

Forex currencies
Over 1992 to 2026 (35 years of data), AUDCAD has tended to move long between 07.10 and 01.11, closing higher in 75.8% of those years for an average +0.86% move and an annualized Sharpe of 1.44.
Best window
07.10 - 01.11
Direction
Long
Win rate
75.8%
Avg return
+0.86%
Sample
33 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 01.11 | Long | 75.8% | +0.86% | 1.44 | 33 |
| 07.10 → 03.11 | Long | 75.8% | +0.83% | 1.40 | 33 |
| 07.10 → 04.11 | Long | 72.7% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1967 |
| 3 | 100.0961 |
| 4 | 100.0974 |
| 5 | 100.1932 |
| 6 | 100.2077 |
| 7 | 100.1556 |
| 8 | 100.0819 |
| 9 | 100.0385 |
| 10 | 99.9878 |
| 11 | 99.9609 |
| 12 | 100.1814 |
| 13 | 100.2 |
| 14 | 100.0645 |
| 15 | 100.1812 |
| 16 | 100.052 |
| 17 | 100.0101 |
| 18 | 100.0061 |
| 19 | 99.9554 |
| 20 | 99.9958 |
| 21 | 100.0892 |
| 22 | 100.4112 |
| 23 | 100.6084 |
| 24 | 100.788 |
| 25 | 100.9796 |
| 26 | 100.8012 |
| 27 | 100.6357 |
| 28 | 100.5755 |
| 29 | 100.536 |
| 30 | 100.4452 |
| 31 | 100.4356 |
| 32 | 100.7443 |
| 33 | 100.5891 |
| 34 | 100.2958 |
| 35 | 100.1817 |
| 36 | 100.1365 |
| 37 | 100.3633 |
| 38 | 100.3847 |
| 39 | 100.4637 |
| 40 | 100.6195 |
| 41 | 100.4479 |
| 42 | 100.5643 |
| 43 | 100.5132 |
| 44 | 100.5088 |
| 45 | 100.7256 |
| 46 | 100.5844 |
| 47 | 100.7523 |
| 48 | 100.8205 |
| 49 | 100.8321 |
| 50 | 100.9086 |
| 51 | 101.2561 |
| 52 | 101.1593 |
| 53 | 101.2017 |
| 54 | 101.1151 |
| 55 | 100.8781 |
| 56 | 101.1271 |
| 57 | 100.9371 |
| 58 | 100.8339 |
| 59 | 100.8308 |
| 60 | 100.8165 |
| 61 | 100.9178 |
| 62 | 101.048 |
| 63 | 101.3274 |
| 64 | 101.2752 |
| 65 | 101.0883 |
| 66 | 100.914 |
| 67 | 100.9413 |
| 68 | 101.283 |
| 69 | 101.4468 |
| 70 | 101.3361 |
| 71 | 101.278 |
| 72 | 101.1166 |
| 73 | 101.0434 |
| 74 | 100.8637 |
| 75 | 101.1788 |
| 76 | 101.6624 |
| 77 | 101.4927 |
| 78 | 101.6865 |
| 79 | 101.2116 |
| 80 | 101.0868 |
| 81 | 101.2781 |
| 82 | 101.2741 |
| 83 | 101.124 |
| 84 | 101.0246 |
| 85 | 100.9391 |
| 86 | 100.9509 |
| 87 | 100.9172 |
| 88 | 100.6562 |
| 89 | 100.6241 |
| 90 | 100.6761 |
| 91 | 100.7597 |
| 92 | 100.4371 |
| 93 | 100.7468 |
| 94 | 100.145 |
| 95 | 100.2461 |
| 96 | 100.0084 |
| 97 | 100.3446 |
| 98 | 100.0447 |
| 99 | 100.5725 |
| 100 | 100.6234 |
| 101 | 100.4714 |
| 102 | 100.6943 |
| 103 | 100.7172 |
| 104 | 100.6237 |
| 105 | 100.8183 |
| 106 | 100.6278 |
| 107 | 100.6715 |
| 108 | 100.6177 |
| 109 | 100.6323 |
| 110 | 100.6946 |
| 111 | 100.6424 |
| 112 | 100.4039 |
| 113 | 100.4001 |
