← All seasonality|Forex currencies1991–2025

Australian Dollar vs Japanese Yen (AUDJPY) Seasonality

Over 1991 to 2025 (35 years of data), AUDJPY has tended to move long between 12.07 and 22.07, closing higher in 74.3% of those years for an average +0.56% move and an annualized Sharpe of 1.22.

Average seasonal curve

AUDJPY average seasonal curve, 1991 to 2025
Index	Value
1	100
2	99.8788
3	99.9649
4	100.1862
5	100.0986
6	100.1437
7	99.9574
8	99.9025
9	99.843
10	100.004
11	100.0611
12	99.7994
13	99.6354
14	99.6453
15	99.2208
16	99.2898
17	99.3769
18	99.6409
19	99.5937
20	99.5086
21	99.162
22	99.1976
23	99.0236
24	99.0009
25	98.9869
26	99.2145
27	99.1376
28	99.28
29	99.0597
30	98.7309
31	98.8254
32	99.1048
33	98.8578
34	99.1126
35	99.0328
36	99.0987
37	99.1458
38	99.1325
39	99.0656
40	99.2899
41	99.0187
42	99.2389
43	99.3911
44	99.456
45	99.6509
46	99.6769
47	99.7723
48	99.8417
49	99.908
50	100.1581
51	100.1701
52	100.0513

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
12.07 → 22.07	Long	74.3%	+0.56%	1.22	35
13.07 → 04.09	Short	71.4%	+1.94%	0.72	35
13.07 → 30.08	Short	71.4%	+1.70%	0.75	35
08.07 → 22.07	Long	71.4%	+0.49%	0.76	35
11.07 → 22.07	Long	71.4%	+0.48%	0.91	35
12.07 → 17.07	Long	71.4%	+0.42%	1.70	35
12.07 → 24.07	Long	71.4%

Explore further

Open in the seasonality screener →Browse all instruments How to read seasonality