Mexico
Over 2022 to 2025 (4 years of data), MEGACPOMXMXN has tended to move short between 07.10 and 01.11, closing higher in 100.0% of those years for an average +4.45% move and an annualized Sharpe of 3.05.
Best window
07.10 - 01.11
Direction
Short
Win rate
100.0%
Avg return
+4.45%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 01.11 | Short | 100.0% | +4.45% | 3.05 | 4 |
| 07.10 → 02.11 | Short | 100.0% | +4.42% | 2.95 | 4 |
| 06.10 → 01.11 | Short | 100.0% |
| +4.22% |
| 2.99 |
| 4 |
| 06.10 → 02.11 | Short | 100.0% | +4.19% | 2.89 | 4 |
| 08.10 → 01.11 | Short | 100.0% | +3.82% | 2.65 | 4 |
| 08.10 → 02.11 | Short | 100.0% | +3.79% | 2.57 | 4 |
| 07.10 → 22.10 | Short | 100.0% | +3.56% | 4.98 | 4 |
| 07.10 → 21.10 | Short | 100.0% | +3.50% | 5.35 | 4 |