

Forex currencies
Over 1993 to 2026 (34 years of data), AUDNZD has tended to move short between 08.10 and 06.12, closing higher in 71.9% of those years for an average +0.72% move and an annualized Sharpe of 0.54.
Best window
08.10 - 06.12
Direction
Short
Win rate
71.9%
Avg return
+0.72%
Sample
32 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 06.12 | Short | 71.9% | +0.72% | 0.54 | 32 |
| 05.10 → 04.12 | Short | 71.9% | +0.70% | 0.58 | 32 |
| 08.10 → 04.12 | Short | 71.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0996 |
| 3 | 100.1452 |
| 4 | 100.1974 |
| 5 | 100.2353 |
| 6 | 100.24 |
| 7 | 100.1295 |
| 8 | 100.1077 |
| 9 | 100.0724 |
| 10 | 100.1049 |
| 11 | 100.0801 |
| 12 | 100.143 |
| 13 | 100.1871 |
| 14 | 100.2144 |
| 15 | 100.1523 |
| 16 | 100.1864 |
| 17 | 100.2037 |
| 18 | 100.2709 |
| 19 | 100.4876 |
| 20 | 100.51 |
| 21 | 100.502 |
| 22 | 100.4102 |
| 23 | 100.379 |
| 24 | 100.3165 |
| 25 | 100.2869 |
| 26 | 100.322 |
| 27 | 100.4005 |
| 28 | 100.4892 |
| 29 | 100.3816 |
| 30 | 100.3683 |
| 31 | 100.4045 |
| 32 | 100.3593 |
| 33 | 100.2672 |
| 34 | 100.334 |
| 35 | 100.3008 |
| 36 | 100.3076 |
| 37 | 100.2841 |
| 38 | 100.3488 |
| 39 | 100.3496 |
| 40 | 100.3163 |
| 41 | 100.3515 |
| 42 | 100.4095 |
| 43 | 100.4681 |
| 44 | 100.4024 |
| 45 | 100.4603 |
| 46 | 100.4786 |
| 47 | 100.4302 |
| 48 | 100.455 |
| 49 | 100.4826 |
| 50 | 100.5877 |
| 51 | 100.5832 |
| 52 | 100.5558 |
| 53 | 100.5487 |
| 54 | 100.5377 |
| 55 | 100.4986 |
| 56 | 100.4787 |
| 57 | 100.4914 |
| 58 | 100.5645 |
| 59 | 100.6693 |
| 60 | 100.6524 |
| 61 | 100.7271 |
| 62 | 100.8989 |
| 63 | 100.8738 |
| 64 | 100.8116 |
| 65 | 100.8473 |
| 66 | 100.8952 |
| 67 | 100.8481 |
| 68 | 100.9129 |
| 69 | 100.9769 |
| 70 | 100.8902 |
| 71 | 100.9001 |
| 72 | 100.9244 |
| 73 | 100.8752 |
| 74 | 100.8162 |
| 75 | 100.796 |
| 76 | 100.808 |
| 77 | 100.75 |
| 78 | 100.6672 |
| 79 | 100.623 |
| 80 | 100.6763 |
| 81 | 100.6511 |
| 82 | 100.7141 |
| 83 | 100.8042 |
| 84 | 100.7763 |
| 85 | 100.7863 |
| 86 | 100.8049 |
| 87 | 100.8472 |
| 88 | 100.8487 |
| 89 | 100.7286 |
| 90 | 100.8172 |
| 91 | 100.9182 |
| 92 | 100.8086 |
| 93 | 100.8114 |
| 94 | 100.8124 |
| 95 | 100.8083 |
| 96 | 100.8717 |
| 97 | 100.9811 |
| 98 | 100.9044 |
| 99 | 100.9637 |
| 100 | 101.0085 |
| 101 | 100.9752 |
| 102 | 100.8956 |
| 103 | 100.9433 |
| 104 | 100.9037 |
| 105 | 101.0262 |
| 106 | 101.0244 |
| 107 | 101.1467 |
| 108 | 101.0958 |
| 109 | 101.0959 |
| 110 | 101.0675 |
| 111 | 101.0305 |
| 112 | 101.1284 |
| 113 | 101.1042 |
