

Over 1991 to 2025 (35 years of data), AUDCHF has tended to move short between 13.07 and 04.09, closing higher in 70.6% of those years for an average +2.11% move and an annualized Sharpe of 1.06.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9915 |
| 3 | 100.0907 |
| 4 | 100.1832 |
| 5 | 100.2205 |
| 6 | 100.1766 |
| 7 | 99.8669 |
| 8 | 99.8766 |
| 9 | 99.7849 |
| 10 | 99.973 |
| 11 | 100.4085 |
| 12 | 100.5138 |
| 13 | 100.3994 |
| 14 | 100.3754 |
| 15 | 100.2112 |
| 16 | 100.0477 |
| 17 | 100.146 |
| 18 | 100.0899 |
| 19 | 100.233 |
| 20 | 100.4851 |
| 21 | 100.4295 |
| 22 | 100.3694 |
| 23 | 100.4871 |
| 24 | 100.3651 |
| 25 | 100.3862 |
| 26 | 100.4651 |
| 27 | 100.1585 |
| 28 | 100.224 |
| 29 | 100.3265 |
| 30 | 100.2698 |
| 31 | 99.9775 |
| 32 | 100.0227 |
| 33 | 99.7488 |
| 34 | 99.9511 |
| 35 | 99.8932 |
| 36 | 99.8297 |
| 37 | 99.7584 |
| 38 | 99.8909 |
| 39 | 99.6427 |
| 40 | 99.67 |
| 41 | 99.7935 |
| 42 | 99.9061 |
| 43 | 100.1044 |
| 44 | 100.0765 |
| 45 | 100.26 |
| 46 | 100.3721 |
| 47 | 100.2728 |
| 48 | 100.4275 |
| 49 | 100.4049 |
| 50 | 100.5261 |
| 51 | 100.5763 |
| 52 | 100.2824 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 04.09 | Short | 70.6% | +2.11% | 1.06 | 34 |
| 10.07 → 04.09 | Short | 70.6% | +2.04% | 0.89 | 34 |
| 11.07 → 04.09 | Short | 70.6% | +1.99% | 0.91 | 34 |
| 07.07 → 05.09 | Short | 70.6% | +1.86% | 0.81 | 34 |
| 10.07 → 05.09 | Short | 70.6% | +1.71% | 0.75 | 34 |
| 10.07 → 06.09 | Short | 70.6% | +1.70% | 0.72 | 34 |
| 11.07 → 05.09 | Short | 70.6% |
| 53 |
|---|
| 100.6909 |
| 54 | 100.66 |
|---|
| 55 | 100.6311 |
|---|
| 56 | 100.5976 |
|---|
| 57 | 100.2297 |
|---|
| 58 | 99.9453 |
|---|
| 59 | 99.6657 |
|---|
| 60 | 99.9244 |
|---|
| 61 | 99.9954 |
|---|
| 62 | 100.0396 |
|---|
| 63 | 100.1991 |
|---|
| 64 | 100.5509 |
|---|
| 65 | 100.2388 |
|---|
| 66 | 100.2372 |
|---|
| 67 | 100.2608 |
|---|
| 68 | 100.0186 |
|---|
| 69 | 100.0632 |
|---|
| 70 | 99.9753 |
|---|
| 71 | 100.1154 |
|---|
| 72 | 99.7088 |
|---|
| 73 | 99.7654 |
|---|
| 74 | 99.8504 |
|---|
| 75 | 99.6568 |
|---|
| 76 | 99.8223 |
|---|
| 77 | 99.7082 |
|---|
| 78 | 99.4139 |
|---|
| 79 | 99.5681 |
|---|
| 80 | 99.3901 |
|---|
| 81 | 99.3122 |
|---|
| 82 | 99.1676 |
|---|
| 83 | 99.189 |
|---|
| 84 | 99.4686 |
