

Forex currencies
Over 1993 to 2026 (34 years of data), CADJPY has tended to move short between 07.10 and 28.10, closing higher in 66.7% of those years for an average +0.82% move and an annualized Sharpe of 0.74.
Best window
07.10 - 28.10
Direction
Short
Win rate
66.7%
Avg return
+0.82%
Sample
33 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 28.10 | Short | 66.7% | +0.82% | 0.74 | 33 |
| 10.10 → 07.11 | Long | 65.6% | +0.51% | 0.68 | 32 |
| 07.10 → 29.10 | Short | 63.6% |
| 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 |
| 53 | 100.2386 |
| 54 | 100.198 |
| 55 | 100.4768 |
| 56 | 100.5421 |
| 57 | 100.477 |
| 58 | 100.4616 |
| 59 | 100.4016 |
| 60 | 100.3048 |
| 61 | 100.7604 |
| 62 | 100.3698 |
| 63 | 100.2974 |
| 64 | 100.311 |
| 65 | 100.4428 |
| 66 | 100.2701 |
| 67 | 100.0282 |
| 68 | 99.7678 |
| 69 | 99.5743 |
| 70 | 99.9574 |
| 71 | 100.154 |
| 72 | 99.8662 |
| 73 | 100.3312 |
| 74 | 100.065 |
| 75 | 100.4876 |
| 76 | 100.422 |
| 77 | 100.6263 |
| 78 | 100.3674 |
| 79 | 100.7066 |
| 80 | 101.0558 |
| 81 | 101.2132 |
| 82 | 100.9773 |
| 83 | 101.3412 |
| 84 | 101.2938 |
| 85 | 101.4128 |
| 86 | 101.661 |
| 87 | 101.7046 |
| 88 | 102.0239 |
| 89 | 101.888 |
| 90 | 101.5514 |
| 91 | 101.8639 |
| 92 | 101.8218 |
| 93 | 101.7158 |
| 94 | 101.6175 |
| 95 | 101.6336 |
| 96 | 101.3426 |
| 97 | 101.7031 |
| 98 | 101.4343 |
| 99 | 102.0615 |
| 100 | 101.9662 |
| 101 | 102.1949 |
| 102 | 102.1981 |
| 103 | 102.3269 |
| 104 | 102.4189 |
| 105 | 102.4338 |
| 106 | 102.6029 |
| 107 | 102.7023 |
| 108 | 102.7206 |
| 109 | 103.1448 |
| 110 | 103.0532 |
| 111 | 102.8051 |
| 112 | 102.8715 |
| 113 | 102.9655 |
| 114 | 103.0135 |
| 115 | 102.7926 |
| 116 | 102.6806 |
| 117 | 103.3432 |
| 118 | 103.9434 |
| 119 | 103.8304 |
| 120 | 103.4506 |
| 121 | 103.939 |
| 122 | 103.4563 |
| 123 | 102.9451 |
| 124 | 102.9491 |
| 125 | 103.2516 |
| 126 | 103.017 |
| 127 | 103.2051 |
| 128 | 103.314 |
| 129 | 103.1118 |
| 130 | 102.9971 |
| 131 | 103.042 |
| 132 | 103.1881 |
| 133 | 103.444 |
| 134 | 103.3816 |
| 135 | 103.5336 |
| 136 | 103.3575 |
| 137 | 103.8217 |
| 138 | 103.6046 |
| 139 | 103.5525 |
| 140 | 103.5012 |
| 141 | 103.5088 |
| 142 | 103.6073 |
| 143 | 103.6236 |
| 144 | 103.335 |
| 145 | 103.5577 |
| 146 | 103.7526 |
| 147 | 103.9047 |
| 148 | 104.2391 |
| 149 | 104.0056 |
| 150 | 104.192 |
| 151 | 104.3163 |
| 152 | 104.6958 |
| 153 | 104.8886 |
| 154 | 105.1124 |
| 155 | 104.8723 |
| 156 | 104.6473 |
| 157 | 105.2042 |
| 158 | 105.4838 |
| 159 | 105.5079 |
| 160 | 105.3511 |
| 161 | 105.3633 |
| 162 | 105.2235 |
| 163 | 105.1858 |
| 164 | 105.3009 |
| 165 | 105.3392 |
| 166 | 105.5816 |
| 167 | 105.5158 |
| 168 | 105.6204 |
| 169 | 105.6242 |
| 170 | 105.7567 |
| 171 | 105.7349 |
| 172 | 106.3239 |
| 173 | 106.584 |
| 174 | 106.2901 |
| 175 | 106.3649 |
| 176 | 106.4934 |
| 177 | 106.5356 |
| 178 | 106.6162 |
| 179 | 106.7266 |
| 180 | 106.8847 |
| 181 | 106.81 |
| 182 | 106.5604 |
| 183 | 106.5655 |
| 184 | 106.8192 |
| 185 | 106.9931 |
| 186 | 106.5884 |
| 187 | 106.4092 |
| 188 | 106.5239 |
| 189 | 106.7996 |
| 190 | 106.7055 |
| 191 | 106.6668 |
| 192 | 106.8074 |
| 193 | 106.0062 |
| 194 | 106.2739 |
| 195 | 106.3975 |
| 196 | 106.6397 |
| 197 | 106.5219 |
| 198 | 106.6356 |
| 199 | 106.4645 |
| 200 | 106.9048 |
| 201 | 106.8165 |
| 202 | 106.7852 |
| 203 | 106.6117 |
| 204 | 106.505 |
