

Forex currencies
Over 1998 to 2025 (28 years of data), MXNJPY has tended to move long between 10.10 and 13.10, closing higher in 81.8% of those years for an average +2.01% move and an annualized Sharpe of 4.21.
Best window
10.10 - 13.10
Direction
Long
Win rate
81.8%
Avg return
+2.01%
Sample
11 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 13.10 | Long | 81.8% | +2.01% | 4.21 | 11 |
| 10.10 → 03.11 | Long | 81.8% | +1.80% | 2.53 | 11 |
| 10.10 → 07.11 | Long | 81.8% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0703 |
| 3 | 100.3013 |
| 4 | 100.4206 |
| 5 | 100.6512 |
| 6 | 100.7388 |
| 7 | 100.8484 |
| 8 | 100.5496 |
| 9 | 100.6097 |
| 10 | 100.7675 |
| 11 | 100.7446 |
| 12 | 100.6092 |
| 13 | 100.5448 |
| 14 | 100.615 |
| 15 | 100.4106 |
| 16 | 100.3911 |
| 17 | 100.5381 |
| 18 | 100.6382 |
| 19 | 100.7072 |
| 20 | 100.6541 |
| 21 | 100.4399 |
| 22 | 100.3739 |
| 23 | 100.1829 |
| 24 | 100.3948 |
| 25 | 100.4119 |
| 26 | 100.3895 |
| 27 | 100.2549 |
| 28 | 100.3629 |
| 29 | 100.1367 |
| 30 | 99.9866 |
| 31 | 100.0387 |
| 32 | 100.3395 |
| 33 | 100.2684 |
| 34 | 100.4451 |
| 35 | 100.3491 |
| 36 | 100.4589 |
| 37 | 100.6221 |
| 38 | 100.6706 |
| 39 | 100.6381 |
| 40 | 100.7453 |
| 41 | 100.4907 |
| 42 | 100.6554 |
| 43 | 100.7392 |
| 44 | 100.8419 |
| 45 | 100.8888 |
| 46 | 100.8181 |
| 47 | 100.9679 |
| 48 | 101.033 |
| 49 | 101.2306 |
| 50 | 101.1754 |
| 51 | 101.0751 |
| 52 | 100.9776 |
| 53 | 100.9398 |
| 54 | 100.763 |
| 55 | 101.1013 |
| 56 | 100.9011 |
| 57 | 100.8407 |
| 58 | 100.7232 |
| 59 | 100.7172 |
| 60 | 100.7317 |
| 61 | 100.7224 |
| 62 | 100.7112 |
| 63 | 100.9232 |
| 64 | 100.9325 |
| 65 | 101.063 |
| 66 | 100.8527 |
| 67 | 100.9953 |
| 68 | 101.0959 |
| 69 | 101.2555 |
| 70 | 101.2085 |
| 71 | 101.5106 |
| 72 | 101.4164 |
| 73 | 101.6259 |
| 74 | 101.4796 |
| 75 | 101.4337 |
| 76 | 101.6633 |
| 77 | 101.4814 |
| 78 | 101.2982 |
| 79 | 101.4886 |
| 80 | 101.5129 |
| 81 | 101.5149 |
| 82 | 101.4832 |
| 83 | 101.7332 |
| 84 | 101.8164 |
| 85 | 101.8442 |
| 86 | 101.7773 |
| 87 | 101.7978 |
| 88 | 101.8314 |
| 89 | 101.859 |
| 90 | 102.139 |
| 91 | 102.3618 |
| 92 | 102.664 |
| 93 | 102.7082 |
| 94 | 102.9316 |
| 95 | 103.0412 |
| 96 | 102.9595 |
| 97 | 102.9937 |
| 98 | 102.9475 |
| 99 | 103.3696 |
| 100 | 103.1817 |
| 101 | 103.1217 |
| 102 | 102.996 |
| 103 | 103.0133 |
| 104 | 102.918 |
| 105 | 102.8316 |
| 106 | 102.8957 |
| 107 | 102.7639 |
| 108 | 102.7898 |
| 109 | 103.0046 |
| 110 | 102.8836 |
| 111 | 103.0249 |
