

Forex currencies
Over 1991 to 2026 (36 years of data), AUDCHF has tended to move long between 11.10 and 07.11, closing higher in 82.3% of those years for an average +1.39% move and an annualized Sharpe of 1.27.
Best window
11.10 - 07.11
Direction
Long
Win rate
82.3%
Avg return
+1.39%
Sample
34 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 82.3% | +1.39% | 1.27 | 34 |
| 11.10 → 06.11 | Long | 79.4% | +1.40% | 1.42 | 34 |
| 11.10 → 08.11 | Long | 79.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.2178 |
| 3 | 100.0485 |
| 4 | 100.224 |
| 5 | 100.2324 |
| 6 | 100.4443 |
| 7 | 100.5453 |
| 8 | 100.4404 |
| 9 | 100.3494 |
| 10 | 100.4651 |
| 11 | 100.7209 |
| 12 | 100.799 |
| 13 | 100.8404 |
| 14 | 100.635 |
| 15 | 100.8768 |
| 16 | 100.6259 |
| 17 | 100.5596 |
| 18 | 100.3908 |
| 19 | 100.4334 |
| 20 | 100.6464 |
| 21 | 100.6259 |
| 22 | 100.7103 |
| 23 | 100.964 |
| 24 | 100.8548 |
| 25 | 101.1359 |
| 26 | 101.0777 |
| 27 | 100.6899 |
| 28 | 100.7467 |
| 29 | 100.7799 |
| 30 | 100.6918 |
| 31 | 100.5272 |
| 32 | 100.5439 |
| 33 | 100.4491 |
| 34 | 100.6474 |
| 35 | 100.4662 |
| 36 | 100.2919 |
| 37 | 100.681 |
| 38 | 101.0002 |
| 39 | 100.9596 |
| 40 | 101.0791 |
| 41 | 101.0847 |
| 42 | 101.3271 |
| 43 | 101.1972 |
| 44 | 101.0817 |
| 45 | 101.2774 |
| 46 | 101.1344 |
| 47 | 101.2229 |
| 48 | 101.1988 |
| 49 | 101.2091 |
| 50 | 101.3492 |
| 51 | 101.5941 |
| 52 | 101.255 |
| 53 | 101.4466 |
| 54 | 101.4143 |
| 55 | 101.1637 |
| 56 | 101.4207 |
| 57 | 101.2314 |
| 58 | 100.8545 |
| 59 | 100.7863 |
| 60 | 100.8379 |
| 61 | 101.3985 |
| 62 | 101.1866 |
| 63 | 101.3183 |
| 64 | 101.3755 |
| 65 | 101.0071 |
| 66 | 100.7579 |
| 67 | 100.6866 |
| 68 | 100.7146 |
| 69 | 100.7742 |
| 70 | 100.9198 |
| 71 | 101.0209 |
| 72 | 100.6954 |
| 73 | 100.9003 |
| 74 | 101.1146 |
| 75 | 101.533 |
| 76 | 101.8477 |
| 77 | 101.6447 |
| 78 | 101.8535 |
| 79 | 101.5904 |
| 80 | 101.3688 |
| 81 | 101.6401 |
| 82 | 101.4752 |
| 83 | 101.4068 |
| 84 | 101.4499 |
| 85 | 101.4795 |
| 86 | 101.5957 |
| 87 | 101.778 |
| 88 | 101.4744 |
| 89 | 101.2011 |
| 90 | 101.2069 |
| 91 | 101.4469 |
| 92 | 101.2071 |
| 93 | 101.2894 |
| 94 | 100.3783 |
| 95 | 100.5638 |
| 96 | 99.8602 |
| 97 | 100.2874 |
| 98 | 99.6845 |
| 99 | 100.7583 |
| 100 | 100.1529 |
| 101 | 99.8076 |
| 102 | 99.9064 |
| 103 | 99.9966 |
| 104 | 99.9775 |
| 105 | 100.2554 |
| 106 | 100.077 |
| 107 | 100.2272 |
| 108 | 100.1411 |
| 109 | 100.2994 |
| 110 | 100.2607 |
