

Over 1991 to 2025 (35 years of data), CADCHF has tended to move long between 22.08 and 30.08, closing higher in 67.7% of those years for an average +0.32% move and an annualized Sharpe of 1.00.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0466 |
| 3 | 99.9558 |
| 4 | 100.1395 |
| 5 | 100.0392 |
| 6 | 100.2231 |
| 7 | 100.3858 |
| 8 | 100.3671 |
| 9 | 100.3342 |
| 10 | 100.491 |
| 11 | 100.7841 |
| 12 | 100.6497 |
| 13 | 100.6345 |
| 14 | 100.5404 |
| 15 | 100.6955 |
| 16 | 100.5874 |
| 17 | 100.5536 |
| 18 | 100.4087 |
| 19 | 100.5028 |
| 20 | 100.65 |
| 21 | 100.5174 |
| 22 | 100.3052 |
| 23 | 100.3825 |
| 24 | 100.0855 |
| 25 | 100.1759 |
| 26 | 100.2925 |
| 27 | 100.0269 |
| 28 | 100.141 |
| 29 | 100.2599 |
| 30 | 100.2714 |
| 31 | 100.0934 |
| 32 | 99.8122 |
| 33 | 99.8765 |
| 34 | 100.3515 |
| 35 | 100.2961 |
| 36 | 100.1829 |
| 37 | 100.3252 |
| 38 | 100.5886 |
| 39 | 100.4965 |
| 40 | 100.4752 |
| 41 | 100.6399 |
| 42 | 100.7601 |
| 43 | 100.6973 |
| 44 | 100.5825 |
| 45 | 100.531 |
| 46 | 100.549 |
| 47 | 100.485 |
| 48 | 100.3733 |
| 49 | 100.367 |
| 50 | 100.4509 |
| 51 | 100.3559 |
| 52 | 100.107 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 30.08 | Long | 67.7% | +0.32% | 1.00 | 34 |
| 22.08 → 31.08 | Long | 67.7% | +0.24% | 0.74 | 34 |
| 21.08 → 31.08 | Long | 67.7% | +0.09% | 0.22 | 34 |
| 22.08 → 08.09 | Long | 64.7% | +0.64% | 0.97 | 34 |
| 22.08 → 06.09 | Long | 64.7% | +0.59% | 1.01 | 34 |
| 21.08 → 08.09 | Long | 64.7% | +0.49% | 0.67 | 34 |
| 20.08 → 08.09 | Long | 64.7% |
| 53 |
|---|
| 100.264 |
| 54 | 100.3126 |
|---|
| 55 | 100.2699 |
|---|
| 56 | 100.2737 |
|---|
| 57 | 100.3067 |
|---|
| 58 | 100.0323 |
|---|
| 59 | 99.9527 |
|---|
| 60 | 100.0417 |
|---|
| 61 | 100.4982 |
|---|
| 62 | 100.1397 |
|---|
| 63 | 99.9788 |
|---|
| 64 | 100.1081 |
|---|
| 65 | 99.9181 |
|---|
| 66 | 99.8375 |
|---|
| 67 | 99.7736 |
|---|
| 68 | 99.4694 |
|---|
| 69 | 99.3634 |
|---|
| 70 | 99.6071 |
|---|
| 71 | 99.7667 |
|---|
| 72 | 99.623 |
|---|
| 73 | 99.8802 |
|---|
| 74 | 100.264 |
|---|
| 75 | 100.3595 |
|---|
| 76 | 100.1869 |
|---|
| 77 | 100.1812 |
|---|
| 78 | 100.2001 |
|---|
| 79 | 100.4041 |
|---|
| 80 | 100.2967 |
|---|
| 81 | 100.3822 |
|---|
| 82 | 100.2127 |
|---|
| 83 | 100.2742 |
|---|
| 84 | 100.4387 |
