Mexico
Over 2022 to 2025 (4 years of data), ORBIAMXMXN has tended to move short between 09.10 and 28.10, closing higher in 100.0% of those years for an average +9.48% move and an annualized Sharpe of 5.68.
Best window
09.10 - 28.10
Direction
Short
Win rate
100.0%
Avg return
+9.48%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 28.10 | Short | 100.0% | +9.48% | 5.68 | 3 |
| 06.10 → 31.10 | Short | 100.0% | +8.21% | 4.05 | 4 |
| 06.10 → 28.10 | Short | 100.0% |
| +8.06% |
| 4.88 |
| 4 |
| 06.10 → 30.10 | Short | 100.0% | +7.97% | 4.07 | 4 |
| 07.10 → 31.10 | Short | 100.0% | +7.86% | 3.81 | 4 |
| 07.10 → 28.10 | Short | 100.0% | +7.72% | 4.61 | 4 |
| 07.10 → 30.10 | Short | 100.0% | +7.63% | 3.81 | 4 |
| 08.10 → 31.10 | Short | 100.0% | +7.35% | 3.51 | 4 |