|---|
| 85 | 99.4369 |
|---|
| 86 | 99.4306 |
|---|
| 87 | 99.7501 |
|---|
| 88 | 99.754 |
|---|
| 89 | 99.6535 |
|---|
| 90 | 99.6948 |
|---|
| 91 | 99.8756 |
|---|
| 92 | 99.498 |
|---|
| 93 | 99.739 |
|---|
| 94 | 99.2514 |
|---|
| 95 | 99.1682 |
|---|
| 96 | 98.6454 |
|---|
| 97 | 98.9086 |
|---|
| 98 | 98.5317 |
|---|
| 99 | 99.1635 |
|---|
| 100 | 99.1584 |
|---|
| 101 | 98.9566 |
|---|
| 102 | 99.1459 |
|---|
| 103 | 99.4073 |
|---|
| 104 | 99.7102 |
|---|
| 105 | 99.8751 |
|---|
| 106 | 99.6405 |
|---|
| 107 | 99.9582 |
|---|
| 108 | 99.6936 |
|---|
| 109 | 99.8106 |
|---|
| 110 | 99.7559 |
|---|
| 111 | 99.7691 |
|---|
| 112 | 99.6242 |
|---|
| 113 | 99.6696 |
|---|
| 114 | 99.8042 |
|---|
| 115 | 99.6699 |
|---|
| 116 | 99.6607 |
|---|
| 117 | 99.8114 |
|---|
| 118 | 99.6951 |
|---|
| 119 | 99.6412 |
|---|
| 120 | 99.586 |
|---|
| 121 | 99.4359 |
|---|
| 122 | 99.4418 |
|---|
| 123 | 99.3504 |
|---|
| 124 | 99.1947 |
|---|
| 125 | 99.3608 |
|---|
| 126 | 99.677 |
|---|
| 127 | 99.5021 |
|---|
| 128 | 99.5817 |
|---|
| 129 | 99.5522 |
|---|
| 130 | 99.5763 |
|---|
| 131 | 99.6871 |
|---|
| 132 | 99.4043 |
|---|
| 133 | 99.3063 |
|---|
| 134 | 99.3237 |
|---|
| 135 | 99.2269 |
|---|
| 136 | 99.1048 |
|---|
| 137 | 99.1455 |
|---|
| 138 | 99.0268 |
|---|
| 139 | 99.1395 |
|---|
| 140 | 99.1069 |
|---|
| 141 | 99.0413 |
|---|
| 142 | 99.042 |
|---|
| 143 | 98.9542 |
|---|
| 144 | 98.8146 |
|---|
| 145 | 98.7145 |
|---|
| 146 | 98.6636 |
|---|
| 147 | 98.9207 |
|---|
| 148 | 99.0144 |
|---|
| 149 | 98.8086 |
|---|
| 150 | 98.8717 |
|---|
| 151 | 98.6396 |
|---|
| 152 | 98.8247 |
|---|
| 153 | 99.107 |
|---|
| 154 | 99.2437 |
|---|
| 155 | 99.4312 |
|---|
| 156 | 99.2941 |
|---|
| 157 | 99.6704 |
|---|
| 158 | 99.6481 |
|---|
| 159 | 99.6431 |
|---|
| 160 | 99.6319 |
|---|
| 161 | 99.3951 |
|---|
| 162 | 99.3063 |
|---|
| 163 | 99.0546 |
|---|
| 164 | 99.0924 |
|---|
| 165 | 99.0524 |
|---|
| 166 | 99.0334 |
|---|
| 167 | 99.1363 |
|---|
| 168 | 98.9407 |
|---|
| 169 | 98.8163 |
|---|
| 170 | 98.6796 |
|---|
| 171 | 98.5468 |
|---|
| 172 | 98.4646 |
|---|
| 173 | 98.3233 |
|---|
| 174 | 98.3969 |
|---|
| 175 | 98.4215 |
|---|
| 176 | 98.3457 |
|---|
| 177 | 98.5159 |
|---|
| 178 | 98.257 |
|---|
| 179 | 98.2159 |
|---|