| 112 | 102.9298 |
| 113 | 103.0348 |
| 114 | 102.9676 |
| 115 | 103.0601 |
| 116 | 102.8742 |
| 117 | 102.6755 |
| 118 | 102.7595 |
| 119 | 102.8206 |
| 120 | 102.7325 |
| 121 | 102.8119 |
| 122 | 102.9013 |
| 123 | 102.9713 |
| 124 | 102.9488 |
| 125 | 102.6591 |
| 126 | 102.4363 |
| 127 | 102.6042 |
| 128 | 102.8274 |
| 129 | 102.828 |
| 130 | 103.0106 |
| 131 | 102.8393 |
| 132 | 102.9357 |
| 133 | 102.8667 |
| 134 | 102.9137 |
| 135 | 102.6565 |
| 136 | 102.5767 |
| 137 | 102.7706 |
| 138 | 102.804 |
| 139 | 102.7975 |
| 140 | 102.4021 |
| 141 | 102.3805 |
| 142 | 102.4626 |
| 143 | 102.4085 |
| 144 | 102.2009 |
| 145 | 102.2833 |
| 146 | 102.1447 |
| 147 | 102.3609 |
| 148 | 102.4806 |
| 149 | 102.3602 |
| 150 | 102.2922 |
| 151 | 102.1557 |
| 152 | 102.0003 |
| 153 | 102.1394 |
| 154 | 102.016 |
| 155 | 101.4093 |
| 156 | 101.3222 |
| 157 | 101.358 |
| 158 | 101.2757 |
| 159 | 101.1303 |
| 160 | 101.0814 |
| 161 | 101.2351 |
| 162 | 101.2622 |
| 163 | 101.0033 |
| 164 | 101.3254 |
| 165 | 101.3833 |
| 166 | 101.4811 |
| 167 | 101.2498 |
| 168 | 101.1987 |
| 169 | 101.3295 |
| 170 | 101.3176 |
| 171 | 101.3565 |
| 172 | 101.5431 |
| 173 | 101.4983 |
| 174 | 101.4178 |
| 175 | 101.3356 |
| 176 | 101.5378 |
| 177 | 101.3273 |
| 178 | 101.4861 |
| 179 | 101.664 |
| 180 | 101.6143 |
| 181 | 101.709 |
| 182 | 101.7496 |
| 183 | 101.6051 |
| 184 | 101.6937 |
| 185 | 101.8325 |
| 186 | 101.8237 |
| 187 | 101.8412 |
| 188 | 101.8562 |
| 189 | 101.7983 |
| 190 | 101.8512 |
| 191 | 101.6284 |
| 192 | 101.6306 |
| 193 | 101.5021 |
| 194 | 101.5242 |
| 195 | 101.6042 |
| 196 | 101.7092 |
| 197 | 101.4462 |
| 198 | 101.7076 |
| 199 | 101.7789 |
| 200 | 101.868 |
| 201 | 101.7705 |
| 202 | 101.6312 |
| 203 | 101.6815 |
| 204 | 101.8703 |
| 205 | 101.6534 |
| 206 | 101.4414 |
| 207 | 101.3707 |
| 208 | 101.4336 |
| 209 | 101.4764 |
| 210 | 101.3399 |
| 211 | 101.4196 |
| 212 | 101.3349 |
| 213 | 101.1788 |
| 214 | 101.1457 |
| 215 | 100.8023 |
| 216 | 100.9578 |
| 217 | 100.8225 |
| 218 | 100.9586 |
| 219 | 100.8188 |
| 220 | 100.943 |
| 221 | 101.07 |
| 222 | 100.8972 |
| 223 | 100.8619 |
| 224 | 100.9901 |
| 225 | 100.8997 |
| 226 | 100.8382 |
| 227 | 100.7458 |
| 228 | 100.7835 |
| 229 | 100.7623 |
| 230 | 100.8457 |
| 231 | 100.6992 |
| 232 | 100.6668 |
| 233 | 100.547 |
| 234 | 100.6883 |
| 235 | 100.7029 |
| 236 | 100.5844 |
| 237 | 100.5657 |
| 238 | 100.2845 |
| 239 | 100.0988 |
| 240 | 99.8643 |
| 241 | 99.9915 |
| 242 | 99.757 |
| 243 | 99.6832 |
