

Over 1992 to 2025 (34 years of data), AUDCAD has tended to move long between 11.07 and 17.07, closing higher in 69.7% of those years for an average +0.41% move and an annualized Sharpe of 2.55.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9149 |
| 3 | 99.9376 |
| 4 | 99.8679 |
| 5 | 99.7988 |
| 6 | 99.77 |
| 7 | 99.6025 |
| 8 | 99.6538 |
| 9 | 99.7428 |
| 10 | 99.9574 |
| 11 | 100.0273 |
| 12 | 100.2829 |
| 13 | 100.3196 |
| 14 | 100.2332 |
| 15 | 100.2426 |
| 16 | 100.0989 |
| 17 | 100.1566 |
| 18 | 100.2631 |
| 19 | 100.3923 |
| 20 | 100.4196 |
| 21 | 100.5086 |
| 22 | 100.5943 |
| 23 | 100.5161 |
| 24 | 100.4111 |
| 25 | 100.4691 |
| 26 | 100.4457 |
| 27 | 100.3508 |
| 28 | 100.5438 |
| 29 | 100.3807 |
| 30 | 100.339 |
| 31 | 100.2427 |
| 32 | 100.3798 |
| 33 | 100.2151 |
| 34 | 100.0594 |
| 35 | 100.2013 |
| 36 | 100.2162 |
| 37 | 100.1441 |
| 38 | 100.1804 |
| 39 | 100.2354 |
| 40 | 100.2191 |
| 41 | 100.2673 |
| 42 | 100.2023 |
| 43 | 100.181 |
| 44 | 100.1132 |
| 45 | 100.2762 |
| 46 | 100.2681 |
| 47 | 100.3451 |
| 48 | 100.2997 |
| 49 | 100.3819 |
| 50 | 100.5734 |
| 51 | 100.6717 |
| 52 | 100.5202 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Long | 69.7% | +0.41% | 2.55 | 33 |
| 08.07 → 18.07 | Long | 69.7% | +0.39% | 1.56 | 33 |
| 07.07 → 15.07 | Long | 69.7% | +0.38% | 2.03 | 33 |
| 08.07 → 14.07 | Long | 69.7% | +0.28% | 1.77 | 33 |
| 11.07 → 21.08 | Short | 69.7% | +0.13% | 0.14 | 33 |
| 07.07 → 21.07 | Long | 66.7% | +0.60% | 2.10 | 33 |
| 11.07 → 21.07 | Long | 66.7% |
| 53 |
|---|
| 100.6696 |
| 54 | 100.6438 |
|---|
| 55 | 100.5248 |
|---|
| 56 | 100.5409 |
|---|
| 57 | 100.2708 |
|---|
| 58 | 100.2788 |
|---|
| 59 | 100.2157 |
|---|
| 60 | 100.1867 |
|---|
| 61 | 100.177 |
|---|
| 62 | 100.3593 |
|---|
| 63 | 100.5237 |
|---|
| 64 | 100.6874 |
|---|
| 65 | 100.7552 |
|---|
| 66 | 100.7498 |
|---|
| 67 | 100.6491 |
|---|
| 68 | 100.7883 |
|---|
| 69 | 100.6553 |
|---|
| 70 | 100.65 |
|---|
| 71 | 100.7519 |
|---|
| 72 | 100.6343 |
|---|
| 73 | 100.4884 |
|---|
| 74 | 100.3458 |
|---|
| 75 | 100.2969 |
|---|
| 76 | 100.4752 |
|---|
| 77 | 100.6922 |
|---|
| 78 | 100.4922 |
|---|
| 79 | 100.3879 |
|---|
| 80 | 100.3308 |
|---|
| 81 | 100.4189 |
|---|
| 82 | 100.4016 |
|---|
| 83 | 100.5344 |
|---|
| 84 | 100.7195 |