|---|
| 85 | 100.5687 |
|---|
| 86 | 100.6667 |
|---|
| 87 | 100.8395 |
|---|
| 88 | 100.8046 |
|---|
| 89 | 100.5896 |
|---|
| 90 | 100.5376 |
|---|
| 91 | 100.6897 |
|---|
| 92 | 100.779 |
|---|
| 93 | 100.5647 |
|---|
| 94 | 100.2574 |
|---|
| 95 | 100.3505 |
|---|
| 96 | 99.8731 |
|---|
| 97 | 99.9414 |
|---|
| 98 | 99.6421 |
|---|
| 99 | 100.2086 |
|---|
| 100 | 99.5373 |
|---|
| 101 | 99.3377 |
|---|
| 102 | 99.2441 |
|---|
| 103 | 99.2947 |
|---|
| 104 | 99.3775 |
|---|
| 105 | 99.4768 |
|---|
| 106 | 99.4837 |
|---|
| 107 | 99.5634 |
|---|
| 108 | 99.5069 |
|---|
| 109 | 99.6779 |
|---|
| 110 | 99.5726 |
|---|
| 111 | 99.3379 |
|---|
| 112 | 99.7454 |
|---|
| 113 | 99.8592 |
|---|
| 114 | 99.7738 |
|---|
| 115 | 99.7368 |
|---|
| 116 | 99.7446 |
|---|
| 117 | 100.0581 |
|---|
| 118 | 100.1029 |
|---|
| 119 | 100.1849 |
|---|
| 120 | 100.1225 |
|---|
| 121 | 100.1898 |
|---|
| 122 | 100.0405 |
|---|
| 123 | 99.8505 |
|---|
| 124 | 99.9154 |
|---|
| 125 | 100.2546 |
|---|
| 126 | 100.2563 |
|---|
| 127 | 100.1936 |
|---|
| 128 | 100.0325 |
|---|
| 129 | 99.91 |
|---|
| 130 | 99.9989 |
|---|
| 131 | 100.0822 |
|---|
| 132 | 100.4206 |
|---|
| 133 | 100.5069 |
|---|
| 134 | 100.5967 |
|---|
| 135 | 100.5801 |
|---|
| 136 | 100.6556 |
|---|
| 137 | 100.7233 |
|---|
| 138 | 100.5502 |
|---|
| 139 | 100.3026 |
|---|
| 140 | 100.152 |
|---|
| 141 | 100.1228 |
|---|
| 142 | 100.1283 |
|---|
| 143 | 100.0688 |
|---|
| 144 | 99.7226 |
|---|
| 145 | 99.8379 |
|---|
| 146 | 99.8716 |
|---|
| 147 | 99.9909 |
|---|
| 148 | 100.1205 |
|---|
| 149 | 99.7667 |
|---|
| 150 | 99.9387 |
|---|
| 151 | 100.0038 |
|---|
| 152 | 100.2292 |
|---|
| 153 | 100.2563 |
|---|
| 154 | 100.4682 |
|---|
| 155 | 100.2165 |
|---|
| 156 | 100.125 |
|---|
| 157 | 100.4818 |
|---|
| 158 | 100.6726 |
|---|
| 159 | 100.5329 |
|---|
| 160 | 100.4602 |
|---|
| 161 | 100.5905 |
|---|
| 162 | 100.3779 |
|---|
| 163 | 100.3551 |
|---|
| 164 | 100.4045 |
|---|
| 165 | 100.1735 |
|---|
| 166 | 100.0875 |
|---|
| 167 | 99.4923 |
|---|
| 168 | 99.391 |
|---|
| 169 | 99.5094 |
|---|
| 170 | 99.421 |
|---|
| 171 | 99.4012 |
|---|
| 172 | 99.6456 |
|---|
| 173 | 99.6545 |
|---|
| 174 | 99.4252 |
|---|
| 175 | 99.3578 |
|---|
| 176 | 99.3962 |
|---|
| 177 | 99.451 |
|---|
| 178 | 99.2088 |
