Forex currencies
Over 1999 to 2026 (28 years of data), AUDSGD has tended to move long between 11.10 and 05.11, closing higher in 77.8% of those years for an average +0.51% move and an annualized Sharpe of 1.03.
Best window
11.10 - 05.11
Direction
Long
Win rate
77.8%
Avg return
+0.51%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.11 | Long | 77.8% | +0.51% | 1.03 | 27 |
| 11.10 → 07.11 | Long | 74.1% | +0.61% | 1.11 | 27 |
| 11.10 → 04.11 | Long | 74.1% |
| +0.46% |
| 0.93 |
| 27 |
| 09.10 → 04.11 | Long | 70.4% | +0.55% | 0.94 | 27 |
| 11.10 → 06.11 | Long | 70.4% | +0.52% | 0.97 | 27 |
| 09.10 → 03.11 | Long | 70.4% | +0.46% | 0.89 | 27 |
| 10.10 → 03.11 | Long | 70.4% | +0.39% | 0.78 | 27 |
| 05.10 → 09.10 | Long | 70.4% | -0.07% | -0.24 | 27 |