |
| 176 | 98.8821 |
| 177 | 98.9275 |
| 178 | 98.9454 |
| 179 | 98.7806 |
| 180 | 98.924 |
| 181 | 98.91 |
| 182 | 99.0512 |
| 183 | 99.1285 |
| 184 | 99.0741 |
| 185 | 98.8939 |
| 186 | 98.8636 |
| 187 | 98.7073 |
| 188 | 98.635 |
| 189 | 98.7406 |
| 190 | 98.7041 |
| 191 | 98.7546 |
| 192 | 98.8198 |
| 193 | 98.8257 |
| 194 | 98.7223 |
| 195 | 98.6621 |
| 196 | 98.7685 |
| 197 | 98.847 |
| 198 | 98.6076 |
| 199 | 98.6075 |
| 200 | 98.6579 |
| 201 | 98.5615 |
| 202 | 98.6457 |
| 203 | 98.7982 |
| 204 | 98.7027 |
| 205 | 98.8435 |
| 206 | 98.9604 |
| 207 | 99.0687 |
| 208 | 99.1823 |
| 209 | 99.1219 |
| 210 | 99.0856 |
| 211 | 99.0309 |
| 212 | 99.0426 |
| 213 | 99.1207 |
| 214 | 99.1063 |
| 215 | 99.2976 |
| 216 | 99.2883 |
| 217 | 99.4068 |
| 218 | 99.4142 |
| 219 | 99.3685 |
| 220 | 99.39 |
| 221 | 99.1533 |
| 222 | 99.149 |
| 223 | 99.0519 |
| 224 | 99.0648 |
| 225 | 99.1764 |
| 226 | 99.1377 |
| 227 | 99.1807 |
| 228 | 99.0902 |
| 229 | 99.1502 |
| 230 | 99.0607 |
| 231 | 99.2595 |
| 232 | 99.4056 |
| 233 | 99.7087 |
| 234 | 99.7966 |
| 235 | 99.8581 |
| 236 | 100.0373 |
| 237 | 100.114 |
| 238 | 100.1094 |
| 239 | 100.1704 |
| 240 | 100.2154 |
| 241 | 100.2064 |
| 242 | 100.3186 |
| 243 | 100.1157 |
| 244 | 100.1955 |
| 245 | 100.2479 |
| 246 | 100.1928 |
| 247 | 100.0877 |
| 248 | 100.0953 |
| 249 | 100.001 |
| 250 | 100.0357 |
| 251 | 100.1213 |
| 252 | 100.1653 |
| 253 | 100.0293 |
| 254 | 100.0647 |
| 255 | 100.1252 |
| 256 | 100.2689 |
| 257 | 100.2054 |
| 258 | 100.2243 |
| 259 | 100.237 |
| 260 | 100.2938 |
| 261 | 100.3056 |
| 262 | 100.2458 |
| 263 | 100.3708 |
| 264 | 100.6178 |
| 265 | 100.8382 |
| 266 | 100.7838 |
| 267 | 100.7676 |
| 268 | 100.919 |
| 269 | 100.8815 |
| 270 | 100.8988 |
| 271 | 101.023 |
| 272 | 101.1284 |
| 273 | 101.1001 |
| 274 | 101.0818 |
| 275 | 100.8914 |
| 276 | 100.8528 |
| 277 | 100.7345 |
| 278 | 100.6286 |
| 279 | 100.6272 |
| 280 | 100.5915 |
| 281 | 100.6688 |
| 282 | 100.8666 |
| 283 | 100.9776 |
| 284 | 101.4518 |
| 285 | 101.435 |
| 286 | 101.2902 |
| 287 | 100.9716 |
| 288 | 101.0883 |
| 289 | 101.3984 |
| 290 | 101.3441 |
| 291 | 101.2619 |
| 292 | 101.3001 |
| 293 | 101.5156 |
| 294 | 101.5806 |
| 295 | 101.2719 |
| 296 | 101.5108 |
| 297 | 101.2908 |
| 298 | 101.2429 |
| 299 | 101.2673 |
| 300 | 101.2246 |
| 301 | 101.1136 |
| 302 | 101.0315 |
| 303 | 101.0109 |
| 304 | 100.9244 |
| 305 | 100.8997 |
| 306 | 100.9515 |
| 307 | 100.8617 |
| 308 | 100.9282 |
| 309 | 100.898 |
| 310 | 101.0877 |
| 311 | 100.9635 |
| 312 | 100.7928 |
| 313 | 100.9186 |
| 314 | 100.8664 |
| 315 | 100.849 |
| 316 | 100.8292 |
| 317 | 100.8216 |
| 318 | 100.8132 |
| 319 | 100.7059 |
| 320 | 100.7095 |
| 321 | 100.6275 |
| 322 | 100.7784 |
| 323 | 100.8115 |
| 324 | 100.8912 |
| 325 | 101.0497 |
| 326 | 101.0294 |
| 327 | 100.9878 |
| 328 | 101.0157 |
| 329 | 101.006 |
| 330 | 101.1451 |
| 331 | 101.1246 |
| 332 | 101.0983 |
| 333 | 100.8957 |
| 334 | 100.7895 |
| 335 | 100.8789 |
| 336 | 100.8281 |
| 337 | 101.0374 |
| 338 | 100.9669 |
| 339 | 100.9717 |
| 340 | 100.8643 |
| 341 | 100.8752 |
| 342 | 101.0505 |
| 343 | 101.1104 |
| 344 | 101.2911 |
| 345 | 101.418 |
| 346 | 101.4023 |
| 347 | 101.4652 |
| 348 | 101.3372 |
| 349 | 101.2045 |
| 350 | 101.2072 |
| 351 | 101.1211 |
| 352 | 101.1893 |
| 353 | 101.1581 |
| 354 | 100.9667 |
| 355 | 100.9468 |
| 356 | 101.0198 |
| 357 | 101.1388 |
| 358 | 101.2395 |
| 359 | 101.2736 |
| 360 | 101.3087 |
| 361 | 101.6045 |
| 362 | 101.6199 |
| 363 | 101.7461 |
| 364 | 101.9034 |
| 365 | 101.8715 |
| 366 | 101.3413 |
| +0.92% |
| 0.67 |
| 19 |
| 08.10 → 14.11 | Short | 68.4% | +0.90% | 0.67 | 19 |
| 11.10 → 17.11 | Short | 68.4% | +0.84% | 0.67 | 19 |
| 09.10 → 14.11 | Short | 68.4% | +0.83% | 0.63 | 19 |
| 10.10 → 31.10 | Short | 68.4% | +0.80% | 0.83 | 19 |
| 10.10 → 30.10 | Short | 68.4% | +0.75% | 0.78 | 19 |