|---|
| 179 | 99.2481 |
|---|
| 180 | 99.1853 |
|---|
| 181 | 99.1274 |
|---|
| 182 | 99.1354 |
|---|
| 183 | 99.1466 |
|---|
| 184 | 99.26 |
|---|
| 185 | 99.3148 |
|---|
| 186 | 99.2028 |
|---|
| 187 | 98.9684 |
|---|
| 188 | 99.108 |
|---|
| 189 | 99.1635 |
|---|
| 190 | 99.1389 |
|---|
| 191 | 99.2221 |
|---|
| 192 | 99.1443 |
|---|
| 193 | 98.7875 |
|---|
| 194 | 98.7113 |
|---|
| 195 | 98.4922 |
|---|
| 196 | 98.5836 |
|---|
| 197 | 98.5371 |
|---|
| 198 | 98.5199 |
|---|
| 199 | 98.2811 |
|---|
| 200 | 98.3573 |
|---|
| 201 | 98.5836 |
|---|
| 202 | 98.3702 |
|---|
| 203 | 98.2068 |
|---|
| 204 | 98.1683 |
|---|
| 205 | 98.384 |
|---|
| 206 | 98.0853 |
|---|
| 207 | 97.8051 |
|---|
| 208 | 98.0095 |
|---|
| 209 | 98.0557 |
|---|
| 210 | 98.0508 |
|---|
| 211 | 98.1903 |
|---|
| 212 | 98.2055 |
|---|
| 213 | 97.8353 |
|---|
| 214 | 97.7141 |
|---|
| 215 | 97.4278 |
|---|
| 216 | 97.2489 |
|---|
| 217 | 97.2458 |
|---|
| 218 | 97.404 |
|---|
| 219 | 97.3706 |
|---|
| 220 | 97.5619 |
|---|
| 221 | 97.7212 |
|---|
| 222 | 97.5747 |
|---|
| 223 | 97.6278 |
|---|
| 224 | 97.4542 |
|---|
| 225 | 97.4611 |
|---|
| 226 | 97.512 |
|---|
| 227 | 97.33 |
|---|
| 228 | 97.6055 |
|---|
| 229 | 97.4045 |
|---|
| 230 | 97.5827 |
|---|
| 231 | 97.5112 |
|---|
| 232 | 97.3891 |
|---|
| 233 | 97.1874 |
|---|
| 234 | 97.1599 |
|---|
| 235 | 97.2586 |
|---|
| 236 | 97.4381 |
|---|
| 237 | 97.4273 |
|---|
| 238 | 97.2873 |
|---|
| 239 | 97.3803 |
|---|
| 240 | 97.3376 |
|---|
| 241 | 97.2795 |
|---|
| 242 | 97.3975 |
|---|
| 243 | 97.6642 |
|---|
| 244 | 97.587 |
|---|
| 245 | 97.6972 |
|---|
| 246 | 97.6615 |
|---|
| 247 | 97.5853 |
|---|
| 248 | 97.303 |
|---|
| 249 | 97.3903 |
|---|
| 250 | 97.1482 |
|---|
| 251 | 97.0199 |
|---|
| 252 | 97.0042 |
|---|
| 253 | 97.1415 |
|---|
| 254 | 97.0354 |
|---|
| 255 | 97.17 |
|---|
| 256 | 97.0333 |
|---|
| 257 | 97.1533 |
|---|
| 258 | 97.0698 |
|---|
| 259 | 96.944 |
|---|
| 260 | 96.866 |
|---|
| 261 | 97.0166 |
|---|
| 262 | 97.1949 |
|---|
| 263 | 97.0857 |
|---|
| 264 | 97.1834 |
|---|
| 265 | 97.2206 |
|---|
| 266 | 97.1372 |
|---|
| 267 | 97.1392 |
|---|
| 268 | 97.4211 |
|---|
| 269 | 97.4513 |
|---|
| 270 | 97.4619 |
|---|
| 271 | 97.0329 |
|---|
| 272 | 96.8135 |
|---|
| 273 | 96.8181 |
|---|
| 274 | 96.898 |
