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MX Commodity-Upside

Live paper-track since 15 Jun 2026
Today+6.2%
Backtest CAGR+26.7%
Sharpe1.04
maxDD-36.0%
vol26.1%
edge vs ^MXX+19.3%
avg correlation0.17
Backtest vs ^MXX
By calendar year vs MXX
YearStratMXXΔ
2026*+42.3%+2.2%+40.1%
2025+62.6%+29.9%+32.7%
2024-27.4%-13.4%-14.0%
2023*+28.6%+7.6%+21.0%
* partial year

How it works

Mexican commodity producers by EV/EBITDA reversion upside. Equal weight.

Performance vs index

PeriodStrategy^MXXvs index
Day+6.2%+2.1%+4.0%
Week+16.0%+2.1%+13.9%
Month+8.9%-2.3%+11.2%

Portfolio (4 Aug 2026)

#HoldingWeightDayupside
1GMEXICOB
EV/EBITDA mean-reversion upside +0%.
100.0%+6.2%0%

Signal feed / trades

RebalanceSignalHoldingPrice (MXN)WeightResult
4 Aug 2026BuyGMEXICOB
Grupo Mexico (GMEXICOB)
EV/EBITDA mean-reversion upside +0%.
217.50100.0%
10 Jul 2026SellORBIA
Orbia Advance Corporation, S.A.B. de C.V.
dropped out of the top ranking (entry score was 45%)
22.53-1.1%
4 Jul 2026BuyORBIA
Orbia Advance Corporation, S.A.B. de C.V.
EV/EBITDA mean-reversion upside +45%.
22.79100.0%
SellGMEXICOB
Grupo Mexico (GMEXICOB)
dropped out of the top ranking (entry score was 3%)
202.40-5.5%
24 Jun 2026SellORBIA
Orbia Advance Corporation, S.A.B. de C.V.
dropped out of the top ranking (entry score was 53%)
21.56-0.8%
15 Jun 2026
initial book
BuyORBIA
Orbia Advance Corporation, S.A.B. de C.V.
EV/EBITDA mean-reversion upside +53%.
21.7450.0%
BuyGMEXICOB
Grupo Mexico (GMEXICOB)
EV/EBITDA mean-reversion upside +6%.
214.1750.0%

Prices are the frozen close on the signal date — the price at which the live paper-book starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.