|---|
| 85 | 100.539 |
|---|
| 86 | 100.5652 |
|---|
| 87 | 100.5616 |
|---|
| 88 | 100.4583 |
|---|
| 89 | 100.4234 |
|---|
| 90 | 100.2936 |
|---|
| 91 | 100.184 |
|---|
| 92 | 100.0362 |
|---|
| 93 | 100.0935 |
|---|
| 94 | 99.7603 |
|---|
| 95 | 99.7346 |
|---|
| 96 | 99.6552 |
|---|
| 97 | 99.7213 |
|---|
| 98 | 99.7733 |
|---|
| 99 | 99.9692 |
|---|
| 100 | 100.126 |
|---|
| 101 | 100.0143 |
|---|
| 102 | 100.1926 |
|---|
| 103 | 100.2412 |
|---|
| 104 | 100.2862 |
|---|
| 105 | 100.336 |
|---|
| 106 | 100.3024 |
|---|
| 107 | 100.3083 |
|---|
| 108 | 100.2722 |
|---|
| 109 | 100.2685 |
|---|
| 110 | 100.3243 |
|---|
| 111 | 100.3738 |
|---|
| 112 | 100.2153 |
|---|
| 113 | 100.1338 |
|---|
| 114 | 100.1886 |
|---|
| 115 | 100.1072 |
|---|
| 116 | 100.0594 |
|---|
| 117 | 100.093 |
|---|
| 118 | 100.0839 |
|---|
| 119 | 99.9783 |
|---|
| 120 | 99.7998 |
|---|
| 121 | 99.7449 |
|---|
| 122 | 99.9021 |
|---|
| 123 | 99.8709 |
|---|
| 124 | 99.829 |
|---|
| 125 | 99.7987 |
|---|
| 126 | 99.8044 |
|---|
| 127 | 99.6865 |
|---|
| 128 | 99.6868 |
|---|
| 129 | 99.5888 |
|---|
| 130 | 99.5064 |
|---|
| 131 | 99.4434 |
|---|
| 132 | 99.2082 |
|---|
| 133 | 99.2983 |
|---|
| 134 | 99.2853 |
|---|
| 135 | 99.1282 |
|---|
| 136 | 99.1158 |
|---|
| 137 | 99.1249 |
|---|
| 138 | 99.2127 |
|---|
| 139 | 99.2799 |
|---|
| 140 | 99.2674 |
|---|
| 141 | 99.2392 |
|---|
| 142 | 99.2006 |
|---|
| 143 | 99.0608 |
|---|
| 144 | 99.0901 |
|---|
| 145 | 99.111 |
|---|
| 146 | 99.088 |
|---|
| 147 | 99.1461 |
|---|
| 148 | 99.0347 |
|---|
| 149 | 99.0871 |
|---|
| 150 | 99.0879 |
|---|
| 151 | 98.9493 |
|---|
| 152 | 99.0718 |
|---|
| 153 | 99.3732 |
|---|
| 154 | 99.4886 |
|---|
| 155 | 99.6012 |
|---|
| 156 | 99.5422 |
|---|
| 157 | 99.5817 |
|---|
| 158 | 99.4423 |
|---|
| 159 | 99.4688 |
|---|
| 160 | 99.3341 |
|---|
| 161 | 99.2008 |
|---|
| 162 | 99.2928 |
|---|
| 163 | 99.2057 |
|---|
| 164 | 99.1887 |
|---|
| 165 | 99.2096 |
|---|
| 166 | 99.3266 |
|---|
| 167 | 99.5574 |
|---|
| 168 | 99.3466 |
|---|
| 169 | 99.4063 |
|---|
| 170 | 99.266 |
|---|
| 171 | 99.1828 |
|---|
| 172 | 99.1646 |
|---|
| 173 | 98.9482 |
|---|
| 174 | 99.1554 |
|---|
| 175 | 99.3025 |
|---|
| 176 | 99.2855 |
|---|
| 177 | 99.1723 |
|---|
| 178 | 99.0573 |
|---|
| 179 | 98.8599 |
