Mexico
Over 2022 to 2025 (4 years of data), LABBMXMXN has tended to move long between 11.10 and 07.12, closing higher in 100.0% of those years for an average +11.90% move and an annualized Sharpe of 2.03.
Best window
11.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+11.90%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 100.0% | +11.90% | 2.03 | 4 |
| 10.10 → 07.12 | Long | 100.0% | +11.60% | 1.95 | 4 |
| 11.10 → 21.11 | Long | 100.0% |
| +11.54% |
| 6.99 |
| 3 |
| 09.10 → 07.12 | Long | 100.0% | +11.16% | 1.83 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +11.03% | 2.69 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +10.88% | 2.65 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +10.72% | 2.59 | 4 |
| 10.10 → 03.12 | Long | 100.0% | +10.58% | 2.54 | 4 |