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Canadian Dollar vs Japanese Yen (CADJPY) Seasonality

Over 1993 to 2025 (33 years of data), CADJPY has tended to move long between 22.08 and 11.10, closing higher in 75.8% of those years for an average +0.75% move and an annualized Sharpe of 0.32.

Average seasonal curve

CADJPY average seasonal curve, 1993 to 2025
Index	Value
1	100
2	99.8689
3	99.6632
4	100.5473
5	100.4403
6	100.5301
7	100.5919
8	100.5114
9	100.5416
10	100.565
11	100.647
12	100.3001
13	100.0675
14	100.0641
15	99.982
16	99.8794
17	100.0609
18	99.9574
19	100.1299
20	100.5356
21	100.3832
22	100.4233
23	100.4542
24	100.1609
25	100.021
26	100.1768
27	99.9554
28	100.1357
29	100.1504
30	99.9037
31	99.9838
32	99.8096
33	99.6244
34	100.4585
35	100.4366
36	100.2552
37	100.1953
38	100.2508
39	100.4402
40	100.5214
41	100.421
42	100.3126
43	100.4126
44	100.5878
45	100.5973
46	100.7333
47	100.6804
48	100.4229
49	100.5562
50	100.4817
51	100.289
52	100.196

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
22.08 → 11.10	Long	75.8%	+0.75%	0.32	33
21.08 → 13.10	Long	72.7%	+0.74%	0.32	33
22.08 → 08.10	Long	72.7%	+0.59%	0.26	33
22.08 → 15.10	Long	72.7%	+0.56%	0.21	33
22.08 → 12.10	Long	72.7%	+0.52%	0.23	33
22.08 → 06.10	Long	69.7%	+0.82%	0.47	33
22.08 → 13.10	Long	69.7%

Explore further

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