| 205 | 106.414 |
| 206 | 106.1253 |
| 207 | 106.0097 |
| 208 | 105.6826 |
| 209 | 105.8193 |
| 210 | 105.6829 |
| 211 | 105.2119 |
| 212 | 105.1645 |
| 213 | 104.068 |
| 214 | 104.0935 |
| 215 | 103.7058 |
| 216 | 103.2242 |
| 217 | 103.4953 |
| 218 | 103.7863 |
| 219 | 103.7435 |
| 220 | 104.2397 |
| 221 | 104.558 |
| 222 | 104.5392 |
| 223 | 104.6697 |
| 224 | 104.7002 |
| 225 | 104.6476 |
| 226 | 104.7479 |
| 227 | 104.4443 |
| 228 | 105.0102 |
| 229 | 104.7851 |
| 230 | 104.9079 |
| 231 | 104.8939 |
| 232 | 104.8573 |
| 233 | 104.9596 |
| 234 | 104.8121 |
| 235 | 104.7851 |
| 236 | 104.8025 |
| 237 | 104.8341 |
| 238 | 104.7408 |
| 239 | 105.0215 |
| 240 | 104.9741 |
| 241 | 105.1941 |
| 242 | 105.195 |
| 243 | 105.3703 |
| 244 | 105.4226 |
| 245 | 105.574 |
| 246 | 105.1407 |
| 247 | 105.0055 |
| 248 | 104.6641 |
| 249 | 105.0881 |
| 250 | 104.7211 |
| 251 | 104.8098 |
| 252 | 104.6457 |
| 253 | 104.7294 |
| 254 | 104.3755 |
| 255 | 104.7006 |
| 256 | 104.5267 |
| 257 | 104.3808 |
| 258 | 104.4754 |
| 259 | 104.3203 |
| 260 | 104.3434 |
| 261 | 104.742 |
| 262 | 105.0105 |
| 263 | 105.004 |
| 264 | 104.9648 |
| 265 | 104.6115 |
| 266 | 104.6485 |
| 267 | 104.7588 |
| 268 | 104.846 |
| 269 | 104.7934 |
| 270 | 104.9687 |
| 271 | 104.5549 |
| 272 | 104.2601 |
| 273 | 104.0224 |
| 274 | 104.0876 |
| 275 | 104.0267 |
| 276 | 104.5241 |
| 277 | 104.5029 |
| 278 | 104.939 |
| 279 | 105.1232 |
| 280 | 105.4071 |
| 281 | 105.3242 |
| 282 | 105.2489 |
| 283 | 105.064 |
| 284 | 105.0979 |
| 285 | 105.2214 |
| 286 | 105.3789 |
| 287 | 105.2649 |
| 288 | 105.2206 |
| 289 | 105.14 |
| 290 | 105.5689 |
| 291 | 105.4245 |
| 292 | 105.4824 |
| 293 | 105.4862 |
| 294 | 105.5404 |
| 295 | 105.7192 |
| 296 | 105.8926 |
| 297 | 106.1305 |
| 298 | 105.9025 |
| 299 | 105.8014 |
| 300 | 105.5668 |
| 301 | 105.7324 |
| 302 | 105.9414 |
| 303 | 106.0021 |
| 304 | 106.3314 |
| 305 | 105.9473 |
| 306 | 106.0511 |
| 307 | 105.9872 |
| 308 | 105.9453 |
| 309 | 106.0707 |
| 310 | 105.8804 |
| 311 | 106.2173 |
| 312 | 106.1361 |
| 313 | 106.0543 |
| 314 | 105.7995 |
| 315 | 105.5163 |
| 316 | 105.6964 |
| 317 | 105.8977 |
| 318 | 105.8973 |
| 319 | 105.97 |
| 320 | 105.4444 |
| 321 | 105.5708 |
| 322 | 105.6602 |
| 323 | 105.9137 |
| 324 | 105.757 |
| 325 | 105.8248 |
| 326 | 105.8399 |
| 327 | 105.7412 |
| 328 | 105.6981 |
| 329 | 105.6007 |
| 330 | 105.5335 |
| 331 | 105.318 |
| 332 | 104.8268 |
| 333 | 104.6476 |
| 334 | 104.649 |
| 335 | 104.0947 |
| 336 | 104.0104 |
| 337 | 103.8165 |
| 338 | 103.9249 |
| 339 | 104.2944 |
| 340 | 104.2654 |
| 341 | 103.4965 |
| 342 | 103.7789 |
| 343 | 103.8238 |
| 344 | 103.9599 |
| 345 | 104.1803 |
| 346 | 104.3633 |
| 347 | 103.883 |
| 348 | 104.0787 |
| 349 | 104.1665 |
| 350 | 103.9126 |
| 351 | 104.0836 |
| 352 | 103.9502 |
| 353 | 104.5266 |
| 354 | 104.1915 |
| 355 | 104.0272 |
| 356 | 104.0453 |
| 357 | 104.2103 |
| 358 | 104.2437 |
| 359 | 104.2427 |
| 360 | 104.5389 |
| 361 | 104.547 |
| 362 | 104.4824 |
| 363 | 104.1871 |
| 364 | 103.9802 |
| 365 | 103.9247 |
| 366 | 103.8117 |
| +0.57% |
| 0.52 |
| 33 |
| 10.10 → 05.11 | Long | 63.6% | +0.56% | 0.83 | 33 |
| 11.10 → 04.11 | Long | 63.6% | +0.53% | 0.92 | 33 |
| 09.10 → 05.11 | Long | 63.6% | +0.46% | 0.63 | 33 |
| 09.10 → 28.10 | Short | 63.6% | +0.45% | 0.58 | 33 |
| 09.10 → 07.11 | Long | 63.6% | +0.40% | 0.49 | 33 |