

Forex currencies
Over 1995 to 2025 (31 years of data), USDMXN has tended to move short between 08.10 and 11.10, closing higher in 70.0% of those years for an average +0.31% move and an annualized Sharpe of 3.05.
Best window
08.10 - 11.10
Direction
Short
Win rate
70.0%
Avg return
+0.31%
Sample
30 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 11.10 | Short | 70.0% | +0.31% | 3.05 | 30 |
| 08.10 → 12.10 | Short | 66.7% | +0.26% | 2.19 | 30 |
| 07.10 → 11.10 | Short | 66.7% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8576 |
| 3 | 99.8031 |
| 4 | 99.8601 |
| 5 | 99.6886 |
| 6 | 99.4157 |
| 7 | 99.528 |
| 8 | 99.6523 |
| 9 | 99.6545 |
| 10 | 99.6407 |
| 11 | 99.6062 |
| 12 | 99.4262 |
| 13 | 99.3432 |
| 14 | 99.1824 |
| 15 | 99.3185 |
| 16 | 99.431 |
| 17 | 99.2778 |
| 18 | 99.3265 |
| 19 | 99.3396 |
| 20 | 99.2907 |
| 21 | 99.506 |
| 22 | 99.5308 |
| 23 | 99.4584 |
| 24 | 99.3712 |
| 25 | 99.4151 |
| 26 | 99.3381 |
| 27 | 99.4428 |
| 28 | 99.3532 |
| 29 | 99.6003 |
| 30 | 99.8411 |
| 31 | 99.724 |
| 32 | 99.259 |
| 33 | 99.4345 |
| 34 | 99.142 |
| 35 | 99.3234 |
| 36 | 99.2954 |
| 37 | 99.1878 |
| 38 | 99.2541 |
| 39 | 99.3856 |
| 40 | 99.2263 |
| 41 | 99.4171 |
| 42 | 99.4339 |
| 43 | 99.2491 |
| 44 | 99.158 |
| 45 | 98.9628 |
| 46 | 99.0868 |
| 47 | 99.0804 |
| 48 | 98.9128 |
| 49 | 98.8814 |
| 50 | 99.0041 |
| 51 | 99.1232 |
| 52 | 99.1964 |
| 53 | 99.1245 |
| 54 | 99.2411 |
| 55 | 99.2087 |
| 56 | 99.3458 |
| 57 | 99.5368 |
| 58 | 99.7296 |
| 59 | 99.7616 |
| 60 | 99.6517 |
| 61 | 99.6851 |
| 62 | 99.5568 |
| 63 | 99.6004 |
| 64 | 99.6396 |
| 65 | 99.7796 |
| 66 | 100.1041 |
| 67 | 100.0691 |
| 68 | 100.1935 |
| 69 | 99.9181 |
| 70 | 99.7037 |
| 71 | 99.5412 |
| 72 | 99.8668 |
| 73 | 99.5878 |
| 74 | 99.7162 |
| 75 | 99.4772 |
| 76 | 99.3637 |
| 77 | 99.133 |
| 78 | 99.5484 |
| 79 | 99.4405 |
| 80 | 99.4246 |
| 81 | 99.4244 |
| 82 | 99.4868 |
| 83 | 99.5487 |
| 84 | 99.288 |
| 85 | 99.1653 |
| 86 | 99.1647 |
| 87 | 99.2191 |
| 88 | 98.9959 |
| 89 | 98.9427 |
| 90 | 98.797 |
| 91 | 98.4728 |
| 92 | 98.5358 |
| 93 | 98.3148 |
| 94 | 98.5141 |
| 95 | 98.5204 |
| 96 | 98.6686 |
| 97 | 98.4335 |
| 98 | 98.3569 |
| 99 | 97.9825 |
| 100 | 97.9915 |
| 101 | 97.894 |
| 102 | 97.7459 |
| 103 | 97.6876 |
| 104 | 97.6854 |
| 105 | 97.5993 |
| 106 | 97.7479 |
| 107 | 97.7815 |
| 108 | 97.8387 |
| 109 | 97.9775 |
| 110 | 98.1432 |
| 111 | 97.9879 |
| 112 | 98.2481 |
| 113 | 98.2604 |
| 114 | 98.3663 |
| 115 | 98.4149 |
