Mexico
Over 2022 to 2025 (4 years of data), OMABMXMXN has tended to move long between 06.10 and 25.11, closing higher in 100.0% of those years for an average +10.54% move and an annualized Sharpe of 2.40.
Best window
06.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+10.54%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 25.11 | Long | 100.0% | +10.54% | 2.40 | 4 |
| 08.10 → 25.11 | Long | 100.0% | +9.67% | 2.15 | 4 |
| 06.10 → 24.11 | Long | 100.0% |
| +9.66% |
| 2.06 |
| 4 |
| 06.10 → 04.12 | Long | 100.0% | +9.66% | 2.08 | 4 |
| 06.10 → 23.11 | Long | 100.0% | +9.45% | 1.88 | 4 |
| 07.10 → 25.11 | Long | 100.0% | +9.41% | 2.03 | 4 |
| 06.10 → 28.11 | Long | 100.0% | +9.40% | 2.30 | 4 |
| 06.10 → 27.11 | Long | 100.0% | +9.22% | 2.25 | 4 |