

Forex currencies
Over 1990 to 2026 (37 years of data), AUDPLN has tended to move long between 05.10 and 05.11, closing higher in 85.2% of those years for an average +11.60% move and an annualized Sharpe of 2.38.
Best window
05.10 - 05.11
Direction
Long
Win rate
85.2%
Avg return
+11.60%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 05.11 | Long | 85.2% | +11.60% | 2.38 | 27 |
| 05.10 → 04.11 | Long | 85.2% | +11.29% | 2.39 | 27 |
| 05.10 → 09.11 | Long | 85.2% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.4142 |
| 3 | 100.319 |
| 4 | 99.9828 |
| 5 | 100.2921 |
| 6 | 100.1834 |
| 7 | 99.9876 |
| 8 | 99.9862 |
| 9 | 100.3337 |
| 10 | 100.643 |
| 11 | 100.3509 |
| 12 | 100.161 |
| 13 | 100.233 |
| 14 | 100.1555 |
| 15 | 99.6671 |
| 16 | 99.6218 |
| 17 | 99.4174 |
| 18 | 99.0305 |
| 19 | 99.1517 |
| 20 | 98.6105 |
| 21 | 98.8139 |
| 22 | 98.6642 |
| 23 | 98.2782 |
| 24 | 97.6022 |
| 25 | 97.7548 |
| 26 | 97.8247 |
| 27 | 97.9286 |
| 28 | 97.9615 |
| 29 | 97.932 |
| 30 | 97.7809 |
| 31 | 97.983 |
| 32 | 97.9423 |
| 33 | 98.0522 |
| 34 | 98.3223 |
| 35 | 97.9753 |
| 36 | 98.2415 |
| 37 | 98.2416 |
| 38 | 98.5769 |
| 39 | 98.8896 |
| 40 | 99.119 |
| 41 | 98.8287 |
| 42 | 99.1118 |
| 43 | 99.0069 |
| 44 | 99.2365 |
| 45 | 99.329 |
| 46 | 99.0441 |
| 47 | 99.2043 |
| 48 | 98.8794 |
| 49 | 98.7716 |
| 50 | 98.4925 |
| 51 | 98.5064 |
| 52 | 98.6738 |
| 53 | 98.4583 |
| 54 | 98.1717 |
| 55 | 98.47 |
| 56 | 98.5608 |
| 57 | 98.1668 |
| 58 | 98.1565 |
| 59 | 98.5857 |
| 60 | 98.5383 |
| 61 | 98.4629 |
| 62 | 98.6219 |
| 63 | 98.5618 |
| 64 | 98.862 |
| 65 | 98.5663 |
| 66 | 98.3261 |
| 67 | 98.4826 |
| 68 | 98.4427 |
| 69 | 98.8438 |
| 70 | 99.1739 |
| 71 | 99.6955 |
| 72 | 99.5701 |
| 73 | 99.8355 |
| 74 | 99.9027 |
| 75 | 99.6434 |
| 76 | 99.9839 |
| 77 | 100.137 |
| 78 | 100.4565 |
| 79 | 100.3983 |
| 80 | 100.8469 |
| 81 | 101.0078 |
| 82 | 101.2795 |
| 83 | 101.3481 |
| 84 | 101.6999 |
| 85 | 102.0573 |
| 86 | 102.0038 |
| 87 | 101.5957 |
| 88 | 101.7831 |
| 89 | 101.6212 |
| 90 | 101.5238 |
| 91 | 101.6328 |
| 92 | 101.9869 |
| 93 | 102.3291 |
| 94 | 102.1937 |
| 95 | 102.2268 |
| 96 | 102.3524 |
| 97 | 102.2624 |
| 98 | 102.2442 |
| 99 | 102.4536 |
| 100 | 102.5239 |
| 101 | 102.3101 |
| 102 | 102.0776 |
| 103 | 102.0408 |
| 104 | 101.8197 |
| 105 | 101.7191 |
| 106 | 101.9793 |
| 107 | 102.0353 |
| 108 | 102.3459 |
| 109 | 102.614 |
| 110 | 102.3052 |
| 111 | 102.6511 |
| 112 | 102.7625 |
| 113 | 103.4008 |
| 114 | 103.4029 |
