

Over 1993 to 2025 (33 years of data), AUDUSD has tended to move short between 13.07 and 05.09, closing higher in 66.7% of those years for an average +1.07% move and an annualized Sharpe of 0.66.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0753 |
| 3 | 100.0734 |
| 4 | 100.204 |
| 5 | 100.2151 |
| 6 | 100.3024 |
| 7 | 100.2196 |
| 8 | 100.2257 |
| 9 | 100.234 |
| 10 | 100.3597 |
| 11 | 100.4791 |
| 12 | 100.4675 |
| 13 | 100.5326 |
| 14 | 100.4144 |
| 15 | 100.2712 |
| 16 | 100.2298 |
| 17 | 100.2172 |
| 18 | 100.2759 |
| 19 | 100.2212 |
| 20 | 100.2156 |
| 21 | 100.2058 |
| 22 | 100.0806 |
| 23 | 100.1399 |
| 24 | 100.0075 |
| 25 | 99.969 |
| 26 | 100.0863 |
| 27 | 100.0032 |
| 28 | 99.9316 |
| 29 | 99.6519 |
| 30 | 99.6034 |
| 31 | 99.7347 |
| 32 | 99.9575 |
| 33 | 99.8147 |
| 34 | 99.9327 |
| 35 | 99.9704 |
| 36 | 99.912 |
| 37 | 99.8952 |
| 38 | 99.8297 |
| 39 | 99.7431 |
| 40 | 99.8683 |
| 41 | 99.8149 |
| 42 | 99.9197 |
| 43 | 99.9536 |
| 44 | 100.0113 |
| 45 | 100.14 |
| 46 | 100.1195 |
| 47 | 100.1208 |
| 48 | 100.1412 |
| 49 | 100.0898 |
| 50 | 100.313 |
| 51 | 100.219 |
| 52 | 100.0942 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.09 | Short | 66.7% | +1.07% | 0.66 | 33 |
| 13.07 → 29.08 | Short | 66.7% | +1.04% | 0.79 | 33 |
| 13.07 → 30.08 | Short | 66.7% | +1.04% | 0.78 | 33 |
| 13.07 → 01.09 | Short | 66.7% | +0.98% | 0.71 | 33 |
| 13.07 → 31.08 | Short | 66.7% | +0.97% | 0.73 | 33 |
| 09.07 → 04.09 | Short | 66.7% | +0.92% | 0.56 | 33 |
| 10.07 → 04.09 | Short | 66.7% |
| 53 |
|---|
| 100.1258 |
| 54 | 100.0706 |
|---|
| 55 | 100.105 |
|---|
| 56 | 100.0628 |
|---|
| 57 | 99.8729 |
|---|
| 58 | 99.8197 |
|---|
| 59 | 99.8884 |
|---|
| 60 | 99.8295 |
|---|
| 61 | 99.8104 |
|---|
| 62 | 99.9177 |
|---|
| 63 | 100.0128 |
|---|
| 64 | 99.959 |
|---|
| 65 | 100.0028 |
|---|
| 66 | 99.7937 |
|---|
| 67 | 99.8086 |
|---|
| 68 | 99.8658 |
|---|
| 69 | 99.9369 |
|---|
| 70 | 99.7926 |
|---|
| 71 | 99.9266 |
|---|
| 72 | 99.7988 |
|---|
| 73 | 99.8509 |
|---|
| 74 | 99.6127 |
|---|
| 75 | 99.6413 |
|---|
| 76 | 99.6784 |
|---|
| 77 | 99.7942 |
|---|
| 78 | 99.6942 |
|---|
| 79 | 99.6954 |
|---|
| 80 | 99.6219 |
|---|
| 81 | 99.6564 |
|---|
| 82 | 99.6426 |
|---|
| 83 | 99.6578 |
|---|
| 84 | 99.7494 |
|---|
| 85 | 99.854 |
|---|
