Mexico
Over 2022 to 2025 (4 years of data), PINFRAMXMXN has tended to move long between 09.10 and 08.12, closing higher in 100.0% of those years for an average +17.10% move and an annualized Sharpe of 3.31.
Best window
09.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+17.10%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Long | 100.0% | +17.10% | 3.31 | 4 |
| 10.10 → 08.12 | Long | 100.0% | +16.50% | 3.11 | 4 |
| 12.10 → 08.12 | Long | 100.0% |
| +16.23% |
| 3.10 |
| 4 |
| 09.10 → 07.12 | Long | 100.0% | +16.19% | 3.70 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +16.09% | 3.04 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +15.99% | 3.09 | 4 |
| 09.10 → 06.12 | Long | 100.0% | +15.96% | 3.42 | 4 |
| 13.10 → 08.12 | Long | 100.0% | +15.77% | 2.98 | 4 |