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Australian Dollar vs Japanese Yen (AUDJPY) Seasonality

Over 1991 to 2025 (35 years of data), AUDJPY has tended to move short between 14.08 and 23.08, closing higher in 71.4% of those years for an average +0.96% move and an annualized Sharpe of 2.30.

Average seasonal curve

AUDJPY average seasonal curve, 1991 to 2025
Index	Value
1	100
2	99.9755
3	99.762
4	100.5103
5	100.589
6	100.8417
7	100.927
8	100.8193
9	100.7036
10	100.6105
11	100.601
12	100.5257
13	100.2189
14	100.2555
15	99.9753
16	99.8546
17	99.979
18	99.8778
19	99.9653
20	100.4074
21	100.2426
22	100.2528
23	100.6736
24	100.5877
25	100.6414
26	100.7862
27	100.2496
28	100.2647
29	100.1867
30	99.8754
31	99.9285
32	100.1083
33	99.6366
34	100.0358
35	99.867
36	100.0176
37	99.8645
38	99.9718
39	100.1852
40	100.3972
41	100.3416
42	100.4695
43	100.723
44	100.9439
45	101.2343
46	101.3211
47	101.3327
48	101.2041
49	101.2423
50	101.3285
51	101.4351
52	101.3111

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
14.08 → 23.08	Short	71.4%	+0.96%	2.30	35
13.08 → 23.08	Short	68.6%	+0.95%	2.12	35
16.08 → 23.08	Short	68.6%	+0.91%	2.63	35
17.08 → 23.08	Short	68.6%	+0.85%	2.46	35
17.08 → 22.08	Short	68.6%	+0.70%	2.40	35
17.08 → 21.08	Short	68.6%	+0.59%	3.16	35
12.08 → 23.08	Short	65.7%

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