| 86 | 99.862 |
|---|
| 87 | 99.8834 |
|---|
| 88 | 99.9547 |
|---|
| 89 | 99.8196 |
|---|
| 90 | 99.9282 |
|---|
| 91 | 99.9868 |
|---|
| 92 | 99.925 |
|---|
| 93 | 100.015 |
|---|
| 94 | 99.8606 |
|---|
| 95 | 99.8168 |
|---|
| 96 | 99.7276 |
|---|
| 97 | 99.7744 |
|---|
| 98 | 99.9531 |
|---|
| 99 | 100.2403 |
|---|
| 100 | 100.5149 |
|---|
| 101 | 100.5213 |
|---|
| 102 | 100.6904 |
|---|
| 103 | 100.8097 |
|---|
| 104 | 100.621 |
|---|
| 105 | 100.6377 |
|---|
| 106 | 100.6953 |
|---|
| 107 | 100.7749 |
|---|
| 108 | 100.663 |
|---|
| 109 | 100.8286 |
|---|
| 110 | 100.743 |
|---|
| 111 | 100.7652 |
|---|
| 112 | 100.6888 |
|---|
| 113 | 100.6642 |
|---|
| 114 | 100.7813 |
|---|
| 115 | 100.6669 |
|---|
| 116 | 100.6387 |
|---|
| 117 | 100.587 |
|---|
| 118 | 100.8106 |
|---|
| 119 | 100.9047 |
|---|
| 120 | 100.8559 |
|---|
| 121 | 100.7697 |
|---|
| 122 | 100.7787 |
|---|
| 123 | 100.8981 |
|---|
| 124 | 100.8182 |
|---|
| 125 | 100.8322 |
|---|
| 126 | 101.0199 |
|---|
| 127 | 100.8185 |
|---|
| 128 | 100.8362 |
|---|
| 129 | 100.7836 |
|---|
| 130 | 100.7866 |
|---|
| 131 | 100.6532 |
|---|
| 132 | 100.4893 |
|---|
| 133 | 100.4455 |
|---|
| 134 | 100.2824 |
|---|
| 135 | 100.1019 |
|---|
| 136 | 100.1557 |
|---|
| 137 | 100.1257 |
|---|
| 138 | 100.1008 |
|---|
| 139 | 100.0591 |
|---|
| 140 | 100.0755 |
|---|
| 141 | 100.1597 |
|---|
| 142 | 100.0451 |
|---|
| 143 | 99.8227 |
|---|
| 144 | 99.8275 |
|---|
| 145 | 99.7639 |
|---|
| 146 | 99.7609 |
|---|
| 147 | 99.9465 |
|---|
| 148 | 99.9748 |
|---|
| 149 | 100.0331 |
|---|
| 150 | 100.0589 |
|---|
| 151 | 99.9466 |
|---|
| 152 | 99.8643 |
|---|
| 153 | 100.2219 |
|---|
| 154 | 100.2304 |
|---|
| 155 | 100.2713 |
|---|
| 156 | 100.2264 |
|---|
| 157 | 100.3461 |
|---|
| 158 | 100.4478 |
|---|
| 159 | 100.5536 |
|---|
| 160 | 100.5761 |
|---|
| 161 | 100.3821 |
|---|
| 162 | 100.4869 |
|---|
| 163 | 100.3265 |
|---|
| 164 | 100.4135 |
|---|
| 165 | 100.3033 |
|---|
| 166 | 100.3108 |
|---|
| 167 | 100.5137 |
|---|
| 168 | 100.4927 |
|---|
| 169 | 100.4897 |
|---|
| 170 | 100.4672 |
|---|
| 171 | 100.472 |
|---|
| 172 | 100.5044 |
|---|
| 173 | 100.2685 |
|---|
| 174 | 100.3468 |
|---|
| 175 | 100.2965 |
|---|
| 176 | 100.4284 |
|---|
| 177 | 100.3725 |
|---|
| 178 | 100.3141 |
|---|
| 179 | 100.1093 |