| 115 | 103.6167 |
| 116 | 104.3979 |
| 117 | 104.3636 |
| 118 | 104.2402 |
| 119 | 104.7023 |
| 120 | 104.7489 |
| 121 | 104.657 |
| 122 | 104.9486 |
| 123 | 105.2279 |
| 124 | 105.2727 |
| 125 | 105.0513 |
| 126 | 105.4457 |
| 127 | 105.1073 |
| 128 | 105.1556 |
| 129 | 105.1281 |
| 130 | 105.5038 |
| 131 | 105.6403 |
| 132 | 105.5552 |
| 133 | 105.3795 |
| 134 | 105.3753 |
| 135 | 104.7817 |
| 136 | 104.7801 |
| 137 | 104.8047 |
| 138 | 104.8687 |
| 139 | 104.9425 |
| 140 | 104.4178 |
| 141 | 104.5569 |
| 142 | 104.7627 |
| 143 | 104.7179 |
| 144 | 104.9239 |
| 145 | 105.0384 |
| 146 | 105.3074 |
| 147 | 105.6128 |
| 148 | 105.9191 |
| 149 | 106.2663 |
| 150 | 106.6719 |
| 151 | 107.0699 |
| 152 | 107.1446 |
| 153 | 107.0423 |
| 154 | 106.972 |
| 155 | 107.0216 |
| 156 | 107.0916 |
| 157 | 107.2173 |
| 158 | 107.0112 |
| 159 | 106.9662 |
| 160 | 106.8776 |
| 161 | 96.865 |
| 162 | 96.8453 |
| 163 | 96.4893 |
| 164 | 96.2651 |
| 165 | 96.393 |
| 166 | 96.4991 |
| 167 | 96.5665 |
| 168 | 96.6107 |
| 169 | 96.9616 |
| 170 | 96.9273 |
| 171 | 96.707 |
| 172 | 96.7214 |
| 173 | 96.5929 |
| 174 | 96.5107 |
| 175 | 96.2816 |
| 176 | 96.2873 |
| 177 | 96.232 |
| 178 | 96.147 |
| 179 | 96.2366 |
| 180 | 95.9669 |
| 181 | 96.1268 |
| 182 | 96.269 |
| 183 | 96.4213 |
| 184 | 96.6636 |
| 185 | 96.7412 |
| 186 | 97.0194 |
| 187 | 97.1173 |
| 188 | 97.1869 |
| 189 | 97.4774 |
| 190 | 97.591 |
| 191 | 97.6859 |
| 192 | 97.7556 |
| 193 | 97.62 |
| 194 | 97.7726 |
| 195 | 97.8562 |
| 196 | 98.0818 |
| 197 | 97.9675 |
| 198 | 98.1705 |
| 199 | 98.2352 |
| 200 | 98.0548 |
| 201 | 98.5316 |
| 202 | 98.3608 |
| 203 | 98.7574 |
| 204 | 98.7167 |
| 205 | 98.8434 |
| 206 | 98.733 |
| 207 | 98.9184 |
| 208 | 98.7892 |
| 209 | 98.8812 |
| 210 | 98.6846 |
| 211 | 98.8827 |
| 212 | 98.5549 |
| 213 | 98.8396 |
| 214 | 98.769 |
| 215 | 98.6949 |
| 216 | 98.6384 |
| 217 | 98.492 |
| 218 | 98.7196 |
| 219 | 98.9266 |
| 220 | 98.54 |
| 221 | 98.7899 |
| 222 | 98.5113 |
| 223 | 98.5192 |
| 224 | 98.8477 |
| 225 | 99.3066 |
| 226 | 99.3198 |
| 227 | 99.1899 |
| 228 | 98.9223 |
| 229 | 99.0304 |
| 230 | 99.2663 |
| 231 | 99.1727 |
| 232 | 99.1058 |
| 233 | 99.6313 |
| 234 | 99.7624 |
| 235 | 100.0245 |
| 236 | 100.0501 |
| 237 | 100.1541 |
| 238 | 100.0314 |
| 239 | 99.9602 |
| 240 | 99.9349 |
| 241 | 100.3188 |
| 242 | 100.2988 |
| 243 | 100.187 |
| 244 | 100.2073 |
| 245 | 100.1175 |
| 246 | 100.182 |
| 247 | 100.57 |
| 248 | 100.1361 |
| 249 | 100.0936 |