| 180 | 98.2741 |
|---|
| 181 | 98.5418 |
|---|
| 182 | 98.3584 |
|---|
| 183 | 98.4127 |
|---|
| 184 | 98.6086 |
|---|
| 185 | 98.6172 |
|---|
| 186 | 98.6406 |
|---|
| 187 | 98.4822 |
|---|
| 188 | 98.7446 |
|---|
| 189 | 98.6031 |
|---|
| 190 | 98.8175 |
|---|
| 191 | 98.8381 |
|---|
| 192 | 98.7013 |
|---|
| 193 | 98.8598 |
|---|
| 194 | 99.1172 |
|---|
| 195 | 99.1175 |
|---|
| 196 | 99.1523 |
|---|
| 197 | 99.0835 |
|---|
| 198 | 98.8593 |
|---|
| 199 | 98.8244 |
|---|
| 200 | 98.6818 |
|---|
| 201 | 98.7237 |
|---|
| 202 | 98.5006 |
|---|
| 203 | 98.6112 |
|---|
| 204 | 98.4542 |
|---|
| 205 | 98.4692 |
|---|
| 206 | 98.4863 |
|---|
| 207 | 98.1994 |
|---|
| 208 | 98.5022 |
|---|
| 209 | 98.4276 |
|---|
| 210 | 98.2913 |
|---|
| 211 | 98.1186 |
|---|
| 212 | 98.1684 |
|---|
| 213 | 97.761 |
|---|
| 214 | 97.3236 |
|---|
| 215 | 97.3777 |
|---|
| 216 | 97.4626 |
|---|
| 217 | 97.4074 |
|---|
| 218 | 97.5753 |
|---|
| 219 | 97.6494 |
|---|
| 220 | 97.7057 |
|---|
| 221 | 97.7682 |
|---|
| 222 | 97.6214 |
|---|
| 223 | 97.6936 |
|---|
| 224 | 97.5609 |
|---|
| 225 | 97.579 |
|---|
| 226 | 97.4923 |
|---|
| 227 | 97.3481 |
|---|
| 228 | 97.5462 |
|---|
| 229 | 97.2283 |
|---|
| 230 | 97.3401 |
|---|
| 231 | 97.1117 |
|---|
| 232 | 97.0664 |
|---|
| 233 | 96.933 |
|---|
| 234 | 96.9684 |
|---|
| 235 | 96.8848 |
|---|
| 236 | 97.0663 |
|---|
| 237 | 97.0862 |
|---|
| 238 | 97.1577 |
|---|
| 239 | 97.2524 |
|---|
| 240 | 97.188 |
|---|
| 241 | 97.3157 |
|---|
| 242 | 97.4202 |
|---|
| 243 | 97.409 |
|---|
| 244 | 97.5094 |
|---|
| 245 | 97.6261 |
|---|
| 246 | 97.7526 |
|---|
| 247 | 97.4639 |
|---|
| 248 | 97.4364 |
|---|
| 249 | 97.4726 |
|---|
| 250 | 97.2538 |
|---|
| 251 | 97.1194 |
|---|
| 252 | 97.1491 |
|---|
| 253 | 97.2543 |
|---|
| 254 | 97.3436 |
|---|
| 255 | 97.4989 |
|---|
| 256 | 97.4377 |
|---|
| 257 | 97.2808 |
|---|
| 258 | 97.1607 |
|---|
| 259 | 97.233 |
|---|
| 260 | 97.2949 |
|---|
| 261 | 97.4035 |
|---|
| 262 | 97.5397 |
|---|
| 263 | 97.5207 |
|---|
| 264 | 97.2904 |
|---|
| 265 | 97.5379 |
|---|
| 266 | 97.4214 |
|---|
| 267 | 97.2972 |
|---|
| 268 | 97.2921 |
|---|
| 269 | 97.2272 |
|---|
| 270 | 97.2862 |
|---|
| 271 | 97.3772 |
|---|
| 272 | 97.3833 |
|---|
| 273 | 97.3961 |
|---|
| 274 | 97.5482 |
|---|