|---|
| 180 | 100.2389 |
|---|
| 181 | 100.5216 |
|---|
| 182 | 100.4557 |
|---|
| 183 | 100.4627 |
|---|
| 184 | 100.4693 |
|---|
| 185 | 100.4686 |
|---|
| 186 | 100.2599 |
|---|
| 187 | 100.2467 |
|---|
| 188 | 100.3816 |
|---|
| 189 | 100.3719 |
|---|
| 190 | 100.4399 |
|---|
| 191 | 100.4356 |
|---|
| 192 | 100.3267 |
|---|
| 193 | 100.42 |
|---|
| 194 | 100.5796 |
|---|
| 195 | 100.678 |
|---|
| 196 | 100.6367 |
|---|
| 197 | 100.6688 |
|---|
| 198 | 100.5368 |
|---|
| 199 | 100.704 |
|---|
| 200 | 100.6987 |
|---|
| 201 | 100.7321 |
|---|
| 202 | 100.8101 |
|---|
| 203 | 100.8913 |
|---|
| 204 | 100.7916 |
|---|
| 205 | 100.6402 |
|---|
| 206 | 100.6103 |
|---|
| 207 | 100.5995 |
|---|
| 208 | 100.5807 |
|---|
| 209 | 100.5684 |
|---|
| 210 | 100.576 |
|---|
| 211 | 100.5087 |
|---|
| 212 | 100.4146 |
|---|
| 213 | 100.2782 |
|---|
| 214 | 100.0561 |
|---|
| 215 | 100.1836 |
|---|
| 216 | 100.2471 |
|---|
| 217 | 100.0923 |
|---|
| 218 | 100.0819 |
|---|
| 219 | 100.1107 |
|---|
| 220 | 100.0405 |
|---|
| 221 | 100.0401 |
|---|
| 222 | 99.9125 |
|---|
| 223 | 99.9302 |
|---|
| 224 | 99.9171 |
|---|
| 225 | 99.9573 |
|---|
| 226 | 99.8248 |
|---|
| 227 | 99.7721 |
|---|
| 228 | 99.738 |
|---|
| 229 | 99.8924 |
|---|
| 230 | 99.7416 |
|---|
| 231 | 99.4594 |
|---|
| 232 | 99.567 |
|---|
| 233 | 99.5231 |
|---|
| 234 | 99.5798 |
|---|
| 235 | 99.6166 |
|---|
| 236 | 99.4628 |
|---|
| 237 | 99.3274 |
|---|
| 238 | 99.2689 |
|---|
| 239 | 99.2928 |
|---|
| 240 | 99.2873 |
|---|
| 241 | 99.4374 |
|---|
| 242 | 99.2853 |
|---|
| 243 | 99.28 |
|---|
| 244 | 99.3957 |
|---|
| 245 | 99.433 |
|---|
| 246 | 99.4795 |
|---|
| 247 | 99.3773 |
|---|
| 248 | 99.2903 |
|---|
| 249 | 99.3506 |
|---|
| 250 | 99.327 |
|---|
| 251 | 99.4264 |
|---|
| 252 | 99.3234 |
|---|
| 253 | 99.3817 |
|---|
| 254 | 99.4348 |
|---|
| 255 | 99.5244 |
|---|
| 256 | 99.5766 |
|---|
| 257 | 99.4917 |
|---|
| 258 | 99.5058 |
|---|
| 259 | 99.3263 |
|---|
| 260 | 99.1817 |
|---|
| 261 | 99.1975 |
|---|
| 262 | 99.2053 |
|---|
| 263 | 99.3884 |
|---|
| 264 | 99.2279 |
|---|
| 265 | 99.1726 |
|---|
| 266 | 99.0344 |
|---|
| 267 | 99.0739 |
|---|
| 268 | 99.1025 |
|---|
| 269 | 98.927 |
|---|
| 270 | 98.8881 |
|---|
| 271 | 99.088 |
|---|
| 272 | 99.0863 |
|---|
| 273 | 98.9938 |
|---|