| 244 | 99.6975 |
| 245 | 99.7101 |
| 246 | 99.7681 |
| 247 | 99.8762 |
| 248 | 99.4561 |
| 249 | 99.6401 |
| 250 | 99.4685 |
| 251 | 99.4727 |
| 252 | 99.3373 |
| 253 | 99.4938 |
| 254 | 99.4383 |
| 255 | 99.4693 |
| 256 | 99.5114 |
| 257 | 99.6437 |
| 258 | 99.8092 |
| 259 | 99.7519 |
| 260 | 99.8213 |
| 261 | 99.9833 |
| 262 | 100.0816 |
| 263 | 100.0611 |
| 264 | 99.8355 |
| 265 | 99.6235 |
| 266 | 99.7109 |
| 267 | 99.5726 |
| 268 | 99.3141 |
| 269 | 99.3977 |
| 270 | 99.364 |
| 271 | 99.1785 |
| 272 | 99.1762 |
| 273 | 99.1478 |
| 274 | 98.9403 |
| 275 | 98.9343 |
| 276 | 98.7655 |
| 277 | 98.957 |
| 278 | 99.195 |
| 279 | 99.2557 |
| 280 | 98.7262 |
| 281 | 98.699 |
| 282 | 98.5298 |
| 283 | 98.0881 |
| 284 | 98.3694 |
| 285 | 98.6195 |
| 286 | 98.7121 |
| 287 | 99.0596 |
| 288 | 98.8804 |
| 289 | 98.4922 |
| 290 | 98.5594 |
| 291 | 98.519 |
| 292 | 98.4594 |
| 293 | 98.3143 |
| 294 | 98.2833 |
| 295 | 98.2757 |
| 296 | 97.9895 |
| 297 | 98.2379 |
| 298 | 97.9422 |
| 299 | 98.0367 |
| 300 | 98.0199 |
| 301 | 97.9042 |
| 302 | 98.5759 |
| 303 | 98.4727 |
| 304 | 98.8848 |
| 305 | 98.6519 |
| 306 | 98.8618 |
| 307 | 98.9636 |
| 308 | 98.9472 |
| 309 | 99.1308 |
| 310 | 98.7577 |
| 311 | 98.6484 |
| 312 | 98.8435 |
| 313 | 98.4543 |
| 314 | 98.7056 |
| 315 | 98.675 |
| 316 | 98.5178 |
| 317 | 98.5319 |
| 318 | 98.8489 |
| 319 | 98.8861 |
| 320 | 98.8887 |
| 321 | 98.7921 |
| 322 | 98.8822 |
| 323 | 98.9507 |
| 324 | 98.7068 |
| 325 | 98.2941 |
| 326 | 98.5294 |
| 327 | 98.4777 |
| 328 | 98.5094 |
| 329 | 98.6585 |
| 330 | 98.3122 |
| 331 | 98.3607 |
| 332 | 98.4552 |
| 333 | 98.4842 |
| 334 | 98.4989 |
| 335 | 98.5754 |
| 336 | 98.5294 |
| 337 | 98.4759 |
| 338 | 98.5954 |
| 339 | 98.6453 |
| 340 | 98.8857 |
| 341 | 98.7004 |
| 342 | 98.5966 |
| 343 | 98.6469 |
| 344 | 98.4615 |
| 345 | 98.4804 |
| 346 | 98.6501 |
| 347 | 98.5122 |
| 348 | 98.6683 |
| 349 | 98.657 |
| 350 | 98.631 |
| 351 | 98.7014 |
| 352 | 98.8117 |
| 353 | 99.0394 |
| 354 | 99.1041 |
| 355 | 99.1995 |
| 356 | 99.2431 |
| 357 | 99.125 |
| 358 | 99.0576 |
| 359 | 99.0536 |
| 360 | 99.1172 |
| 361 | 99.0384 |
| 362 | 98.9136 |
| 363 | 98.7391 |
| 364 | 98.5571 |
| 365 | 98.3672 |
| 366 | 98.8255 |
| +1.49% |
| 1.68 |
| 11 |
| 08.10 → 13.10 | Long | 81.8% | +1.06% | 5.63 | 11 |
| 09.10 → 13.10 | Long | 81.8% | +0.93% | 4.23 | 11 |
| 11.10 → 14.10 | Long | 81.8% | +0.91% | 7.54 | 11 |
| 10.10 → 14.10 | Long | 72.7% | +1.85% | 4.13 | 11 |
| 10.10 → 02.11 | Long | 72.7% | +1.75% | 2.45 | 11 |