| 114 | 101.161 |
| 115 | 101.194 |
| 116 | 101.1755 |
| 117 | 101.2479 |
| 118 | 101.22 |
| 119 | 101.3099 |
| 120 | 101.2656 |
| 121 | 101.2265 |
| 122 | 101.1598 |
| 123 | 101.2321 |
| 124 | 101.1959 |
| 125 | 101.1484 |
| 126 | 101.1781 |
| 127 | 101.1929 |
| 128 | 101.2512 |
| 129 | 101.3236 |
| 130 | 101.5025 |
| 131 | 101.55 |
| 132 | 101.5474 |
| 133 | 101.5226 |
| 134 | 101.5783 |
| 135 | 101.5335 |
| 136 | 101.588 |
| 137 | 101.594 |
| 138 | 101.6361 |
| 139 | 101.6479 |
| 140 | 101.4671 |
| 141 | 101.4869 |
| 142 | 101.3626 |
| 143 | 101.1741 |
| 144 | 101.1655 |
| 145 | 101.1416 |
| 146 | 101.1255 |
| 147 | 100.9997 |
| 148 | 100.966 |
| 149 | 101.0305 |
| 150 | 101.0714 |
| 151 | 101.0525 |
| 152 | 101.0649 |
| 153 | 101.1769 |
| 154 | 101.227 |
| 155 | 101.1519 |
| 156 | 101.2241 |
| 157 | 101.2226 |
| 158 | 101.2912 |
| 159 | 101.2924 |
| 160 | 101.1835 |
| 161 | 101.1297 |
| 162 | 101.2045 |
| 163 | 101.0738 |
| 164 | 101.1124 |
| 165 | 101.139 |
| 166 | 101.2883 |
| 167 | 101.2633 |
| 168 | 101.1607 |
| 169 | 101.134 |
| 170 | 101.1526 |
| 171 | 101.1824 |
| 172 | 101.1085 |
| 173 | 101.1226 |
| 174 | 101.0722 |
| 175 | 101.0146 |
| 176 | 101.0978 |
| 177 | 101.0991 |
| 178 | 101.126 |
| 179 | 101.1721 |
| 180 | 101.3073 |
| 181 | 101.41 |
| 182 | 101.3879 |
| 183 | 101.408 |
| 184 | 101.3552 |
| 185 | 101.3638 |
| 186 | 101.3513 |
| 187 | 101.3034 |
| 188 | 101.3208 |
| 189 | 101.2015 |
| 190 | 101.1788 |
| 191 | 101.1549 |
| 192 | 101.1925 |
| 193 | 101.2241 |
| 194 | 101.1481 |
| 195 | 101.2026 |
| 196 | 101.2593 |
| 197 | 101.3269 |
| 198 | 101.2508 |
| 199 | 101.4263 |
| 200 | 101.4146 |
| 201 | 101.3196 |
| 202 | 101.3498 |
| 203 | 101.3863 |
| 204 | 101.3621 |
| 205 | 101.3998 |
| 206 | 101.443 |
| 207 | 101.4931 |
| 208 | 101.5277 |
| 209 | 101.5287 |
| 210 | 101.5259 |
| 211 | 101.4622 |
| 212 | 101.4382 |
| 213 | 101.4427 |
| 214 | 101.3793 |
| 215 | 101.3518 |
| 216 | 101.5045 |
| 217 | 101.3709 |
| 218 | 101.4272 |
| 219 | 101.417 |
| 220 | 101.5131 |
| 221 | 101.488 |
| 222 | 101.541 |
| 223 | 101.4259 |
| 224 | 101.4409 |
| 225 | 101.4939 |
| 226 | 101.3519 |
| 227 | 101.5024 |
| 228 | 101.4445 |
| 229 | 101.4021 |
| 230 | 101.3468 |
| 231 | 101.2813 |
| 232 | 101.3307 |
| 233 | 101.2814 |
| 234 | 101.1694 |
| 235 | 101.2556 |
| 236 | 101.3423 |
| 237 | 101.3547 |
| 238 | 101.3907 |
| 239 | 101.4007 |
| 240 | 101.3971 |
| 241 | 101.3866 |
| 242 | 101.405 |
| 243 | 101.4014 |
| 244 | 101.4718 |
| 245 | 101.5237 |
| 246 | 101.5358 |
| 247 | 101.6797 |
| 248 | 101.6616 |