| 274 | 99.1437 |
|---|
| 275 | 99.0592 |
|---|
| 276 | 98.8212 |
|---|
| 277 | 98.9174 |
|---|
| 278 | 98.8967 |
|---|
| 279 | 98.9588 |
|---|
| 280 | 98.9455 |
|---|
| 281 | 98.9399 |
|---|
| 282 | 98.8337 |
|---|
| 283 | 98.9354 |
|---|
| 284 | 98.7812 |
|---|
| 285 | 98.9935 |
|---|
| 286 | 99.0918 |
|---|
| 287 | 99.2836 |
|---|
| 288 | 99.3619 |
|---|
| 289 | 99.0292 |
|---|
| 290 | 99.2004 |
|---|
| 291 | 99.2774 |
|---|
| 292 | 99.3411 |
|---|
| 293 | 99.3788 |
|---|
| 294 | 99.4298 |
|---|
| 295 | 99.2843 |
|---|
| 296 | 99.182 |
|---|
| 297 | 99.1049 |
|---|
| 298 | 98.9152 |
|---|
| 299 | 98.9728 |
|---|
| 300 | 98.9776 |
|---|
| 301 | 98.9632 |
|---|
| 302 | 99.0699 |
|---|
| 303 | 99.1786 |
|---|
| 304 | 99.1818 |
|---|
| 305 | 99.1663 |
|---|
| 306 | 99.2111 |
|---|
| 307 | 99.2682 |
|---|
| 308 | 99.524 |
|---|
| 309 | 99.5946 |
|---|
| 310 | 99.6669 |
|---|
| 311 | 99.5724 |
|---|
| 312 | 99.6221 |
|---|
| 313 | 99.3897 |
|---|
| 314 | 99.4695 |
|---|
| 315 | 99.332 |
|---|
| 316 | 99.2347 |
|---|
| 317 | 99.2871 |
|---|
| 318 | 99.445 |
|---|
| 319 | 99.316 |
|---|
| 320 | 99.2673 |
|---|
| 321 | 99.0927 |
|---|
| 322 | 99.2559 |
|---|
| 323 | 99.0889 |
|---|
| 324 | 99.0451 |
|---|
| 325 | 98.7746 |
|---|
| 326 | 98.9106 |
|---|
| 327 | 99.0089 |
|---|
| 328 | 99.0677 |
|---|
| 329 | 99.1674 |
|---|
| 330 | 98.9149 |
|---|
| 331 | 98.9075 |
|---|
| 332 | 99.1316 |
|---|
| 333 | 99.133 |
|---|
| 334 | 99.2607 |
|---|
| 335 | 99.3769 |
|---|
| 336 | 99.4766 |
|---|
| 337 | 99.4611 |
|---|
| 338 | 99.2736 |
|---|
| 339 | 99.1898 |
|---|
| 340 | 99.2058 |
|---|
| 341 | 99.1673 |
|---|
| 342 | 99.0893 |
|---|
| 343 | 99.1443 |
|---|
| 344 | 99.2843 |
|---|
| 345 | 99.1084 |
|---|
| 346 | 99.1479 |
|---|
| 347 | 99.2068 |
|---|
| 348 | 99.1884 |
|---|
| 349 | 98.9658 |
|---|
| 350 | 99.0126 |
|---|
| 351 | 98.8951 |
|---|
| 352 | 98.9985 |
|---|
| 353 | 98.7475 |
|---|
| 354 | 98.7523 |
|---|
| 355 | 98.8529 |
|---|
| 356 | 98.8395 |
|---|
| 357 | 98.9425 |
|---|
| 358 | 98.9618 |
|---|
| 359 | 98.9979 |
|---|
| 360 | 99.0403 |
|---|
| 361 | 99.067 |
|---|
| 362 | 99.1507 |
|---|
| 363 | 99.2801 |
|---|
| 364 | 99.5047 |
|---|
| 365 | 99.5627 |
|---|
| 366 | 99.7532 |
|---|
| +0.90% |
| 0.54 |
| 33 |
| 12.07 → 05.09 | Short | 66.7% | +0.84% | 0.50 | 33 |