Mexico
Over 2022 to 2025 (4 years of data), QMXMXN has tended to move long between 08.10 and 07.12, closing higher in 100.0% of those years for an average +13.37% move and an annualized Sharpe of 2.89.
Best window
08.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+13.37%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 100.0% | +13.37% | 2.89 | 4 |
| 09.10 → 08.12 | Long | 100.0% | +12.81% | 2.59 | 4 |
| 10.10 → 09.12 | Long | 100.0% |
| +12.44% |
| 2.60 |
| 4 |
| 09.10 → 07.12 | Long | 100.0% | +12.36% | 2.48 | 4 |
| 10.10 → 08.12 | Long | 100.0% | +12.22% | 2.63 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +11.81% | 3.01 | 4 |
| 10.10 → 07.12 | Long | 100.0% | +11.78% | 2.52 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +11.59% | 3.05 | 4 |