

Over 1995 to 2025 (31 years of data), USDMXN has tended to move short between 09.07 and 18.07, closing higher in 77.4% of those years for an average +0.77% move and an annualized Sharpe of 4.58.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8055 |
| 3 | 99.7591 |
| 4 | 99.876 |
| 5 | 99.6494 |
| 6 | 98.8535 |
| 7 | 99.0638 |
| 8 | 99.0648 |
| 9 | 99.3501 |
| 10 | 99.5316 |
| 11 | 99.3422 |
| 12 | 98.8854 |
| 13 | 98.7295 |
| 14 | 98.4997 |
| 15 | 98.5641 |
| 16 | 99.2899 |
| 17 | 99.1537 |
| 18 | 99.2898 |
| 19 | 99.3747 |
| 20 | 98.9288 |
| 21 | 99.2045 |
| 22 | 99.395 |
| 23 | 99.329 |
| 24 | 99.2048 |
| 25 | 99.3542 |
| 26 | 99.467 |
| 27 | 100.114 |
| 28 | 99.9003 |
| 29 | 100.2423 |
| 30 | 100.3666 |
| 31 | 100.2381 |
| 32 | 99.5886 |
| 33 | 100.0459 |
| 34 | 99.6264 |
| 35 | 100.0705 |
| 36 | 99.8297 |
| 37 | 99.7738 |
| 38 | 99.5529 |
| 39 | 99.7029 |
| 40 | 99.3961 |
| 41 | 99.306 |
| 42 | 99.1171 |
| 43 | 99.1065 |
| 44 | 99.0171 |
| 45 | 98.5826 |
| 46 | 98.6261 |
| 47 | 98.779 |
| 48 | 98.5449 |
| 49 | 98.5893 |
| 50 | 98.9235 |
| 51 | 98.8153 |
| 52 | 99.0456 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 18.07 | Short | 77.4% | +0.77% | 4.58 | 31 |
| 08.07 → 14.07 | Short | 77.4% | +0.71% | 4.32 | 31 |
| 07.07 → 14.07 | Short | 77.4% | +0.67% | 3.49 | 31 |
| 08.07 → 26.07 | Short | 77.4% | +0.64% | 2.09 | 31 |
| 08.07 → 13.07 | Short | 77.4% | +0.60% | 3.87 | 31 |
| 09.07 → 14.07 | Short | 77.4% | +0.59% | 4.55 | 31 |
| 07.07 → 13.07 | Short | 77.4% |
| 53 |
|---|
| 99.2525 |
| 54 | 98.9605 |
|---|
| 55 | 99.2649 |
|---|
| 56 | 99.5508 |
|---|
| 57 | 99.4147 |
|---|
| 58 | 99.6572 |
|---|
| 59 | 99.5122 |
|---|
| 60 | 99.2733 |
|---|
| 61 | 99.1821 |
|---|
| 62 | 99.5513 |
|---|
| 63 | 99.8147 |
|---|
| 64 | 99.8092 |
|---|
| 65 | 99.7167 |
|---|
| 66 | 99.9886 |
|---|
| 67 | 100.1119 |
|---|
| 68 | 99.7443 |
|---|
| 69 | 99.7061 |
|---|
| 70 | 99.35 |
|---|
| 71 | 99.1736 |
|---|
| 72 | 99.7251 |
|---|
| 73 | 99.0751 |
|---|
| 74 | 99.4184 |
|---|
| 75 | 98.9416 |
|---|
| 76 | 98.7496 |
|---|
| 77 | 98.6778 |
|---|
| 78 | 98.9011 |
|---|
| 79 | 98.9807 |
|---|
| 80 | 98.8207 |
|---|
| 81 | 98.709 |
|---|
| 82 | 98.8646 |
|---|
| 83 | 98.4596 |
|---|
| 84 | 98.2169 |
|---|
| 85 | 98.2484 |
|---|
