

Forex currencies
Over 1991 to 2026 (36 years of data), AUDJPY has tended to move long between 09.10 and 25.11, closing higher in 74.3% of those years for an average +0.99% move and an annualized Sharpe of 0.62.
Best window
09.10 - 25.11
Direction
Long
Win rate
74.3%
Avg return
+0.99%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 25.11 | Long | 74.3% | +0.99% | 0.62 | 35 |
| 09.10 → 22.11 | Long | 74.3% | +0.98% | 0.69 | 35 |
| 08.10 → 25.11 | Long | 74.3% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0276 |
| 3 | 99.7558 |
| 4 | 100.6334 |
| 5 | 100.5972 |
| 6 | 100.7172 |
| 7 | 100.7382 |
| 8 | 100.5669 |
| 9 | 100.5399 |
| 10 | 100.5335 |
| 11 | 100.5832 |
| 12 | 100.4516 |
| 13 | 100.2831 |
| 14 | 100.1424 |
| 15 | 100.1344 |
| 16 | 99.8937 |
| 17 | 100.048 |
| 18 | 99.9329 |
| 19 | 100.0508 |
| 20 | 100.5151 |
| 21 | 100.4537 |
| 22 | 100.7958 |
| 23 | 101.0163 |
| 24 | 100.92 |
| 25 | 100.9678 |
| 26 | 100.9438 |
| 27 | 100.5677 |
| 28 | 100.6929 |
| 29 | 100.657 |
| 30 | 100.3092 |
| 31 | 100.4015 |
| 32 | 100.5268 |
| 33 | 100.1689 |
| 34 | 100.7278 |
| 35 | 100.6031 |
| 36 | 100.3581 |
| 37 | 100.5274 |
| 38 | 100.6198 |
| 39 | 100.8703 |
| 40 | 101.1144 |
| 41 | 100.8537 |
| 42 | 100.867 |
| 43 | 100.902 |
| 44 | 101.0535 |
| 45 | 101.3059 |
| 46 | 101.3006 |
| 47 | 101.4022 |
| 48 | 101.236 |
| 49 | 101.3776 |
| 50 | 101.3552 |
| 51 | 101.5194 |
| 52 | 101.3353 |
| 53 | 101.4019 |
| 54 | 101.2613 |
| 55 | 101.3309 |
| 56 | 101.6714 |
| 57 | 101.3853 |
| 58 | 101.2622 |
| 59 | 101.2088 |
| 60 | 101.084 |
| 61 | 101.6566 |
| 62 | 101.4022 |
| 63 | 101.6574 |
| 64 | 101.6083 |
| 65 | 101.5027 |
| 66 | 101.1476 |
| 67 | 100.9192 |
| 68 | 101.005 |
| 69 | 100.9779 |
| 70 | 101.257 |
| 71 | 101.3933 |
| 72 | 100.9375 |
| 73 | 101.3558 |
| 74 | 100.903 |
| 75 | 101.6566 |
| 76 | 102.0742 |
| 77 | 102.0801 |
| 78 | 102.0154 |
| 79 | 101.8888 |
| 80 | 102.1256 |
| 81 | 102.4664 |
| 82 | 102.2389 |
| 83 | 102.4653 |
| 84 | 102.2965 |
| 85 | 102.3203 |
| 86 | 102.5793 |
| 87 | 102.6001 |
| 88 | 102.6571 |
| 89 | 102.4891 |
| 90 | 102.2106 |
| 91 | 102.6126 |
| 92 | 102.2387 |
| 93 | 102.4579 |
| 94 | 101.7472 |
| 95 | 101.832 |
| 96 | 101.3082 |
| 97 | 102.0365 |
| 98 | 101.4673 |
| 99 | 102.6123 |
| 100 | 102.5662 |
| 101 | 102.6527 |
| 102 | 102.8685 |
| 103 | 103.0262 |
| 104 | 103.0266 |
| 105 | 103.233 |
| 106 | 103.2081 |
| 107 | 103.3619 |
| 108 | 103.3457 |
| 109 | 103.7764 |
| 110 | 103.7237 |
| 111 | 103.429 |
| 112 | 103.2608 |
| 113 | 103.3355 |
| 114 | 103.5767 |