|---|
| 275 | 96.8928 |
|---|
| 276 | 97.2919 |
|---|
| 277 | 97.0279 |
|---|
| 278 | 97.0711 |
|---|
| 279 | 96.9957 |
|---|
| 280 | 97.1622 |
|---|
| 281 | 97.0762 |
|---|
| 282 | 97.169 |
|---|
| 283 | 97.0234 |
|---|
| 284 | 96.8689 |
|---|
| 285 | 96.7902 |
|---|
| 286 | 96.8532 |
|---|
| 287 | 96.6707 |
|---|
| 288 | 96.6441 |
|---|
| 289 | 96.5835 |
|---|
| 290 | 96.7248 |
|---|
| 291 | 96.4897 |
|---|
| 292 | 96.4791 |
|---|
| 293 | 96.4051 |
|---|
| 294 | 96.6131 |
|---|
| 295 | 96.6496 |
|---|
| 296 | 96.6189 |
|---|
| 297 | 96.5466 |
|---|
| 298 | 96.5156 |
|---|
| 299 | 96.4298 |
|---|
| 300 | 96.4791 |
|---|
| 301 | 96.5828 |
|---|
| 302 | 96.7041 |
|---|
| 303 | 96.7612 |
|---|
| 304 | 96.9652 |
|---|
| 305 | 96.7875 |
|---|
| 306 | 96.9599 |
|---|
| 307 | 97.1131 |
|---|
| 308 | 97.1066 |
|---|
| 309 | 97.0466 |
|---|
| 310 | 96.965 |
|---|
| 311 | 96.9517 |
|---|
| 312 | 96.9703 |
|---|
| 313 | 96.91 |
|---|
| 314 | 96.7721 |
|---|
| 315 | 96.3063 |
|---|
| 316 | 96.3518 |
|---|
| 317 | 96.2439 |
|---|
| 318 | 96.0439 |
|---|
| 319 | 96.0969 |
|---|
| 320 | 95.8983 |
|---|
| 321 | 96.0682 |
|---|
| 322 | 96.2322 |
|---|
| 323 | 96.2655 |
|---|
| 324 | 96.2152 |
|---|
| 325 | 96.2933 |
|---|
| 326 | 96.3425 |
|---|
| 327 | 96.3567 |
|---|
| 328 | 96.3724 |
|---|
| 329 | 96.2972 |
|---|
| 330 | 96.0718 |
|---|
| 331 | 96.1412 |
|---|
| 332 | 96.0285 |
|---|
| 333 | 95.913 |
|---|
| 334 | 95.9788 |
|---|
| 335 | 95.7392 |
|---|
| 336 | 95.7419 |
|---|
| 337 | 95.7257 |
|---|
| 338 | 95.8574 |
|---|
| 339 | 95.9016 |
|---|
| 340 | 95.7568 |
|---|
| 341 | 95.5079 |
|---|
| 342 | 95.6252 |
|---|
| 343 | 95.5399 |
|---|
| 344 | 95.4298 |
|---|
| 345 | 95.4138 |
|---|
| 346 | 95.4506 |
|---|
| 347 | 95.5337 |
|---|
| 348 | 95.5212 |
|---|
| 349 | 95.5348 |
|---|
| 350 | 95.59 |
|---|
| 351 | 95.6041 |
|---|
| 352 | 95.3839 |
|---|
| 353 | 95.263 |
|---|
| 354 | 95.3094 |
|---|
| 355 | 95.1726 |
|---|
| 356 | 95.2128 |
|---|
| 357 | 95.3254 |
|---|
| 358 | 95.4226 |
|---|
| 359 | 95.4711 |
|---|
| 360 | 95.6041 |
|---|
| 361 | 95.2524 |
|---|
| 362 | 95.1653 |
|---|
| 363 | 95.0213 |
|---|
| 364 | 95.1393 |
|---|
| 365 | 95.2131 |
|---|
| 366 | 95.4158 |
|---|
| +0.34% |
| 0.43 |
| 34 |
| 20.08 → 06.09 | Long | 64.7% | +0.28% | 0.40 | 34 |