

Over 1993 to 2025 (33 years of data), CADJPY has tended to move long between 24.08 and 11.10, closing higher in 75.8% of those years for an average +0.76% move and an annualized Sharpe of 0.33.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0915 |
| 3 | 100.1905 |
| 4 | 100.4415 |
| 5 | 100.46 |
| 6 | 100.4394 |
| 7 | 100.4042 |
| 8 | 100.3596 |
| 9 | 100.2745 |
| 10 | 100.243 |
| 11 | 100.2399 |
| 12 | 99.9787 |
| 13 | 99.8793 |
| 14 | 99.7137 |
| 15 | 99.4948 |
| 16 | 99.5574 |
| 17 | 99.5988 |
| 18 | 99.7226 |
| 19 | 99.6309 |
| 20 | 99.6352 |
| 21 | 99.3906 |
| 22 | 99.3595 |
| 23 | 99.3302 |
| 24 | 99.4811 |
| 25 | 99.4011 |
| 26 | 99.4868 |
| 27 | 99.3971 |
| 28 | 99.4707 |
| 29 | 99.525 |
| 30 | 99.4424 |
| 31 | 99.5197 |
| 32 | 99.6086 |
| 33 | 99.5061 |
| 34 | 99.7631 |
| 35 | 99.598 |
| 36 | 99.545 |
| 37 | 99.5831 |
| 38 | 99.6006 |
| 39 | 99.6821 |
| 40 | 99.834 |
| 41 | 99.6464 |
| 42 | 99.7736 |
| 43 | 99.9085 |
| 44 | 100.0001 |
| 45 | 99.7374 |
| 46 | 99.8483 |
| 47 | 99.8878 |
| 48 | 100.101 |
| 49 | 100.105 |
| 50 | 100.094 |
| 51 | 100.09 |
| 52 | 100.1983 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 11.10 | Long | 75.8% | +0.76% | 0.33 | 33 |
| 22.08 → 11.10 | Long | 75.8% | +0.75% | 0.32 | 33 |
| 25.08 → 13.10 | Long | 75.8% | +0.68% | 0.32 | 33 |
| 25.08 → 11.10 | Long | 75.8% | +0.65% | 0.30 | 33 |
| 24.08 → 08.10 | Long | 75.8% | +0.60% | 0.27 | 33 |
| 24.08 → 13.09 | Long | 75.8% | +0.58% | 0.72 | 33 |
| 24.08 → 12.10 | Long | 75.8% |
| 53 |
|---|
| 100.1072 |
| 54 | 99.8785 |
|---|
| 55 | 100.1456 |
|---|
| 56 | 100.1031 |
|---|
| 57 | 100.1499 |
|---|
| 58 | 99.8841 |
|---|
| 59 | 99.7992 |
|---|
| 60 | 99.747 |
|---|
| 61 | 99.6978 |
|---|
| 62 | 99.6573 |
|---|
| 63 | 99.8762 |
|---|
| 64 | 99.919 |
|---|
| 65 | 99.9516 |
|---|
| 66 | 99.7904 |
|---|
| 67 | 99.839 |
|---|
| 68 | 99.8682 |
|---|
| 69 | 99.7668 |
|---|
| 70 | 99.7036 |
|---|
| 71 | 99.8956 |
|---|
| 72 | 99.6361 |
|---|
| 73 | 99.9345 |
|---|
| 74 | 99.6589 |
|---|
| 75 | 99.537 |
|---|
| 76 | 99.383 |
|---|
| 77 | 99.3344 |
|---|
| 78 | 99.4075 |
|---|
| 79 | 99.5551 |
|---|
| 80 | 99.5786 |
|---|
| 81 | 99.5567 |
|---|
| 82 | 99.5215 |
|---|
| 83 | 99.7054 |
|---|
| 84 | 99.6912 |
|---|
| 85 | 99.9196 |
