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Australian Dollar vs Japanese Yen (AUDJPY) Seasonality

Over 1991 to 2025 (35 years of data), AUDJPY has tended to move long between 24.08 and 18.09, closing higher in 65.7% of those years for an average +0.13% move and an annualized Sharpe of 0.10.

Average seasonal curve

AUDJPY average seasonal curve, 1991 to 2025
Index	Value
1	100
2	100.0639
3	100.164
4	100.3736
5	100.3864
6	100.3926
7	100.2719
8	100.2658
9	100.2045
10	100.3062
11	100.3919
12	100.2512
13	100.1782
14	100.0475
15	99.8024
16	99.8676
17	99.9033
18	100.1111
19	100.0736
20	100.0779
21	99.8905
22	99.9434
23	99.8533
24	99.8146
25	99.6852
26	99.8064
27	99.8342
28	99.9904
29	99.7662
30	99.674
31	99.8051
32	99.9179
33	99.7729
34	99.9178
35	99.8703
36	99.7362
37	99.7592
38	99.7956
39	99.8414
40	99.9168
41	99.8586
42	100.0114
43	100.1592
44	100.26
45	100.1307
46	100.1997
47	100.2885
48	100.3895
49	100.4274
50	100.6914
51	100.6833
52	100.6975

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
24.08 → 18.09	Long	65.7%	+0.13%	0.10	35
28.08 → 20.10	Long	62.9%	+0.52%	0.20	35
27.08 → 20.10	Long	62.9%	+0.41%	0.15	35
25.08 → 18.09	Long	62.9%	+0.18%	0.15	35
27.08 → 19.10	Long	62.9%	+0.18%	0.06	35
27.08 → 18.10	Long	62.9%	+0.17%	0.06	35
28.08 → 26.10	Long	62.9%

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