Mexico
Over 2022 to 2025 (4 years of data), GCARSOA1MXMXN has tended to move short between 07.10 and 14.10, closing higher in 100.0% of those years for an average +1.81% move and an annualized Sharpe of 7.85.
Best window
07.10 - 14.10
Direction
Short
Win rate
100.0%
Avg return
+1.81%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 14.10 | Short | 100.0% | +1.81% | 7.85 | 4 |
| 10.10 → 14.10 | Short | 100.0% | +1.20% | 9.91 | 4 |
| 09.10 → 30.11 | Long | 75.0% |
| +10.16% |
| 2.02 |
| 4 |
| 09.10 → 02.12 | Long | 75.0% | +9.81% | 2.01 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +9.66% | 2.15 | 4 |
| 08.10 → 30.11 | Long | 75.0% | +9.53% | 1.76 | 4 |
| 12.10 → 30.11 | Long | 75.0% | +9.44% | 2.54 | 4 |
| 11.10 → 30.11 | Long | 75.0% | +9.28% | 2.33 | 4 |