| 116 | 98.6653 |
| 117 | 98.7815 |
| 118 | 98.4267 |
| 119 | 98.3222 |
| 120 | 98.2594 |
| 121 | 98.4772 |
| 122 | 98.5442 |
| 123 | 98.4388 |
| 124 | 98.582 |
| 125 | 98.6377 |
| 126 | 98.5931 |
| 127 | 98.5586 |
| 128 | 98.3641 |
| 129 | 98.4047 |
| 130 | 98.2278 |
| 131 | 98.3626 |
| 132 | 98.4427 |
| 133 | 98.4387 |
| 134 | 98.4336 |
| 135 | 98.4642 |
| 136 | 98.4642 |
| 137 | 98.5641 |
| 138 | 98.6481 |
| 139 | 98.5965 |
| 140 | 98.6176 |
| 141 | 98.462 |
| 142 | 98.4293 |
| 143 | 98.5026 |
| 144 | 98.5054 |
| 145 | 98.4571 |
| 146 | 98.4148 |
| 147 | 98.2119 |
| 148 | 98.3623 |
| 149 | 98.3418 |
| 150 | 98.626 |
| 151 | 98.7987 |
| 152 | 98.9574 |
| 153 | 98.7103 |
| 154 | 98.8858 |
| 155 | 98.9945 |
| 156 | 99.2092 |
| 157 | 99.0188 |
| 158 | 99.1383 |
| 159 | 99.1147 |
| 160 | 98.9249 |
| 161 | 99.081 |
| 162 | 99.0828 |
| 163 | 99.5227 |
| 164 | 99.2783 |
| 165 | 99.2509 |
| 166 | 99.1742 |
| 167 | 99.2542 |
| 168 | 99.3063 |
| 169 | 99.3169 |
| 170 | 99.4191 |
| 171 | 99.4521 |
| 172 | 99.2936 |
| 173 | 99.1993 |
| 174 | 99.0688 |
| 175 | 99.1161 |
| 176 | 99.0531 |
| 177 | 99.0376 |
| 178 | 99.0864 |
| 179 | 99.0084 |
| 180 | 99.0662 |
| 181 | 98.9424 |
| 182 | 98.8638 |
| 183 | 98.8371 |
| 184 | 98.6291 |
| 185 | 98.5202 |
| 186 | 98.6685 |
| 187 | 98.7495 |
| 188 | 98.6562 |
| 189 | 98.7374 |
| 190 | 98.661 |
| 191 | 98.5065 |
| 192 | 98.5553 |
| 193 | 98.4139 |
| 194 | 98.3005 |
| 195 | 98.2043 |
| 196 | 98.0735 |
| 197 | 98.1693 |
| 198 | 98.0197 |
| 199 | 97.9555 |
| 200 | 98.0539 |
| 201 | 98.1344 |
| 202 | 98.345 |
| 203 | 98.1523 |
| 204 | 98.0882 |
| 205 | 98.2922 |
| 206 | 98.2931 |
| 207 | 98.3658 |
| 208 | 98.3318 |
| 209 | 98.2471 |
| 210 | 98.3192 |
| 211 | 98.2867 |
| 212 | 98.402 |
| 213 | 98.5326 |
| 214 | 98.7192 |
| 215 | 98.7944 |
| 216 | 98.8474 |
| 217 | 98.9803 |
| 218 | 98.7385 |
| 219 | 98.9139 |
| 220 | 98.7947 |
| 221 | 98.6345 |
| 222 | 98.7883 |
| 223 | 98.7082 |
| 224 | 98.6811 |
| 225 | 98.7129 |
| 226 | 98.7168 |
| 227 | 98.7501 |
| 228 | 98.6207 |
| 229 | 98.6585 |
| 230 | 98.7107 |
| 231 | 98.9638 |
| 232 | 99.1111 |
| 233 | 99.2626 |
| 234 | 99.0963 |
| 235 | 99.2422 |
| 236 | 99.2864 |
| 237 | 99.4091 |
| 238 | 99.4196 |
| 239 | 99.5365 |
| 240 | 99.9223 |
| 241 | 99.7582 |
| 242 | 99.9833 |
| 243 | 100.0682 |
| 244 | 100.1252 |
| 245 | 100.0839 |
| 246 | 99.9626 |
| 247 | 99.9769 |
| 248 | 100.1458 |
| 249 | 99.9559 |
| 250 | 99.9156 |
| 251 | 99.9201 |
