Mexico
Over 2022 to 2025 (4 years of data), WALMEXMXMXN has tended to move long between 09.10 and 27.10, closing higher in 100.0% of those years for an average +5.11% move and an annualized Sharpe of 5.92.
Best window
09.10 - 27.10
Direction
Long
Win rate
100.0%
Avg return
+5.11%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Long | 100.0% | +5.11% | 5.92 | 4 |
| 09.10 → 03.11 | Long | 100.0% | +5.05% | 4.87 | 4 |
| 09.10 → 02.11 | Long | 100.0% |
| +4.88% |
| 4.22 |
| 4 |
| 09.10 → 04.11 | Long | 100.0% | +4.68% | 4.45 | 4 |
| 09.10 → 28.10 | Long | 100.0% | +4.59% | 3.88 | 4 |
| 09.10 → 26.10 | Long | 100.0% | +4.42% | 4.74 | 4 |
| 09.10 → 06.12 | Long | 100.0% | +2.68% | 2.81 | 4 |
| 10.10 → 27.10 | Long | 75.0% | +5.44% | 4.92 | 4 |