Mexico
Over 2022 to 2025 (4 years of data), KOFUBLMXMXN has tended to move long between 08.10 and 06.12, closing higher in 100.0% of those years for an average +9.70% move and an annualized Sharpe of 3.39.
Best window
08.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+9.70%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 06.12 | Long | 100.0% | +9.70% | 3.39 | 4 |
| 08.10 → 07.12 | Long | 100.0% | +9.41% | 3.73 | 4 |
| 08.10 → 05.12 | Long | 100.0% |
| +8.96% |
| 3.96 |
| 4 |
| 12.10 → 09.12 | Long | 100.0% | +8.95% | 3.26 | 4 |
| 08.10 → 04.12 | Long | 100.0% | +8.94% | 3.71 | 4 |
| 12.10 → 07.12 | Long | 100.0% | +8.82% | 3.44 | 4 |
| 09.10 → 07.12 | Long | 100.0% | +8.65% | 3.25 | 4 |
| 12.10 → 08.12 | Long | 100.0% | +8.64% | 3.42 | 4 |