| 249 | 101.5606 |
| 250 | 101.5006 |
| 251 | 101.5184 |
| 252 | 101.5495 |
| 253 | 101.457 |
| 254 | 101.418 |
| 255 | 101.3734 |
| 256 | 101.3673 |
| 257 | 101.3875 |
| 258 | 101.3205 |
| 259 | 101.3224 |
| 260 | 101.3539 |
| 261 | 101.1903 |
| 262 | 101.1083 |
| 263 | 101.2029 |
| 264 | 101.2529 |
| 265 | 101.2932 |
| 266 | 101.3066 |
| 267 | 101.5233 |
| 268 | 101.5024 |
| 269 | 101.5421 |
| 270 | 101.4911 |
| 271 | 101.5422 |
| 272 | 101.6144 |
| 273 | 101.5711 |
| 274 | 101.676 |
| 275 | 101.465 |
| 276 | 101.4885 |
| 277 | 101.4729 |
| 278 | 101.365 |
| 279 | 101.4629 |
| 280 | 101.4439 |
| 281 | 101.394 |
| 282 | 101.3694 |
| 283 | 101.4101 |
| 284 | 101.2531 |
| 285 | 101.1922 |
| 286 | 101.4283 |
| 287 | 101.456 |
| 288 | 101.3451 |
| 289 | 101.2752 |
| 290 | 101.3195 |
| 291 | 101.3458 |
| 292 | 101.3502 |
| 293 | 101.4254 |
| 294 | 101.3592 |
| 295 | 101.2594 |
| 296 | 101.2516 |
| 297 | 101.3715 |
| 298 | 101.4181 |
| 299 | 101.5103 |
| 300 | 101.3472 |
| 301 | 101.4328 |
| 302 | 101.452 |
| 303 | 101.5286 |
| 304 | 101.5039 |
| 305 | 101.5261 |
| 306 | 101.5433 |
| 307 | 101.4041 |
| 308 | 101.4225 |
| 309 | 101.4238 |
| 310 | 101.3862 |
| 311 | 101.4717 |
| 312 | 101.4883 |
| 313 | 101.4858 |
| 314 | 101.4839 |
| 315 | 101.4642 |
| 316 | 101.3836 |
| 317 | 101.3213 |
| 318 | 101.4301 |
| 319 | 101.4005 |
| 320 | 101.4128 |
| 321 | 101.307 |
| 322 | 101.357 |
| 323 | 101.2765 |
| 324 | 101.2688 |
| 325 | 101.1752 |
| 326 | 101.2699 |
| 327 | 101.2844 |
| 328 | 101.3492 |
| 329 | 101.3665 |
| 330 | 101.2269 |
| 331 | 101.1357 |
| 332 | 101.1202 |
| 333 | 101.0881 |
| 334 | 101.042 |
| 335 | 100.9254 |
| 336 | 100.9473 |
| 337 | 100.9617 |
| 338 | 100.8427 |
| 339 | 100.7673 |
| 340 | 100.6765 |
| 341 | 100.7535 |
| 342 | 100.8234 |
| 343 | 100.6382 |
| 344 | 100.7077 |
| 345 | 100.5797 |
| 346 | 100.5533 |
| 347 | 100.5339 |
| 348 | 100.649 |
| 349 | 100.6336 |
| 350 | 100.5287 |
| 351 | 100.4788 |
| 352 | 100.4734 |
| 353 | 100.4187 |
| 354 | 100.4196 |
| 355 | 100.4076 |
| 356 | 100.4709 |
| 357 | 100.4722 |
| 358 | 100.3696 |
| 359 | 100.3778 |
| 360 | 100.4021 |
| 361 | 100.3778 |
| 362 | 100.2956 |
| 363 | 100.2325 |
| 364 | 100.2226 |
| 365 | 100.2501 |
| 366 | 100.5587 |
| +0.68% |
| 0.54 |
| 32 |
| 09.10 → 04.12 | Short | 71.9% | +0.63% | 0.48 | 32 |
| 10.10 → 09.12 | Short | 68.8% | +0.75% | 0.59 | 32 |
| 10.10 → 06.12 | Short | 68.8% | +0.71% | 0.55 | 32 |
| 08.10 → 05.12 | Short | 68.8% | +0.68% | 0.52 | 32 |
| 10.10 → 05.12 | Short | 68.8% | +0.68% | 0.54 | 32 |