| 114 | 100.5835 |
| 115 | 100.4523 |
| 116 | 100.4115 |
| 117 | 100.4665 |
| 118 | 100.4429 |
| 119 | 100.0749 |
| 120 | 100.2591 |
| 121 | 100.2114 |
| 122 | 100.687 |
| 123 | 100.7609 |
| 124 | 101.1111 |
| 125 | 100.923 |
| 126 | 101.1198 |
| 127 | 100.9842 |
| 128 | 101.1367 |
| 129 | 100.9997 |
| 130 | 101.0388 |
| 131 | 100.8923 |
| 132 | 100.6018 |
| 133 | 100.9349 |
| 134 | 100.8142 |
| 135 | 100.6447 |
| 136 | 100.6745 |
| 137 | 100.6942 |
| 138 | 100.6712 |
| 139 | 100.8444 |
| 140 | 100.8527 |
| 141 | 100.7999 |
| 142 | 100.7575 |
| 143 | 100.6878 |
| 144 | 100.7684 |
| 145 | 100.7095 |
| 146 | 100.618 |
| 147 | 100.6552 |
| 148 | 100.6923 |
| 149 | 100.7772 |
| 150 | 100.5914 |
| 151 | 100.4415 |
| 152 | 100.5105 |
| 153 | 100.8559 |
| 154 | 100.5949 |
| 155 | 100.7305 |
| 156 | 100.5624 |
| 157 | 100.6642 |
| 158 | 100.5994 |
| 159 | 100.5789 |
| 160 | 100.6358 |
| 161 | 100.4983 |
| 162 | 100.71 |
| 163 | 100.693 |
| 164 | 100.5623 |
| 165 | 100.5805 |
| 166 | 100.8994 |
| 167 | 101.0761 |
| 168 | 100.9646 |
| 169 | 101.0774 |
| 170 | 101.1045 |
| 171 | 100.9352 |
| 172 | 100.7213 |
| 173 | 100.3795 |
| 174 | 100.141 |
| 175 | 100.1403 |
| 176 | 100.141 |
| 177 | 100.0416 |
| 178 | 100.0992 |
| 179 | 99.8924 |
| 180 | 99.9041 |
| 181 | 100.1757 |
| 182 | 99.9748 |
| 183 | 99.9699 |
| 184 | 100.0057 |
| 185 | 100.1487 |
| 186 | 100.1914 |
| 187 | 100.3918 |
| 188 | 100.3863 |
| 189 | 100.4112 |
| 190 | 100.4631 |
| 191 | 100.5405 |
| 192 | 100.2845 |
| 193 | 100.6353 |
| 194 | 100.6847 |
| 195 | 100.8861 |
| 196 | 100.8533 |
| 197 | 100.8431 |
| 198 | 100.5724 |
| 199 | 100.4895 |
| 200 | 100.3999 |
| 201 | 100.5519 |
| 202 | 100.5896 |
| 203 | 100.5728 |
| 204 | 100.5645 |
| 205 | 100.5138 |
| 206 | 100.6304 |
| 207 | 100.5372 |
| 208 | 100.5691 |
| 209 | 100.2345 |
| 210 | 100.1003 |
| 211 | 100.192 |
| 212 | 100.1751 |
| 213 | 100.184 |
| 214 | 99.7684 |
| 215 | 99.8488 |
| 216 | 100.1568 |
| 217 | 100.0502 |
| 218 | 99.994 |
| 219 | 100.0114 |
| 220 | 100.0572 |
| 221 | 100.2006 |
| 222 | 100.2222 |
| 223 | 100.2159 |
| 224 | 100.3613 |
| 225 | 100.4527 |
| 226 | 100.4759 |
| 227 | 100.2628 |
| 228 | 100.1784 |
| 229 | 100.1923 |
| 230 | 100.0576 |
| 231 | 99.987 |
| 232 | 100.0337 |
| 233 | 100.1935 |
| 234 | 100.3647 |
| 235 | 100.4542 |
| 236 | 100.4224 |
| 237 | 100.5857 |
| 238 | 100.6151 |
| 239 | 100.5423 |
| 240 | 100.549 |
| 241 | 100.7116 |
| 242 | 100.7194 |
| 243 | 100.5815 |
| 244 | 100.5357 |
| 245 | 100.4654 |
| 246 | 100.6699 |
| 247 | 100.5492 |
| 248 | 100.4602 |
