Mexico
Over 2022 to 2025 (4 years of data), FEMSAUBDMXMXN has tended to move long between 08.10 and 11.11, closing higher in 100.0% of those years for an average +9.28% move and an annualized Sharpe of 3.51.
Best window
08.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+9.28%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.11 | Long | 100.0% | +9.28% | 3.51 | 4 |
| 10.10 → 11.11 | Long | 100.0% | +9.28% | 3.38 | 4 |
| 11.10 → 11.11 | Long | 100.0% |
| +9.25% |
| 3.58 |
| 4 |
| 12.10 → 11.11 | Long | 100.0% | +9.11% | 3.73 | 4 |
| 07.10 → 11.11 | Long | 100.0% | +8.84% | 3.13 | 4 |
| 09.10 → 11.11 | Long | 100.0% | +8.83% | 3.21 | 4 |
| 06.10 → 11.11 | Long | 100.0% | +8.23% | 2.79 | 4 |
| 08.10 → 12.11 | Long | 100.0% | +7.90% | 2.84 | 4 |