Mexico
Over 2022 to 2025 (4 years of data), GCCMXMXN has tended to move long between 12.10 and 09.12, closing higher in 100.0% of those years for an average +17.68% move and an annualized Sharpe of 6.14.
Best window
12.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+17.68%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 09.12 | Long | 100.0% | +17.68% | 6.14 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +16.99% | 6.57 | 4 |
| 12.10 → 08.12 | Long | 100.0% |
| +16.91% |
| 5.93 |
| 4 |
| 10.10 → 09.12 | Long | 100.0% | +16.81% | 7.47 | 4 |
| 12.10 → 07.12 | Long | 100.0% | +16.68% | 5.70 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +16.56% | 6.04 | 4 |
| 12.10 → 11.12 | Long | 100.0% | +16.47% | 6.81 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +16.23% | 6.31 | 4 |