Mexico
Over 2022 to 2025 (4 years of data), RAMXMXN has tended to move long between 10.10 and 09.12, closing higher in 75.0% of those years for an average +7.22% move and an annualized Sharpe of 1.56.
Best window
10.10 - 09.12
Direction
Long
Win rate
75.0%
Avg return
+7.22%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 09.12 | Long | 75.0% | +7.22% | 1.56 | 4 |
| 10.10 → 08.12 | Long | 75.0% | +7.15% | 1.57 | 4 |
| 11.10 → 09.12 | Long | 75.0% |
| +7.09% |
| 1.79 |
| 4 |
| 10.10 → 05.12 | Long | 75.0% | +7.07% | 1.61 | 4 |
| 11.10 → 08.12 | Long | 75.0% | +7.03% | 1.77 | 4 |
| 11.10 → 05.12 | Long | 75.0% | +6.95% | 1.82 | 4 |
| 10.10 → 05.11 | Long | 75.0% | +6.79% | 2.23 | 4 |
| 11.10 → 05.11 | Long | 75.0% | +6.70% | 2.45 | 4 |