|---|
| 180 | 98.978 |
|---|
| 181 | 99.0901 |
|---|
| 182 | 99.0846 |
|---|
| 183 | 99.0116 |
|---|
| 184 | 98.789 |
|---|
| 185 | 98.7682 |
|---|
| 186 | 98.7697 |
|---|
| 187 | 98.9027 |
|---|
| 188 | 98.97 |
|---|
| 189 | 99.0487 |
|---|
| 190 | 99.1792 |
|---|
| 191 | 99.0715 |
|---|
| 192 | 99.0022 |
|---|
| 193 | 99.0332 |
|---|
| 194 | 99.1306 |
|---|
| 195 | 99.2739 |
|---|
| 196 | 99.2488 |
|---|
| 197 | 99.3211 |
|---|
| 198 | 99.2325 |
|---|
| 199 | 99.3611 |
|---|
| 200 | 99.3801 |
|---|
| 201 | 99.3307 |
|---|
| 202 | 99.2668 |
|---|
| 203 | 99.5014 |
|---|
| 204 | 99.4166 |
|---|
| 205 | 99.1778 |
|---|
| 206 | 99.2683 |
|---|
| 207 | 99.2698 |
|---|
| 208 | 99.4329 |
|---|
| 209 | 99.2354 |
|---|
| 210 | 99.2034 |
|---|
| 211 | 99.093 |
|---|
| 212 | 99.1207 |
|---|
| 213 | 99.0521 |
|---|
| 214 | 98.791 |
|---|
| 215 | 98.9746 |
|---|
| 216 | 99.0452 |
|---|
| 217 | 99.0093 |
|---|
| 218 | 99.1008 |
|---|
| 219 | 99.2925 |
|---|
| 220 | 99.1615 |
|---|
| 221 | 99.2435 |
|---|
| 222 | 99.0981 |
|---|
| 223 | 99.0666 |
|---|
| 224 | 98.9791 |
|---|
| 225 | 99.0346 |
|---|
| 226 | 99.0251 |
|---|
| 227 | 99.0081 |
|---|
| 228 | 99.0636 |
|---|
| 229 | 99.0145 |
|---|
| 230 | 98.7994 |
|---|
| 231 | 98.8072 |
|---|
| 232 | 98.7821 |
|---|
| 233 | 98.8302 |
|---|
| 234 | 98.8531 |
|---|
| 235 | 98.8681 |
|---|
| 236 | 98.7433 |
|---|
| 237 | 98.762 |
|---|
| 238 | 98.8044 |
|---|
| 239 | 98.7287 |
|---|
| 240 | 98.7045 |
|---|
| 241 | 98.8321 |
|---|
| 242 | 98.8468 |
|---|
| 243 | 98.6445 |
|---|
| 244 | 98.6194 |
|---|
| 245 | 98.7316 |
|---|
| 246 | 98.7686 |
|---|
| 247 | 98.6403 |
|---|
| 248 | 98.5999 |
|---|
| 249 | 98.4843 |
|---|
| 250 | 98.5016 |
|---|
| 251 | 98.5889 |
|---|
| 252 | 98.5749 |
|---|
| 253 | 98.6308 |
|---|
| 254 | 98.6201 |
|---|
| 255 | 98.6045 |
|---|
| 256 | 98.616 |
|---|
| 257 | 98.5815 |
|---|
| 258 | 98.5546 |
|---|
| 259 | 98.6086 |
|---|
| 260 | 98.6077 |
|---|
| 261 | 98.6394 |
|---|
| 262 | 98.5698 |
|---|
| 263 | 98.7278 |
|---|
| 264 | 98.4923 |
|---|
| 265 | 98.5643 |
|---|
| 266 | 98.3954 |
|---|
| 267 | 98.3787 |
|---|
| 268 | 98.2696 |
|---|
| 269 | 98.1564 |
|---|
| 270 | 98.2144 |
|---|
| 271 | 98.2509 |
|---|
| 272 | 98.3522 |
|---|
| 273 | 98.41 |
|---|
| 274 | 98.3949 |
|---|