| 115 | 103.2346 |
| 116 | 103.0593 |
| 117 | 103.788 |
| 118 | 104.3726 |
| 119 | 103.8746 |
| 120 | 103.6789 |
| 121 | 104.1202 |
| 122 | 104.1302 |
| 123 | 103.6786 |
| 124 | 104.0522 |
| 125 | 104.1947 |
| 126 | 104.1618 |
| 127 | 104.1831 |
| 128 | 104.4427 |
| 129 | 104.115 |
| 130 | 104.0352 |
| 131 | 103.9228 |
| 132 | 103.7741 |
| 133 | 104.3798 |
| 134 | 104.1877 |
| 135 | 104.1606 |
| 136 | 104.033 |
| 137 | 104.5128 |
| 138 | 104.2621 |
| 139 | 104.4071 |
| 140 | 104.3646 |
| 141 | 104.299 |
| 142 | 104.3539 |
| 143 | 104.2971 |
| 144 | 104.082 |
| 145 | 104.2528 |
| 146 | 104.362 |
| 147 | 104.557 |
| 148 | 104.9228 |
| 149 | 104.77 |
| 150 | 104.7637 |
| 151 | 104.7287 |
| 152 | 105.1921 |
| 153 | 105.7544 |
| 154 | 105.698 |
| 155 | 105.5896 |
| 156 | 105.1882 |
| 157 | 105.8753 |
| 158 | 106.0835 |
| 159 | 106.0747 |
| 160 | 105.9909 |
| 161 | 105.8665 |
| 162 | 105.9386 |
| 163 | 105.8732 |
| 164 | 105.8544 |
| 165 | 105.906 |
| 166 | 106.5064 |
| 167 | 106.633 |
| 168 | 106.6129 |
| 169 | 106.7307 |
| 170 | 106.8828 |
| 171 | 106.6929 |
| 172 | 107.0488 |
| 173 | 106.9524 |
| 174 | 106.4169 |
| 175 | 106.4789 |
| 176 | 106.5965 |
| 177 | 106.5395 |
| 178 | 106.686 |
| 179 | 106.5777 |
| 180 | 106.7369 |
| 181 | 106.9672 |
| 182 | 106.5023 |
| 183 | 106.4861 |
| 184 | 106.7975 |
| 185 | 107.1569 |
| 186 | 106.7737 |
| 187 | 106.7913 |
| 188 | 106.9032 |
| 189 | 107.1985 |
| 190 | 107.1552 |
| 191 | 107.2054 |
| 192 | 107.089 |
| 193 | 106.6446 |
| 194 | 106.9724 |
| 195 | 107.3178 |
| 196 | 107.518 |
| 197 | 107.3782 |
| 198 | 107.201 |
| 199 | 106.9578 |
| 200 | 107.2987 |
| 201 | 107.3517 |
| 202 | 107.3822 |
| 203 | 107.2043 |
| 204 | 107.067 |
| 205 | 106.921 |
| 206 | 106.766 |
| 207 | 106.5421 |
| 208 | 106.2386 |
| 209 | 106.0323 |
| 210 | 105.7471 |
| 211 | 105.3612 |
| 212 | 105.3165 |
| 213 | 104.2326 |
| 214 | 103.8046 |
| 215 | 103.5052 |
| 216 | 103.37 |
| 217 | 103.5353 |
| 218 | 103.7418 |
| 219 | 103.7069 |
| 220 | 104.2691 |
| 221 | 104.7342 |
| 222 | 104.7314 |
| 223 | 104.8694 |
| 224 | 105.061 |
| 225 | 105.0907 |
| 226 | 105.2172 |
| 227 | 104.7065 |
| 228 | 105.166 |
| 229 | 104.9505 |
| 230 | 104.9521 |
| 231 | 104.861 |
| 232 | 104.8535 |
| 233 | 105.1386 |
| 234 | 105.1752 |
| 235 | 105.2178 |
| 236 | 105.2181 |
| 237 | 105.4291 |
| 238 | 105.3605 |
| 239 | 105.5568 |
| 240 | 105.5213 |
| 241 | 105.9227 |
| 242 | 105.9106 |
| 243 | 105.9557 |
| 244 | 105.9705 |
| 245 | 106.0421 |
| 246 | 105.8128 |
| 247 | 105.5391 |
| 248 | 105.1235 |