| 252 | 100.1896 |
| 253 | 99.948 |
| 254 | 99.902 |
| 255 | 99.7605 |
| 256 | 99.6504 |
| 257 | 99.5167 |
| 258 | 99.4322 |
| 259 | 99.3791 |
| 260 | 99.5167 |
| 261 | 99.4288 |
| 262 | 99.5192 |
| 263 | 99.6528 |
| 264 | 100.0008 |
| 265 | 100.0726 |
| 266 | 100.0813 |
| 267 | 100.3899 |
| 268 | 100.6319 |
| 269 | 100.7687 |
| 270 | 100.9093 |
| 271 | 100.7969 |
| 272 | 100.9003 |
| 273 | 101.0669 |
| 274 | 100.9988 |
| 275 | 100.8917 |
| 276 | 101.1344 |
| 277 | 100.9792 |
| 278 | 100.8809 |
| 279 | 100.6407 |
| 280 | 101.0115 |
| 281 | 101.0669 |
| 282 | 101.169 |
| 283 | 101.4467 |
| 284 | 101.2346 |
| 285 | 101.0657 |
| 286 | 101.1528 |
| 287 | 100.677 |
| 288 | 100.7544 |
| 289 | 101.0415 |
| 290 | 100.9375 |
| 291 | 100.9944 |
| 292 | 101.0239 |
| 293 | 101.1491 |
| 294 | 101.2292 |
| 295 | 101.2361 |
| 296 | 101.5337 |
| 297 | 101.3728 |
| 298 | 101.2936 |
| 299 | 101.339 |
| 300 | 101.2312 |
| 301 | 101.3514 |
| 302 | 101.3993 |
| 303 | 101.4459 |
| 304 | 101.5403 |
| 305 | 101.5998 |
| 306 | 101.4992 |
| 307 | 101.4627 |
| 308 | 101.3616 |
| 309 | 101.1778 |
| 310 | 101.3171 |
| 311 | 101.2654 |
| 312 | 101.1443 |
| 313 | 101.3456 |
| 314 | 101.5814 |
| 315 | 101.7961 |
| 316 | 102.1449 |
| 317 | 102.1598 |
| 318 | 101.9228 |
| 319 | 101.8921 |
| 320 | 101.7355 |
| 321 | 101.6972 |
| 322 | 101.7677 |
| 323 | 101.915 |
| 324 | 102.0862 |
| 325 | 102.2642 |
| 326 | 102.0962 |
| 327 | 102.3051 |
| 328 | 102.2704 |
| 329 | 102.1343 |
| 330 | 102.4295 |
| 331 | 102.4622 |
| 332 | 102.2578 |
| 333 | 102.2183 |
| 334 | 102.1825 |
| 335 | 102.0365 |
| 336 | 102.1424 |
| 337 | 102.0781 |
| 338 | 102.0603 |
| 339 | 102.1587 |
| 340 | 101.9477 |
| 341 | 102.018 |
| 342 | 102.117 |
| 343 | 102.0315 |
| 344 | 102.2113 |
| 345 | 102.3418 |
| 346 | 102.244 |
| 347 | 102.2014 |
| 348 | 102.227 |
| 349 | 102.2344 |
| 350 | 101.9154 |
| 351 | 101.8765 |
| 352 | 101.8108 |
| 353 | 102.0099 |
| 354 | 101.8678 |
| 355 | 101.9092 |
| 356 | 101.9514 |
| 357 | 102.0781 |
| 358 | 102.0561 |
| 359 | 102.0564 |
| 360 | 102.1248 |
| 361 | 102.1615 |
| 362 | 102.2464 |
| 363 | 102.3371 |
| 364 | 102.4343 |
| 365 | 102.4804 |
| 366 | 102.2863 |
| +0.25% |
| 1.75 |
| 30 |
| 10.10 → 13.10 | Short | 64.5% | +0.46% | 2.45 | 31 |
| 09.10 → 12.10 | Short | 64.5% | +0.22% | 2.13 | 31 |
| 05.10 → 11.10 | Short | 64.5% | +0.10% | 0.39 | 31 |
| 09.10 → 13.10 | Short | 64.5% | +0.10% | 0.79 | 31 |
| 05.10 → 12.10 | Short | 64.5% | +0.05% | 0.18 | 31 |