| 250 | 100.0271 |
| 251 | 100.2711 |
| 252 | 100.1612 |
| 253 | 100.1201 |
| 254 | 99.6712 |
| 255 | 99.8339 |
| 256 | 99.9252 |
| 257 | 100.1995 |
| 258 | 100.3012 |
| 259 | 100.2089 |
| 260 | 100.2536 |
| 261 | 100.0695 |
| 262 | 100.5373 |
| 263 | 100.8954 |
| 264 | 100.9814 |
| 265 | 100.9158 |
| 266 | 100.878 |
| 267 | 100.9241 |
| 268 | 100.9746 |
| 269 | 100.9536 |
| 270 | 100.7406 |
| 271 | 100.853 |
| 272 | 100.6657 |
| 273 | 99.4817 |
| 274 | 99.9265 |
| 275 | 99.8512 |
| 276 | 99.2714 |
| 277 | 99.0397 |
| 278 | 99.4546 |
| 279 | 99.3492 |
| 280 | 99.3639 |
| 281 | 99.0777 |
| 282 | 99.0484 |
| 283 | 99.1256 |
| 284 | 99.6909 |
| 285 | 99.8502 |
| 286 | 99.9683 |
| 287 | 100.8163 |
| 288 | 100.6862 |
| 289 | 100.3603 |
| 290 | 100.8902 |
| 291 | 100.8265 |
| 292 | 100.2535 |
| 293 | 100.3783 |
| 294 | 100.706 |
| 295 | 100.3421 |
| 296 | 101.2165 |
| 297 | 101.308 |
| 298 | 101.1092 |
| 299 | 101.1014 |
| 300 | 100.975 |
| 301 | 100.5662 |
| 302 | 100.9056 |
| 303 | 101.0395 |
| 304 | 101.405 |
| 305 | 101.0211 |
| 306 | 101.1932 |
| 307 | 101.1333 |
| 308 | 101.6522 |
| 309 | 101.8494 |
| 310 | 101.6737 |
| 311 | 101.1646 |
| 312 | 100.7898 |
| 313 | 100.3058 |
| 314 | 100.3431 |
| 315 | 100.1633 |
| 316 | 99.6531 |
| 317 | 99.8757 |
| 318 | 100.0984 |
| 319 | 99.7002 |
| 320 | 99.5561 |
| 321 | 99.4618 |
| 322 | 99.3857 |
| 323 | 99.2463 |
| 324 | 99.4962 |
| 325 | 99.1037 |
| 326 | 99.4728 |
| 327 | 99.5263 |
| 328 | 99.6677 |
| 329 | 100.2145 |
| 330 | 100.1894 |
| 331 | 100.6488 |
| 332 | 100.9348 |
| 333 | 101.0075 |
| 334 | 101.0049 |
| 335 | 101.0378 |
| 336 | 100.8316 |
| 337 | 101.0511 |
| 338 | 101.223 |
| 339 | 101.0621 |
| 340 | 100.8959 |
| 341 | 100.8831 |
| 342 | 100.8439 |
| 343 | 101.4376 |
| 344 | 101.4372 |
| 345 | 101.0137 |
| 346 | 101.0096 |
| 347 | 101.1171 |
| 348 | 100.8811 |
| 349 | 100.582 |
| 350 | 100.4783 |
| 351 | 100.2138 |
| 352 | 99.9788 |
| 353 | 83.117 |
| 354 | 83.4009 |
| 355 | 83.5922 |
| 356 | 83.6689 |
| 357 | 83.7121 |
| 358 | 83.9809 |
| 359 | 83.908 |
| 360 | 83.9057 |
| 361 | 83.8685 |
| 362 | 83.9447 |
| 363 | 83.8801 |
| 364 | 83.9155 |
| 365 | 83.8667 |
| 366 | 84.42 |
| +10.52% |
| 2.00 |
| 27 |
| 05.10 → 03.11 | Long | 85.2% | +10.50% | 2.24 | 27 |
| 07.10 → 05.11 | Long | 85.2% | +10.47% | 2.53 | 27 |
| 06.10 → 05.11 | Long | 85.2% | +10.41% | 2.45 | 27 |
| 07.10 → 04.11 | Long | 85.2% | +10.16% | 2.54 | 27 |
| 06.10 → 04.11 | Long | 85.2% | +10.12% | 2.43 | 27 |