| 249 | 105.4187 |
| 250 | 105.0338 |
| 251 | 105.0546 |
| 252 | 105.1088 |
| 253 | 105.1806 |
| 254 | 105.1254 |
| 255 | 105.4686 |
| 256 | 105.1937 |
| 257 | 104.9914 |
| 258 | 105.0118 |
| 259 | 104.9864 |
| 260 | 105.1823 |
| 261 | 105.5127 |
| 262 | 105.7281 |
| 263 | 105.8299 |
| 264 | 105.6736 |
| 265 | 105.6621 |
| 266 | 105.34 |
| 267 | 105.4819 |
| 268 | 105.4794 |
| 269 | 105.3252 |
| 270 | 105.4079 |
| 271 | 105.4571 |
| 272 | 105.3983 |
| 273 | 105.107 |
| 274 | 105.1612 |
| 275 | 104.9606 |
| 276 | 105.3888 |
| 277 | 105.2972 |
| 278 | 105.8209 |
| 279 | 105.9347 |
| 280 | 105.9731 |
| 281 | 105.7833 |
| 282 | 105.7491 |
| 283 | 105.1608 |
| 284 | 105.1143 |
| 285 | 105.3354 |
| 286 | 105.4745 |
| 287 | 105.1597 |
| 288 | 105.2096 |
| 289 | 104.9243 |
| 290 | 105.4649 |
| 291 | 105.5222 |
| 292 | 105.5372 |
| 293 | 105.6168 |
| 294 | 105.7227 |
| 295 | 105.7194 |
| 296 | 106.0463 |
| 297 | 106.2778 |
| 298 | 106.0106 |
| 299 | 106.3465 |
| 300 | 106.1499 |
| 301 | 106.231 |
| 302 | 106.3389 |
| 303 | 106.4155 |
| 304 | 106.7973 |
| 305 | 106.6531 |
| 306 | 106.5723 |
| 307 | 106.5658 |
| 308 | 106.6557 |
| 309 | 106.8173 |
| 310 | 106.5591 |
| 311 | 106.7706 |
| 312 | 106.8689 |
| 313 | 106.3734 |
| 314 | 106.4472 |
| 315 | 106.3294 |
| 316 | 106.5226 |
| 317 | 106.6497 |
| 318 | 106.9433 |
| 319 | 107.1797 |
| 320 | 106.6632 |
| 321 | 106.6232 |
| 322 | 106.6939 |
| 323 | 107.0021 |
| 324 | 107.0129 |
| 325 | 106.8624 |
| 326 | 106.8307 |
| 327 | 107.0545 |
| 328 | 107.0966 |
| 329 | 107.0747 |
| 330 | 107.0583 |
| 331 | 106.8118 |
| 332 | 106.3261 |
| 333 | 106.3178 |
| 334 | 106.3397 |
| 335 | 105.9842 |
| 336 | 105.9316 |
| 337 | 105.7769 |
| 338 | 105.8606 |
| 339 | 105.7311 |
| 340 | 105.7437 |
| 341 | 105.2252 |
| 342 | 105.5158 |
| 343 | 105.7471 |
| 344 | 106.0624 |
| 345 | 105.9363 |
| 346 | 105.9549 |
| 347 | 105.8935 |
| 348 | 106.0577 |
| 349 | 105.7995 |
| 350 | 105.4892 |
| 351 | 105.6237 |
| 352 | 105.5512 |
| 353 | 105.9946 |
| 354 | 105.5135 |
| 355 | 105.5237 |
| 356 | 105.5137 |
| 357 | 105.7648 |
| 358 | 105.775 |
| 359 | 105.7169 |
| 360 | 106.0942 |
| 361 | 106.1131 |
| 362 | 106.1397 |
| 363 | 105.7794 |
| 364 | 105.7288 |
| 365 | 105.5472 |
| 366 | 105.1483 |
| +0.88% |
| 0.47 |
| 35 |
| 07.10 → 24.11 | Long | 74.3% | +0.83% | 0.44 | 35 |
| 07.10 → 25.11 | Long | 74.3% | +0.79% | 0.40 | 35 |
| 09.10 → 21.11 | Long | 74.3% | +0.74% | 0.49 | 35 |
| 11.10 → 04.11 | Long | 71.4% | +1.10% | 1.44 | 35 |
| 09.10 → 24.11 | Long | 71.4% | +1.03% | 0.66 | 35 |