Mexico
Over 2022 to 2025 (4 years of data), GAPBMXMXN has tended to move long between 06.10 and 30.11, closing higher in 100.0% of those years for an average +11.98% move and an annualized Sharpe of 5.29.
Best window
06.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+11.98%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 30.11 | Long | 100.0% | +11.98% | 5.29 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +11.82% | 3.38 | 4 |
| 09.10 → 07.12 | Long | 100.0% |
| +11.50% |
| 3.38 |
| 4 |
| 06.10 → 01.12 | Long | 100.0% | +11.40% | 5.52 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +11.36% | 3.72 | 4 |
| 07.10 → 06.12 | Long | 100.0% | +11.33% | 4.02 | 4 |
| 06.10 → 28.11 | Long | 100.0% | +11.25% | 6.48 | 4 |
| 06.10 → 27.11 | Long | 100.0% | +11.22% | 5.51 | 4 |