Over 1998 to 2025 (28 years of data), MXNJPY has tended to move long between 13.07 and 18.07, closing higher in 29.6% of those years for an average +0.25% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 18.07 | Long | 29.6% | +0.25% | 1.26 | 27 |
| 08.07 → 31.08 | Short | 28.6% | +1.30% | 0.64 | 28 |
| 12.07 → 04.09 | Short | 28.6% | +1.24% | 0.58 | 28 |
| 12.07 → 05.09 | Short | 28.6% | +1.12% | 0.54 | 28 |
| 09.07 → 02.08 | Short | 28.6% | +0.57% | 0.54 | 28 |
| 08.07 → 02.08 | Short | 28.6% | +0.56% | 0.52 | 28 |
| 08.07 → 06.08 | Short | 28.6% | +0.51% | 0.35 | 28 |
| 11.07 → 06.08 | Short | 28.6% | +0.37% | 0.25 | 28 |