| 275 | 98.3168 |
|---|
| 276 | 98.1136 |
|---|
| 277 | 98.1759 |
|---|
| 278 | 98.0899 |
|---|
| 279 | 98.0708 |
|---|
| 280 | 98.0327 |
|---|
| 281 | 98.0831 |
|---|
| 282 | 98.1769 |
|---|
| 283 | 98.1175 |
|---|
| 284 | 98.0939 |
|---|
| 285 | 98.232 |
|---|
| 286 | 98.2848 |
|---|
| 287 | 98.2763 |
|---|
| 288 | 98.3291 |
|---|
| 289 | 98.1835 |
|---|
| 290 | 98.2921 |
|---|
| 291 | 98.3971 |
|---|
| 292 | 98.6526 |
|---|
| 293 | 98.7503 |
|---|
| 294 | 98.6946 |
|---|
| 295 | 98.7001 |
|---|
| 296 | 98.7623 |
|---|
| 297 | 98.7263 |
|---|
| 298 | 98.8829 |
|---|
| 299 | 99.0679 |
|---|
| 300 | 99.2277 |
|---|
| 301 | 99.0146 |
|---|
| 302 | 98.9286 |
|---|
| 303 | 99.0878 |
|---|
| 304 | 99.0393 |
|---|
| 305 | 99.1861 |
|---|
| 306 | 99.0605 |
|---|
| 307 | 98.9994 |
|---|
| 308 | 99.2545 |
|---|
| 309 | 99.176 |
|---|
| 310 | 99.2529 |
|---|
| 311 | 99.1338 |
|---|
| 312 | 99.1923 |
|---|
| 313 | 98.9637 |
|---|
| 314 | 98.9481 |
|---|
| 315 | 99.0991 |
|---|
| 316 | 99.1174 |
|---|
| 317 | 99.2521 |
|---|
| 318 | 99.2812 |
|---|
| 319 | 99.3112 |
|---|
| 320 | 99.217 |
|---|
| 321 | 99.026 |
|---|
| 322 | 98.9708 |
|---|
| 323 | 99.0217 |
|---|
| 324 | 99.0231 |
|---|
| 325 | 98.8983 |
|---|
| 326 | 98.7991 |
|---|
| 327 | 98.8824 |
|---|
| 328 | 98.8929 |
|---|
| 329 | 98.8836 |
|---|
| 330 | 98.8546 |
|---|
| 331 | 99.0125 |
|---|
| 332 | 99.1281 |
|---|
| 333 | 99.2578 |
|---|
| 334 | 99.3285 |
|---|
| 335 | 99.232 |
|---|
| 336 | 99.3478 |
|---|
| 337 | 99.2813 |
|---|
| 338 | 99.2065 |
|---|
| 339 | 98.9708 |
|---|
| 340 | 98.9871 |
|---|
| 341 | 99.0257 |
|---|
| 342 | 99.0725 |
|---|
| 343 | 99.0127 |
|---|
| 344 | 99.2652 |
|---|
| 345 | 99.1236 |
|---|
| 346 | 99.0747 |
|---|
| 347 | 99.2326 |
|---|
| 348 | 99.2268 |
|---|
| 349 | 99.1843 |
|---|
| 350 | 99.1976 |
|---|
| 351 | 99.0924 |
|---|
| 352 | 99.2163 |
|---|
| 353 | 99.1032 |
|---|
| 354 | 99.1399 |
|---|
| 355 | 99.1816 |
|---|
| 356 | 99.2146 |
|---|
| 357 | 99.2302 |
|---|
| 358 | 99.1798 |
|---|
| 359 | 99.18 |
|---|
| 360 | 99.2259 |
|---|
| 361 | 99.2904 |
|---|
| 362 | 99.3644 |
|---|
| 363 | 99.3526 |
|---|
| 364 | 99.5012 |
|---|
| 365 | 99.3194 |
|---|
| 366 | 99.1365 |
|---|
| +0.58% |
| 2.58 |
| 33 |
| 11.07 → 22.07 | Long | 66.7% | +0.51% | 2.08 | 33 |