

Over 1999 to 2025 (27 years of data), EURMXN has tended to move long between 10.07 and 05.09, closing higher in 59.3% of those years for an average +1.49% move and an annualized Sharpe of 0.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 05.09 | Long | 59.3% | +1.49% | 0.80 | 27 |
| 11.07 → 05.09 | Long | 59.3% | +1.48% | 0.79 | 27 |
| 12.07 → 05.09 | Long | 59.3% | +1.46% | 0.78 | 27 |
| 09.07 → 07.09 | Long | 55.6% | +1.78% | 0.91 | 27 |
| 13.07 → 02.09 | Long | 55.6% | +1.76% | 0.99 | 27 |
| 13.07 → 07.09 | Long | 55.6% | +1.76% | 0.89 | 27 |
| 07.07 → 04.09 | Long | 55.6% | +1.73% | 0.92 | 27 |
| 10.07 → 01.09 | Long | 55.6% | +1.72% | 0.99 | 27 |