Mexico
Over 2022 to 2025 (4 years of data), KIMBERAMXMXN has tended to move short between 06.10 and 12.10, closing higher in 100.0% of those years for an average +5.77% move and an annualized Sharpe of 24.94.
Best window
06.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+5.77%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 12.10 | Short | 100.0% | +5.77% | 24.94 | 3 |
| 07.10 → 12.10 | Short | 100.0% | +5.12% | 55.66 | 3 |
| 06.10 → 13.10 | Short | 100.0% |
| +4.93% |
| 11.80 |
| 4 |
| 06.10 → 11.10 | Short | 100.0% | +4.55% | 43.98 | 3 |
| 07.10 → 13.10 | Short | 100.0% | +4.44% | 16.06 | 4 |
| 06.10 → 09.10 | Short | 100.0% | +4.18% | 19.46 | 3 |
| 08.10 → 12.10 | Short | 100.0% | +4.01% | 35.28 | 3 |
| 06.10 → 14.10 | Short | 100.0% | +4.00% | 11.03 | 4 |