| 86 | 98.1336 |
|---|
| 87 | 98.0977 |
|---|
| 88 | 97.8671 |
|---|
| 89 | 97.7071 |
|---|
| 90 | 97.5757 |
|---|
| 91 | 97.2996 |
|---|
| 92 | 97.3506 |
|---|
| 93 | 97.0246 |
|---|
| 94 | 97.4438 |
|---|
| 95 | 97.8501 |
|---|
| 96 | 97.8815 |
|---|
| 97 | 97.8029 |
|---|
| 98 | 97.7696 |
|---|
| 99 | 97.2046 |
|---|
| 100 | 97.556 |
|---|
| 101 | 97.2853 |
|---|
| 102 | 96.9888 |
|---|
| 103 | 97.037 |
|---|
| 104 | 97.045 |
|---|
| 105 | 96.8729 |
|---|
| 106 | 96.7387 |
|---|
| 107 | 96.9544 |
|---|
| 108 | 96.7976 |
|---|
| 109 | 97.0178 |
|---|
| 110 | 97.079 |
|---|
| 111 | 97.2128 |
|---|
| 112 | 97.2189 |
|---|
| 113 | 97.172 |
|---|
| 114 | 96.9383 |
|---|
| 115 | 97.0578 |
|---|
| 116 | 97.4781 |
|---|
| 117 | 97.5 |
|---|
| 118 | 97.4146 |
|---|
| 119 | 97.4973 |
|---|
| 120 | 97.5845 |
|---|
| 121 | 97.6695 |
|---|
| 122 | 97.4608 |
|---|
| 123 | 97.3019 |
|---|
| 124 | 97.034 |
|---|
| 125 | 97.1565 |
|---|
| 126 | 96.9184 |
|---|
| 127 | 96.5915 |
|---|
| 128 | 96.6091 |
|---|
| 129 | 96.6739 |
|---|
| 130 | 96.3201 |
|---|
| 131 | 96.3359 |
|---|
| 132 | 96.5713 |
|---|
| 133 | 96.091 |
|---|
| 134 | 96.0049 |
|---|
| 135 | 95.9918 |
|---|
| 136 | 95.7766 |
|---|
| 137 | 95.7228 |
|---|
| 138 | 95.926 |
|---|
| 139 | 95.8254 |
|---|
| 140 | 95.6597 |
|---|
| 141 | 95.7403 |
|---|
| 142 | 95.9179 |
|---|
| 143 | 96.0106 |
|---|
| 144 | 95.7777 |
|---|
| 145 | 95.7902 |
|---|
| 146 | 95.4846 |
|---|
| 147 | 95.3829 |
|---|
| 148 | 95.4374 |
|---|
| 149 | 95.4984 |
|---|
| 150 | 95.9178 |
|---|
| 151 | 96.0207 |
|---|
| 152 | 95.9701 |
|---|
| 153 | 95.5172 |
|---|
| 154 | 95.7568 |
|---|
| 155 | 96.3357 |
|---|
| 156 | 96.3202 |
|---|
| 157 | 95.8702 |
|---|
| 158 | 96.1517 |
|---|
| 159 | 96.5961 |
|---|
| 160 | 96.5462 |
|---|
| 161 | 96.7334 |
|---|
| 162 | 96.9753 |
|---|
| 163 | 97.0374 |
|---|
| 164 | 97.6802 |
|---|
| 165 | 97.3635 |
|---|
| 166 | 97.1412 |
|---|
| 167 | 97.5881 |
|---|
| 168 | 97.6484 |
|---|
| 169 | 97.9706 |
|---|
| 170 | 97.8071 |
|---|
| 171 | 98.0581 |
|---|
| 172 | 97.6531 |
|---|
| 173 | 97.2758 |
|---|
| 174 | 96.9289 |
|---|
| 175 | 96.3612 |
|---|
| 176 | 96.018 |
|---|
| 177 | 96.1879 |
|---|
| 178 | 96.3086 |
|---|
| 179 | 96.6643 |
|---|
| 180 | 96.5579 |
|---|