| 111 | 99.9866 |
| 112 | 100.1438 |
| 113 | 100.2446 |
| 114 | 100.3355 |
| 115 | 100.2034 |
| 116 | 100.1536 |
| 117 | 100.5195 |
| 118 | 100.5455 |
| 119 | 100.2372 |
| 120 | 100.3535 |
| 121 | 100.3788 |
| 122 | 100.7075 |
| 123 | 100.5777 |
| 124 | 100.9983 |
| 125 | 101.1743 |
| 126 | 101.3765 |
| 127 | 101.1553 |
| 128 | 101.1575 |
| 129 | 100.9266 |
| 130 | 101.0345 |
| 131 | 100.9561 |
| 132 | 101.0194 |
| 133 | 101.4459 |
| 134 | 101.4007 |
| 135 | 101.2075 |
| 136 | 101.3143 |
| 137 | 101.3908 |
| 138 | 101.2098 |
| 139 | 101.1405 |
| 140 | 100.9883 |
| 141 | 100.8985 |
| 142 | 100.8593 |
| 143 | 100.73 |
| 144 | 100.4575 |
| 145 | 100.5253 |
| 146 | 100.473 |
| 147 | 100.624 |
| 148 | 100.7859 |
| 149 | 100.5221 |
| 150 | 100.5119 |
| 151 | 100.4148 |
| 152 | 100.7226 |
| 153 | 101.1104 |
| 154 | 101.0638 |
| 155 | 100.9379 |
| 156 | 100.6622 |
| 157 | 101.1328 |
| 158 | 101.2486 |
| 159 | 101.0857 |
| 160 | 101.0738 |
| 161 | 101.0587 |
| 162 | 101.0546 |
| 163 | 101.0158 |
| 164 | 100.9622 |
| 165 | 100.7488 |
| 166 | 100.9802 |
| 167 | 100.5543 |
| 168 | 100.3374 |
| 169 | 100.5703 |
| 170 | 100.4915 |
| 171 | 100.3233 |
| 172 | 100.3509 |
| 173 | 100.0122 |
| 174 | 99.5439 |
| 175 | 99.4577 |
| 176 | 99.5207 |
| 177 | 99.5088 |
| 178 | 99.301 |
| 179 | 99.1371 |
| 180 | 99.068 |
| 181 | 99.289 |
| 182 | 99.0917 |
| 183 | 99.0867 |
| 184 | 99.2301 |
| 185 | 99.4615 |
| 186 | 99.3909 |
| 187 | 99.3327 |
| 188 | 99.5729 |
| 189 | 99.6746 |
| 190 | 99.6589 |
| 191 | 99.874 |
| 192 | 99.5805 |
| 193 | 99.5865 |
| 194 | 99.6893 |
| 195 | 99.6719 |
| 196 | 99.6533 |
| 197 | 99.6823 |
| 198 | 99.3678 |
| 199 | 99.0857 |
| 200 | 99.1037 |
| 201 | 99.4148 |
| 202 | 99.2912 |
| 203 | 99.1775 |
| 204 | 99.1571 |
| 205 | 99.3252 |
| 206 | 99.1641 |
| 207 | 98.762 |
| 208 | 99.0173 |
| 209 | 98.7902 |
| 210 | 98.583 |
| 211 | 98.6351 |
| 212 | 98.669 |
| 213 | 98.306 |
| 214 | 97.7697 |
| 215 | 97.5984 |
| 216 | 97.6897 |
| 217 | 97.6057 |
| 218 | 97.8174 |
| 219 | 97.7709 |
| 220 | 98.0383 |
| 221 | 98.3454 |
| 222 | 98.2711 |
| 223 | 98.3844 |
| 224 | 98.3718 |
| 225 | 98.4932 |
| 226 | 98.5898 |
| 227 | 98.217 |
| 228 | 98.4191 |
| 229 | 98.1842 |
| 230 | 98.2439 |
| 231 | 97.8779 |
| 232 | 97.869 |
| 233 | 97.8802 |
| 234 | 98.0419 |
| 235 | 98.1575 |
| 236 | 98.2843 |
| 237 | 98.429 |
| 238 | 98.3367 |
| 239 | 98.3562 |
| 240 | 98.3605 |
| 241 | 98.4862 |
| 242 | 98.6098 |
| 243 | 98.7877 |
| 244 | 98.7143 |
| 245 | 98.8447 |
