Mexico
Over 2022 to 2025 (4 years of data), LIVEPOLC1MXMXN has tended to move short between 06.10 and 12.10, closing higher in 100.0% of those years for an average +1.52% move and an annualized Sharpe of 11.43.
Best window
06.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+1.52%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 12.10 | Short | 100.0% | +1.52% | 11.43 | 3 |
| 06.10 → 09.10 | Short | 100.0% | +1.47% | 13.18 | 3 |
| 07.10 → 12.10 | Short | 100.0% |
| +1.41% |
| 18.63 |
| 3 |
| 06.10 → 11.10 | Short | 100.0% | +1.39% | 9.12 | 3 |
| 07.10 → 11.10 | Short | 100.0% | +1.28% | 11.68 | 3 |
| 09.10 → 12.10 | Short | 100.0% | +0.73% | 9.36 | 3 |
| 10.10 → 09.12 | Long | 75.0% | +13.70% | 1.78 | 4 |
| 12.10 → 09.12 | Long | 75.0% | +13.54% | 1.79 | 4 |