| 181 | 96.5863 |
|---|
| 182 | 96.7473 |
|---|
| 183 | 96.6405 |
|---|
| 184 | 96.3199 |
|---|
| 185 | 96.2507 |
|---|
| 186 | 96.4045 |
|---|
| 187 | 96.9361 |
|---|
| 188 | 96.6545 |
|---|
| 189 | 96.5969 |
|---|
| 190 | 96.3833 |
|---|
| 191 | 96.1784 |
|---|
| 192 | 96.4052 |
|---|
| 193 | 96.2542 |
|---|
| 194 | 96.2033 |
|---|
| 195 | 96.0194 |
|---|
| 196 | 95.9438 |
|---|
| 197 | 95.8487 |
|---|
| 198 | 95.7478 |
|---|
| 199 | 95.8496 |
|---|
| 200 | 96.2346 |
|---|
| 201 | 96.6147 |
|---|
| 202 | 96.7904 |
|---|
| 203 | 96.5177 |
|---|
| 204 | 96.3344 |
|---|
| 205 | 96.4223 |
|---|
| 206 | 96.6696 |
|---|
| 207 | 96.662 |
|---|
| 208 | 96.4904 |
|---|
| 209 | 96.414 |
|---|
| 210 | 96.3942 |
|---|
| 211 | 96.7214 |
|---|
| 212 | 96.9708 |
|---|
| 213 | 96.9804 |
|---|
| 214 | 97.8529 |
|---|
| 215 | 98.1595 |
|---|
| 216 | 97.8071 |
|---|
| 217 | 98.0499 |
|---|
| 218 | 97.7024 |
|---|
| 219 | 98.102 |
|---|
| 220 | 97.6918 |
|---|
| 221 | 97.1686 |
|---|
| 222 | 96.9705 |
|---|
| 223 | 96.7446 |
|---|
| 224 | 96.574 |
|---|
| 225 | 96.7717 |
|---|
| 226 | 96.9766 |
|---|
| 227 | 96.7709 |
|---|
| 228 | 96.7101 |
|---|
| 229 | 96.8129 |
|---|
| 230 | 96.9977 |
|---|
| 231 | 97.1922 |
|---|
| 232 | 97.345 |
|---|
| 233 | 97.6806 |
|---|
| 234 | 97.6228 |
|---|
| 235 | 97.4999 |
|---|
| 236 | 96.9748 |
|---|
| 237 | 97.0093 |
|---|
| 238 | 97.3194 |
|---|
| 239 | 97.3032 |
|---|
| 240 | 97.8289 |
|---|
| 241 | 97.6379 |
|---|
| 242 | 97.8534 |
|---|
| 243 | 98.0041 |
|---|
| 244 | 98.0135 |
|---|
| 245 | 97.8276 |
|---|
| 246 | 97.8771 |
|---|
| 247 | 97.9984 |
|---|
| 248 | 98.3908 |
|---|
| 249 | 98.6822 |
|---|
| 250 | 98.6763 |
|---|
| 251 | 98.5502 |
|---|
| 252 | 98.4597 |
|---|
| 253 | 98.2798 |
|---|
| 254 | 98.0076 |
|---|
| 255 | 97.5811 |
|---|
| 256 | 97.4269 |
|---|
| 257 | 97.0069 |
|---|
| 258 | 96.9502 |
|---|
| 259 | 96.8484 |
|---|
| 260 | 96.9914 |
|---|
| 261 | 97.0338 |
|---|
| 262 | 96.9981 |
|---|
| 263 | 97.2836 |
|---|
| 264 | 97.6161 |
|---|
| 265 | 97.3611 |
|---|
| 266 | 97.5592 |
|---|
| 267 | 97.6607 |
|---|
| 268 | 97.8787 |
|---|
| 269 | 98.3915 |
|---|
| 270 | 98.566 |
|---|
| 271 | 98.5308 |
|---|
| 272 | 98.5009 |
|---|
| 273 | 98.519 |
|---|
| 274 | 98.4367 |
|---|
| 275 | 98.7086 |