| 246 | 98.9301 |
| 247 | 98.714 |
| 248 | 98.3751 |
| 249 | 98.3624 |
| 250 | 98.1027 |
| 251 | 97.9451 |
| 252 | 98.1225 |
| 253 | 98.288 |
| 254 | 98.4831 |
| 255 | 98.6473 |
| 256 | 98.4314 |
| 257 | 98.4812 |
| 258 | 98.3349 |
| 259 | 98.3677 |
| 260 | 98.4393 |
| 261 | 98.4479 |
| 262 | 98.5954 |
| 263 | 98.5964 |
| 264 | 98.4737 |
| 265 | 98.7958 |
| 266 | 98.4495 |
| 267 | 98.4791 |
| 268 | 98.6594 |
| 269 | 98.5963 |
| 270 | 98.5517 |
| 271 | 98.5575 |
| 272 | 98.601 |
| 273 | 98.548 |
| 274 | 98.5167 |
| 275 | 98.2762 |
| 276 | 98.6304 |
| 277 | 98.2964 |
| 278 | 98.3955 |
| 279 | 98.2551 |
| 280 | 98.2145 |
| 281 | 98.0265 |
| 282 | 98.1428 |
| 283 | 97.6186 |
| 284 | 97.3717 |
| 285 | 97.4136 |
| 286 | 97.4584 |
| 287 | 97.0843 |
| 288 | 97.1438 |
| 289 | 96.8898 |
| 290 | 97.136 |
| 291 | 97.088 |
| 292 | 97.0375 |
| 293 | 97.0334 |
| 294 | 97.3048 |
| 295 | 97.1726 |
| 296 | 97.2671 |
| 297 | 97.1869 |
| 298 | 97.1212 |
| 299 | 97.428 |
| 300 | 97.521 |
| 301 | 97.5889 |
| 302 | 97.6122 |
| 303 | 97.6489 |
| 304 | 97.8883 |
| 305 | 97.9281 |
| 306 | 97.9538 |
| 307 | 98.1527 |
| 308 | 98.2697 |
| 309 | 98.2513 |
| 310 | 98.0958 |
| 311 | 97.9734 |
| 312 | 98.1545 |
| 313 | 97.7184 |
| 314 | 97.8753 |
| 315 | 97.5547 |
| 316 | 97.6188 |
| 317 | 97.4358 |
| 318 | 97.5132 |
| 319 | 97.7163 |
| 320 | 97.5411 |
| 321 | 97.5562 |
| 322 | 97.7076 |
| 323 | 97.7887 |
| 324 | 97.868 |
| 325 | 97.7491 |
| 326 | 97.7557 |
| 327 | 98.0511 |
| 328 | 98.1463 |
| 329 | 98.152 |
| 330 | 97.9675 |
| 331 | 98.0136 |
| 332 | 97.9026 |
| 333 | 97.943 |
| 334 | 98.0367 |
| 335 | 97.9846 |
| 336 | 98.0231 |
| 337 | 98.0446 |
| 338 | 98.1556 |
| 339 | 97.7389 |
| 340 | 97.6272 |
| 341 | 97.6228 |
| 342 | 97.7442 |
| 343 | 97.8203 |
| 344 | 97.8796 |
| 345 | 97.5302 |
| 346 | 97.4262 |
| 347 | 97.904 |
| 348 | 97.849 |
| 349 | 97.5269 |
| 350 | 97.5451 |
| 351 | 97.5377 |
| 352 | 97.3609 |
| 353 | 97.1011 |
| 354 | 97.0173 |
| 355 | 97.0485 |
| 356 | 97.0697 |
| 357 | 97.2801 |
| 358 | 97.3517 |
| 359 | 97.3251 |
| 360 | 97.5467 |
| 361 | 97.2 |
| 362 | 97.1827 |
| 363 | 96.9752 |
| 364 | 97.2746 |
| 365 | 97.2266 |
| 366 | 97.1712 |
| +1.40% |
| 1.23 |
| 34 |
| 09.10 → 07.11 | Long | 76.5% | +1.37% | 1.34 | 34 |
| 05.10 → 08.11 | Long | 73.5% | +1.63% | 1.03 | 34 |
| 07.10 → 06.11 | Long | 73.5% | +1.63% | 1.32 | 34 |
| 06.10 → 06.11 | Long | 73.5% | +1.62% | 1.15 | 34 |
| 05.10 → 05.11 | Long | 73.5% | +1.51% | 1.07 | 34 |