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Australian Dollar vs New Zealand Dollar (AUDNZD) Seasonality

Over 1993 to 2025 (33 years of data), AUDNZD has tended to move long between 08.07 and 28.07, closing higher in 71.9% of those years for an average +0.47% move and an annualized Sharpe of 1.00.

Average seasonal curve

AUDNZD average seasonal curve, 1993 to 2025
Index	Value
1	100
2	100.1143
3	100.1756
4	100.2587
5	100.3399
6	100.2397
7	100.0883
8	100.1241
9	100.016
10	100.0261
11	100.0169
12	100.1468
13	100.1805
14	100.2409
15	100.1154
16	100.191
17	100.2747
18	100.3412
19	100.6092
20	100.6876
21	100.6637
22	100.5161
23	100.3845
24	100.2828
25	100.2173
26	100.3287
27	100.3711
28	100.5293
29	100.3904
30	100.358
31	100.4015
32	100.3715
33	100.3014
34	100.4227
35	100.3875
36	100.353
37	100.3442
38	100.4121
39	100.4497
40	100.3777
41	100.401
42	100.4488
43	100.501
44	100.3916
45	100.4565
46	100.4584
47	100.5018
48	100.5321
49	100.5215
50	100.6536
51	100.6668
52	100.5931

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
08.07 → 28.07	Long	71.9%	+0.47%	1.00	32
10.07 → 27.07	Long	71.9%	+0.42%	1.11	32
08.07 → 30.07	Long	71.9%	+0.39%	0.75	32
10.07 → 30.07	Long	71.9%	+0.35%	0.75	32
07.07 → 28.07	Long	71.9%	+0.32%	0.65	32
07.07 → 27.07	Long	71.9%	+0.30%	0.70	32
12.07 → 02.08	Long	71.9%

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