Mexico
Over 2022 to 2025 (4 years of data), LABBMXMXN has tended to move short between 15.09 and 18.09, closing higher in 100.0% of those years for an average +2.33% move and an annualized Sharpe of 28.56.
Best window
15.09 - 18.09
Direction
Short
Win rate
100.0%
Avg return
+2.33%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 18.09 | Short | 100.0% | +2.33% | 28.56 | 3 |
| 19.09 → 11.11 | Long | 75.0% | +9.92% | 1.45 | 4 |
| 18.09 → 11.11 | Long | 75.0% |
| +9.36% |
| 1.36 |
| 4 |
| 19.09 → 10.11 | Long | 75.0% | +9.24% | 1.41 | 4 |
| 17.09 → 11.11 | Long | 75.0% | +9.02% | 1.28 | 4 |
| 19.09 → 18.11 | Long | 75.0% | +8.98% | 1.32 | 4 |
| 19.09 → 17.11 | Long | 75.0% | +8.91% | 1.28 | 4 |
| 19.09 → 12.11 | Long | 75.0% | +8.79% | 1.24 | 4 |