Mexico
Over 2022 to 2025 (4 years of data), GMEXICOBMXMXN has tended to move long between 09.10 and 08.12, closing higher in 100.0% of those years for an average +10.62% move and an annualized Sharpe of 2.18.
Best window
09.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+10.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Long | 100.0% | +10.62% | 2.18 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +10.07% | 2.22 | 4 |
| 09.10 → 07.12 | Long | 100.0% |
| +9.28% |
| 2.14 |
| 4 |
| 05.10 → 08.10 | Short | 100.0% | +6.58% | 16.81 | 3 |
| 05.10 → 09.10 | Short | 100.0% | +5.81% | 14.87 | 3 |
| 05.10 → 24.10 | Short | 100.0% | +5.11% | 13.10 | 4 |
| 06.10 → 09.10 | Short | 100.0% | +5.05% | 12.25 | 3 |
| 05.10 → 22.10 | Short | 100.0% | +4.81% | 7.21 | 4 |