Mexico
Over 2022 to 2025 (4 years of data), PEOLESMXMXN has tended to move long between 08.10 and 07.12, closing higher in 100.0% of those years for an average +23.46% move and an annualized Sharpe of 3.90.
Best window
08.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+23.46%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 100.0% | +23.46% | 3.90 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +21.02% | 4.66 | 4 |
| 08.10 → 05.12 | Long | 100.0% |
| +21.01% |
| 3.95 |
| 4 |
| 08.10 → 02.12 | Long | 100.0% | +20.10% | 3.73 | 4 |
| 05.10 → 01.12 | Long | 100.0% | +19.99% | 3.27 | 4 |
| 08.10 → 04.12 | Long | 100.0% | +19.94% | 3.86 | 4 |
| 06.10 → 01.12 | Long | 100.0% | +19.73% | 3.33 | 4 |
| 08.10 → 03.12 | Long | 100.0% | +19.73% | 3.85 | 4 |