Mexico
Over 2022 to 2025 (4 years of data), GFNORTEOMXMXN has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +3.66% move and an annualized Sharpe of 2.51.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+3.66%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +3.66% | 2.51 | 4 |
| 08.10 → 04.11 | Long | 75.0% | +4.54% | 1.82 | 4 |
| 09.10 → 04.11 | Long | 75.0% |
| +4.45% |
| 1.81 |
| 4 |
| 08.10 → 07.11 | Long | 75.0% | +4.32% | 2.66 | 4 |
| 08.10 → 06.11 | Long | 75.0% | +4.22% | 2.41 | 4 |
| 09.10 → 07.11 | Long | 75.0% | +4.22% | 2.61 | 4 |
| 09.10 → 06.11 | Long | 75.0% | +4.12% | 2.37 | 4 |
| 11.10 → 04.11 | Long | 75.0% | +3.86% | 1.75 | 4 |