|---|
| 276 | 98.7451 |
|---|
| 277 | 98.6692 |
|---|
| 278 | 99.1004 |
|---|
| 279 | 98.919 |
|---|
| 280 | 98.9868 |
|---|
| 281 | 99.0632 |
|---|
| 282 | 99.17 |
|---|
| 283 | 99.1261 |
|---|
| 284 | 99.2644 |
|---|
| 285 | 99.0161 |
|---|
| 286 | 98.8473 |
|---|
| 287 | 98.9882 |
|---|
| 288 | 98.8223 |
|---|
| 289 | 98.8801 |
|---|
| 290 | 99.1088 |
|---|
| 291 | 99.3846 |
|---|
| 292 | 99.4223 |
|---|
| 293 | 99.2588 |
|---|
| 294 | 99.258 |
|---|
| 295 | 99.2081 |
|---|
| 296 | 99.0758 |
|---|
| 297 | 99.1589 |
|---|
| 298 | 99.1893 |
|---|
| 299 | 99.1866 |
|---|
| 300 | 99.1084 |
|---|
| 301 | 99.1325 |
|---|
| 302 | 99.4347 |
|---|
| 303 | 99.4903 |
|---|
| 304 | 99.6046 |
|---|
| 305 | 99.3852 |
|---|
| 306 | 99.2631 |
|---|
| 307 | 98.8532 |
|---|
| 308 | 98.7324 |
|---|
| 309 | 98.4521 |
|---|
| 310 | 98.5873 |
|---|
| 311 | 98.3353 |
|---|
| 312 | 98.0791 |
|---|
| 313 | 98.7463 |
|---|
| 314 | 98.5187 |
|---|
| 315 | 98.6307 |
|---|
| 316 | 98.7316 |
|---|
| 317 | 98.9515 |
|---|
| 318 | 98.4105 |
|---|
| 319 | 98.3624 |
|---|
| 320 | 98.3211 |
|---|
| 321 | 98.4104 |
|---|
| 322 | 98.4712 |
|---|
| 323 | 98.3941 |
|---|
| 324 | 98.2278 |
|---|
| 325 | 98.7198 |
|---|
| 326 | 98.8813 |
|---|
| 327 | 99.0276 |
|---|
| 328 | 99.1293 |
|---|
| 329 | 99.0714 |
|---|
| 330 | 99.5052 |
|---|
| 331 | 99.6684 |
|---|
| 332 | 99.3107 |
|---|
| 333 | 99.2201 |
|---|
| 334 | 99.0434 |
|---|
| 335 | 98.749 |
|---|
| 336 | 98.8396 |
|---|
| 337 | 98.8388 |
|---|
| 338 | 98.9975 |
|---|
| 339 | 99.1397 |
|---|
| 340 | 98.9821 |
|---|
| 341 | 98.8914 |
|---|
| 342 | 98.7067 |
|---|
| 343 | 98.7752 |
|---|
| 344 | 98.7418 |
|---|
| 345 | 98.5871 |
|---|
| 346 | 98.501 |
|---|
| 347 | 98.2607 |
|---|
| 348 | 98.4552 |
|---|
| 349 | 98.3978 |
|---|
| 350 | 98.2032 |
|---|
| 351 | 98.3092 |
|---|
| 352 | 98.2625 |
|---|
| 353 | 98.4131 |
|---|
| 354 | 98.3424 |
|---|
| 355 | 97.8856 |
|---|
| 356 | 97.5933 |
|---|
| 357 | 97.2922 |
|---|
| 358 | 97.2767 |
|---|
| 359 | 97.3054 |
|---|
| 360 | 97.3251 |
|---|
| 361 | 97.4824 |
|---|
| 362 | 97.5521 |
|---|
| 363 | 97.5734 |
|---|
| 364 | 97.486 |
|---|
| 365 | 97.875 |
|---|
| 366 | 98.6937 |
|---|
| +0.57% |
| 2.97 |
| 31 |
| 08.07 → 17.07 | Short | 74.2% | +0.93% | 4.94 | 31 |