Mexico
Over 2022 to 2025 (4 years of data), GRUMABMXMXN has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +8.59% move and an annualized Sharpe of 4.43.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+8.59%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +8.59% | 4.43 | 4 |
| 09.10 → 28.11 | Long | 100.0% | +7.84% | 2.38 | 4 |
| 11.10 → 11.11 | Long | 100.0% |
| +6.46% |
| 3.57 |
| 4 |
| 11.10 → 12.11 | Long | 100.0% | +6.40% | 2.99 | 4 |
| 11.10 → 23.10 | Long | 100.0% | +3.11% | 6.32 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +2.02% | 10.37 | 4 |
| 11.10 → 08.12 | Long | 75.0% | +10.48% | 2.02 | 4 |
| 09.10 → 08.12 | Long | 75.0% | +10.38% | 1.92 | 4 |