← All seasonality|Forex currencies1991–2025

Canadian Dollar vs Swiss Franc (CADCHF) Seasonality

Over 1991 to 2025 (35 years of data), CADCHF has tended to move short between 07.07 and 20.08, closing higher in 76.5% of those years for an average +1.51% move and an annualized Sharpe of 0.95.

Average seasonal curve

CADCHF average seasonal curve, 1991 to 2025
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

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
07.07 → 20.08	Short	76.5%	+1.51%	0.95	34
07.07 → 24.08	Short	73.5%	+1.43%	0.88	34
07.07 → 19.08	Short	73.5%	+1.38%	0.91	34
08.07 → 20.08	Short	73.5%	+1.35%	0.90	34
07.07 → 18.08	Short	73.5%	+1.30%	0.89	34
08.07 → 19.08	Short	73.5%	+1.23%	0.86	34
10.07 → 31.07	Short	73.5%

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