| 249 | 100.3428 |
| 250 | 100.3408 |
| 251 | 100.2394 |
| 252 | 100.4477 |
| 253 | 100.4694 |
| 254 | 100.7526 |
| 255 | 100.7588 |
| 256 | 100.6758 |
| 257 | 100.6145 |
| 258 | 100.5348 |
| 259 | 100.6658 |
| 260 | 100.839 |
| 261 | 100.7564 |
| 262 | 100.7061 |
| 263 | 100.832 |
| 264 | 100.7067 |
| 265 | 101.0114 |
| 266 | 100.6662 |
| 267 | 100.7181 |
| 268 | 100.632 |
| 269 | 100.5078 |
| 270 | 100.4335 |
| 271 | 100.8983 |
| 272 | 101.122 |
| 273 | 101.0904 |
| 274 | 101.0816 |
| 275 | 100.9382 |
| 276 | 100.8685 |
| 277 | 100.8023 |
| 278 | 100.8713 |
| 279 | 100.7846 |
| 280 | 100.5571 |
| 281 | 100.4713 |
| 282 | 100.5142 |
| 283 | 100.1242 |
| 284 | 100.034 |
| 285 | 100.1428 |
| 286 | 100.1141 |
| 287 | 99.9123 |
| 288 | 100.0131 |
| 289 | 99.8354 |
| 290 | 99.9209 |
| 291 | 100.1221 |
| 292 | 100.0654 |
| 293 | 100.1191 |
| 294 | 100.2046 |
| 295 | 100.0485 |
| 296 | 100.1846 |
| 297 | 100.1565 |
| 298 | 100.1193 |
| 299 | 100.5461 |
| 300 | 100.5675 |
| 301 | 100.5035 |
| 302 | 100.4232 |
| 303 | 100.4302 |
| 304 | 100.4527 |
| 305 | 100.6776 |
| 306 | 100.5003 |
| 307 | 100.5311 |
| 308 | 100.6992 |
| 309 | 100.7548 |
| 310 | 100.6787 |
| 311 | 100.5349 |
| 312 | 100.703 |
| 313 | 100.3215 |
| 314 | 100.618 |
| 315 | 100.7888 |
| 316 | 100.8124 |
| 317 | 100.7489 |
| 318 | 101.0146 |
| 319 | 101.1659 |
| 320 | 101.191 |
| 321 | 101.0142 |
| 322 | 101.0006 |
| 323 | 101.0679 |
| 324 | 101.2286 |
| 325 | 101.0036 |
| 326 | 100.9604 |
| 327 | 101.2468 |
| 328 | 101.288 |
| 329 | 101.3749 |
| 330 | 101.4591 |
| 331 | 101.4554 |
| 332 | 101.4611 |
| 333 | 101.627 |
| 334 | 101.6044 |
| 335 | 101.7885 |
| 336 | 101.8599 |
| 337 | 101.9186 |
| 338 | 101.9009 |
| 339 | 101.4119 |
| 340 | 101.4507 |
| 341 | 101.6877 |
| 342 | 101.6682 |
| 343 | 101.8631 |
| 344 | 102.0577 |
| 345 | 101.7239 |
| 346 | 101.5538 |
| 347 | 101.9657 |
| 348 | 101.9233 |
| 349 | 101.5588 |
| 350 | 101.5237 |
| 351 | 101.5151 |
| 352 | 101.5805 |
| 353 | 101.4392 |
| 354 | 101.2998 |
| 355 | 101.4647 |
| 356 | 101.4411 |
| 357 | 101.5402 |
| 358 | 101.4943 |
| 359 | 101.418 |
| 360 | 101.5058 |
| 361 | 101.5213 |
| 362 | 101.6287 |
| 363 | 101.5677 |
| 364 | 101.7335 |
| 365 | 101.61 |
| 366 | 101.2878 |
| +0.87% |
| 1.29 |
| 33 |
| 11.10 → 04.11 | Long | 72.7% | +0.67% | 1.17 | 33 |
| 07.10 → 02.11 | Long | 71.9% | +0.79% | 1.35 | 32 |
| 11.10 → 10.12 | Long | 70.6% | +1.26% | 0.86 | 34 |
| 11.10 → 22.11 | Long | 70.6% | +0.92% | 0.95 | 34 |
| 06.10 → 15.11 | Long | 69.7% | +1.09% | 1.14 | 33 |