

Forex currencies
Over 1991 to 2026 (36 years of data), CADCHF has tended to move short between 12.10 and 06.12, closing higher in 65.7% of those years for an average +0.60% move and an annualized Sharpe of 0.39.
Best window
12.10 - 06.12
Direction
Short
Win rate
65.7%
Avg return
+0.60%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 06.12 | Short | 65.7% | +0.60% | 0.39 | 35 |
| 12.10 → 07.12 | Short | 65.7% | +0.60% | 0.38 | 35 |
| 06.10 → 11.10 | Long | 64.7% |
| 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 |
| 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 | 99.2089 |
| 189 | 99.2944 |
| 190 | 99.2314 |
| 191 | 99.3531 |
| 192 | 99.2752 |
| 193 | 98.9553 |
| 194 | 99.0256 |
| 195 | 98.8072 |
| 196 | 98.8129 |
| 197 | 98.8574 |
| 198 | 98.8305 |
| 199 | 98.591 |
| 200 | 98.7031 |
| 201 | 98.8937 |
| 202 | 98.6962 |
| 203 | 98.5999 |
| 204 | 98.6256 |
| 205 | 98.8474 |
| 206 | 98.5473 |
| 207 | 98.2437 |
| 208 | 98.4704 |
| 209 | 98.5451 |
| 210 | 98.4919 |
| 211 | 98.4797 |
| 212 | 98.5073 |
| 213 | 98.136 |
| 214 | 98.0308 |
| 215 | 97.7784 |
| 216 | 97.542 |
| 217 | 97.5579 |
| 218 | 97.849 |
| 219 | 97.8009 |
| 220 | 97.993 |
| 221 | 98.1547 |
| 222 | 98.0704 |
| 223 | 98.172 |
| 224 | 98.0223 |
| 225 | 98.0696 |
| 226 | 98.1638 |
| 227 | 97.9806 |
| 228 | 98.2576 |
| 229 | 98.0086 |
| 230 | 98.1859 |
| 231 | 97.8882 |
| 232 | 97.8502 |
| 233 | 97.7 |
| 234 | 97.6724 |
| 235 | 97.7278 |
| 236 | 97.8805 |
| 237 | 97.8639 |
| 238 | 97.7512 |
| 239 | 97.8453 |
| 240 | 97.8412 |
| 241 | 97.7828 |
| 242 | 97.9166 |
| 243 | 98.2396 |
| 244 | 98.1858 |
| 245 | 98.3958 |
| 246 | 98.3045 |
| 247 | 98.1973 |
| 248 | 97.9132 |
| 249 | 98.0272 |
| 250 | 97.8018 |
| 251 | 97.7164 |
| 252 | 97.6822 |
| 253 | 97.8521 |
| 254 | 97.7646 |
| 255 | 97.9002 |
| 256 | 97.7817 |
| 257 | 97.873 |
| 258 | 97.7992 |
| 259 | 97.7318 |
| 260 | 97.6396 |
| 261 | 97.7153 |
| 262 | 97.8949 |
| 263 | 97.8009 |
| 264 | 97.8053 |
| 265 | 97.7938 |
| 266 | 97.761 |
| 267 | 97.7748 |
| 268 | 98.0652 |
| 269 | 98.0956 |
| 270 | 98.1227 |
| 271 | 97.7108 |
| 272 | 97.5267 |
| 273 | 97.5055 |
| 274 | 97.4869 |
| 275 | 97.3854 |
| 276 | 97.7865 |
| 277 | 97.5212 |
| 278 | 97.5646 |
| 279 | 97.4889 |
| 280 | 97.6561 |
| 281 | 97.5697 |
| 282 | 97.663 |
| 283 | 97.5166 |
| 284 | 97.3613 |
| 285 | 97.2822 |
| 286 | 97.3456 |
| 287 | 97.1621 |
| 288 | 97.1355 |
| 289 | 97.0746 |
| 290 | 97.2166 |
| 291 | 96.9803 |
| 292 | 96.9696 |
| 293 | 96.8953 |
| 294 | 97.1043 |
| 295 | 97.141 |
| 296 | 97.1101 |
| 297 | 97.0374 |
| 298 | 97.0063 |
| 299 | 96.9201 |
| 300 | 96.9696 |
| 301 | 97.0738 |
| 302 | 97.1957 |
| 303 | 97.2531 |
| 304 | 97.4581 |
| 305 | 97.2796 |
| 306 | 97.4528 |
| 307 | 97.6068 |
| 308 | 97.6003 |
| 309 | 97.5399 |
| 310 | 97.458 |
| 311 | 97.4446 |
| 312 | 97.4632 |
| 313 | 97.4027 |
| 314 | 97.2641 |
| 315 | 96.796 |
| 316 | 96.8416 |
| 317 | 96.7332 |
| 318 | 96.5322 |
| 319 | 96.5854 |
| 320 | 96.3858 |
| 321 | 96.5566 |
| 322 | 96.7215 |
| 323 | 96.7549 |
| 324 | 96.7044 |
| 325 | 96.7828 |
| 326 | 96.8323 |
| 327 | 96.8466 |
| 328 | 96.8623 |
| 329 | 96.7868 |
| 330 | 96.5603 |
| 331 | 96.63 |
| 332 | 96.5167 |
| 333 | 96.4006 |
| 334 | 96.4667 |
| 335 | 96.226 |
| 336 | 96.2287 |
| 337 | 96.2124 |
| 338 | 96.3447 |
| 339 | 96.3892 |
| 340 | 96.2437 |
| 341 | 95.9935 |
| 342 | 96.1114 |
| 343 | 96.0256 |
| 344 | 95.9149 |
| 345 | 95.8989 |
| 346 | 95.9359 |
| 347 | 96.0194 |
| 348 | 96.0068 |
| 349 | 96.0205 |
| 350 | 96.076 |
| 351 | 96.0901 |
| 352 | 95.8688 |
| 353 | 95.7473 |
| 354 | 95.7939 |
| 355 | 95.6564 |
| 356 | 95.6969 |
| 357 | 95.81 |
| 358 | 95.9078 |
| 359 | 95.9565 |
| 360 | 96.0901 |
| 361 | 95.7366 |
| 362 | 95.6491 |
| 363 | 95.5044 |
| 364 | 95.623 |
| 365 | 95.6972 |
| 366 | 95.9009 |
| +0.33% |
| 1.55 |
| 34 |
| 12.10 → 16.10 | Short | 64.7% | +0.24% | 1.33 | 34 |
| 12.10 → 09.12 | Short | 62.9% | +0.76% | 0.47 | 35 |
| 12.10 → 08.12 | Short | 62.9% | +0.66% | 0.42 | 35 |
| 11.10 → 09.12 | Short | 62.9% | +0.62% | 0.37 | 35 |
| 09.10 → 08.12 | Short | 62.9% | +0.60% | 0.37 | 35 |