Over 1998 to 2025 (28 years of data), MXNJPY has tended to move short between 28.07 and 30.08, closing higher in 81.8% of those years for an average +3.07% move and an annualized Sharpe of 1.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 30.08 | Short | 81.8% | +3.07% | 1.87 | 11 |
| 28.07 → 29.08 | Short | 81.8% | +3.04% | 1.83 | 11 |
| 25.07 → 28.07 | Short | 81.8% | +0.05% | 0.21 | 11 |
| 28.07 → 31.08 | Short | 80.0% | +3.32% | 2.11 | 10 |
| 26.07 → 10.09 | Short | 72.7% | +3.88% | 1.59 | 11 |
| 26.07 → 09.09 | Short | 72.7% | +3.81% | 1.73 | 11 |
| 26.07 → 11.09 | Short | 72.7% | +3.73% | 1.59 | 11 |
| 28.07 → 10.09 | Short | 72.7% | +3.67% | 1.63 | 11 |