Mexico
Over 2022 to 2025 (4 years of data), VOLARAMXMXN has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +26.14% move and an annualized Sharpe of 4.77.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+26.14%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +26.14% | 4.77 | 4 |
| 10.10 → 06.12 | Long | 100.0% | +26.13% | 4.85 | 4 |
| 10.10 → 09.12 | Long | 100.0% |
| +25.95% |
| 5.04 |
| 4 |
| 10.10 → 08.12 | Long | 100.0% | +25.44% | 4.70 | 4 |
| 12.10 → 06.12 | Long | 100.0% | +25.29% | 4.76 | 4 |
| 10.10 → 07.12 | Long | 100.0% | +25.26% | 4.77 | 4 |
| 08.10 → 06.12 | Long | 100.0% | +25.18% | 4.26 | 4 |
| 12.10 → 09.12 | Long | 100.0% | +25.18% | 4.66 | 4 |