| 275 | 97.4521 |
|---|
| 276 | 97.6315 |
|---|
| 277 | 97.5381 |
|---|
| 278 | 97.4685 |
|---|
| 279 | 97.296 |
|---|
| 280 | 97.2192 |
|---|
| 281 | 97.1278 |
|---|
| 282 | 97.2761 |
|---|
| 283 | 97.0121 |
|---|
| 284 | 97.1507 |
|---|
| 285 | 97.2287 |
|---|
| 286 | 97.312 |
|---|
| 287 | 97.1017 |
|---|
| 288 | 97.1537 |
|---|
| 289 | 96.9256 |
|---|
| 290 | 97.0988 |
|---|
| 291 | 97.1157 |
|---|
| 292 | 97.2724 |
|---|
| 293 | 97.2346 |
|---|
| 294 | 97.2085 |
|---|
| 295 | 97.123 |
|---|
| 296 | 97.2264 |
|---|
| 297 | 97.1479 |
|---|
| 298 | 97.1386 |
|---|
| 299 | 97.4144 |
|---|
| 300 | 97.4538 |
|---|
| 301 | 97.4516 |
|---|
| 302 | 97.3478 |
|---|
| 303 | 97.4909 |
|---|
| 304 | 97.5745 |
|---|
| 305 | 97.7522 |
|---|
| 306 | 97.6126 |
|---|
| 307 | 97.7194 |
|---|
| 308 | 97.8668 |
|---|
| 309 | 97.8282 |
|---|
| 310 | 97.7978 |
|---|
| 311 | 97.8118 |
|---|
| 312 | 98.0242 |
|---|
| 313 | 97.7364 |
|---|
| 314 | 97.8898 |
|---|
| 315 | 97.6643 |
|---|
| 316 | 97.6294 |
|---|
| 317 | 97.4188 |
|---|
| 318 | 97.3846 |
|---|
| 319 | 97.697 |
|---|
| 320 | 97.7055 |
|---|
| 321 | 97.5188 |
|---|
| 322 | 97.4472 |
|---|
| 323 | 97.3406 |
|---|
| 324 | 97.2421 |
|---|
| 325 | 97.312 |
|---|
| 326 | 97.3573 |
|---|
| 327 | 97.5781 |
|---|
| 328 | 97.5989 |
|---|
| 329 | 97.6968 |
|---|
| 330 | 97.3811 |
|---|
| 331 | 97.3733 |
|---|
| 332 | 97.429 |
|---|
| 333 | 97.5075 |
|---|
| 334 | 97.5245 |
|---|
| 335 | 97.3896 |
|---|
| 336 | 97.363 |
|---|
| 337 | 97.2456 |
|---|
| 338 | 97.3187 |
|---|
| 339 | 97.0723 |
|---|
| 340 | 97.0351 |
|---|
| 341 | 97.0654 |
|---|
| 342 | 97.0687 |
|---|
| 343 | 97.0676 |
|---|
| 344 | 97.0898 |
|---|
| 345 | 97.1348 |
|---|
| 346 | 97.2909 |
|---|
| 347 | 97.4769 |
|---|
| 348 | 97.4851 |
|---|
| 349 | 97.3472 |
|---|
| 350 | 97.3272 |
|---|
| 351 | 97.107 |
|---|
| 352 | 97.0595 |
|---|
| 353 | 96.819 |
|---|
| 354 | 96.726 |
|---|
| 355 | 96.8659 |
|---|
| 356 | 96.8565 |
|---|
| 357 | 96.9705 |
|---|
| 358 | 96.8348 |
|---|
| 359 | 96.8823 |
|---|
| 360 | 97.2366 |
|---|
| 361 | 96.9374 |
|---|
| 362 | 96.8857 |
|---|
| 363 | 96.6846 |
|---|
| 364 | 96.7504 |
|---|
| 365 | 96.709 |
|---|
| 366 | 96.8222 |
|---|
| +1.66% |
| 0.76 |
| 34 |
| 13.07 → 20.08 | Short | 70.6% | +1.55% | 1.08 | 34 |