|---|
| 86 | 99.8087 |
|---|
| 87 | 99.8627 |
|---|
| 88 | 100.0025 |
|---|
| 89 | 100.1616 |
|---|
| 90 | 100.0792 |
|---|
| 91 | 100.0007 |
|---|
| 92 | 100.2032 |
|---|
| 93 | 100.29 |
|---|
| 94 | 100.5801 |
|---|
| 95 | 100.6433 |
|---|
| 96 | 100.5775 |
|---|
| 97 | 100.6638 |
|---|
| 98 | 100.5244 |
|---|
| 99 | 100.7188 |
|---|
| 100 | 100.6775 |
|---|
| 101 | 100.5922 |
|---|
| 102 | 100.5353 |
|---|
| 103 | 100.5393 |
|---|
| 104 | 100.5597 |
|---|
| 105 | 100.4217 |
|---|
| 106 | 100.3762 |
|---|
| 107 | 100.3478 |
|---|
| 108 | 100.0885 |
|---|
| 109 | 100.3626 |
|---|
| 110 | 100.4984 |
|---|
| 111 | 100.4804 |
|---|
| 112 | 100.4276 |
|---|
| 113 | 100.5207 |
|---|
| 114 | 100.4984 |
|---|
| 115 | 100.47 |
|---|
| 116 | 100.5693 |
|---|
| 117 | 100.6123 |
|---|
| 118 | 100.8476 |
|---|
| 119 | 100.8001 |
|---|
| 120 | 100.8366 |
|---|
| 121 | 100.9318 |
|---|
| 122 | 100.9128 |
|---|
| 123 | 100.8518 |
|---|
| 124 | 100.752 |
|---|
| 125 | 100.6013 |
|---|
| 126 | 100.5967 |
|---|
| 127 | 100.5429 |
|---|
| 128 | 100.6455 |
|---|
| 129 | 100.6625 |
|---|
| 130 | 100.8848 |
|---|
| 131 | 100.9085 |
|---|
| 132 | 100.9451 |
|---|
| 133 | 100.8453 |
|---|
| 134 | 100.86 |
|---|
| 135 | 100.8879 |
|---|
| 136 | 100.9138 |
|---|
| 137 | 101.0416 |
|---|
| 138 | 100.9766 |
|---|
| 139 | 101.128 |
|---|
| 140 | 100.831 |
|---|
| 141 | 100.9314 |
|---|
| 142 | 100.9718 |
|---|
| 143 | 100.8667 |
|---|
| 144 | 100.6598 |
|---|
| 145 | 100.6298 |
|---|
| 146 | 100.5749 |
|---|
| 147 | 100.7134 |
|---|
| 148 | 100.8179 |
|---|
| 149 | 100.8177 |
|---|
| 150 | 100.9493 |
|---|
| 151 | 100.9894 |
|---|
| 152 | 101.0258 |
|---|
| 153 | 101.0748 |
|---|
| 154 | 101.0927 |
|---|
| 155 | 101.0532 |
|---|
| 156 | 101.1333 |
|---|
| 157 | 101.1756 |
|---|
| 158 | 101.2395 |
|---|
| 159 | 101.229 |
|---|
| 160 | 101.2075 |
|---|
| 161 | 101.2523 |
|---|
| 162 | 101.2219 |
|---|
| 163 | 101.1935 |
|---|
| 164 | 101.3578 |
|---|
| 165 | 101.2329 |
|---|
| 166 | 101.3055 |
|---|
| 167 | 101.0793 |
|---|
| 168 | 101.0242 |
|---|
| 169 | 101.0294 |
|---|
| 170 | 101.0167 |
|---|
| 171 | 101.0593 |
|---|
| 172 | 101.0491 |
|---|
| 173 | 101.1203 |
|---|
| 174 | 101.0733 |
|---|
| 175 | 100.9862 |
|---|
| 176 | 100.8295 |
|---|
| 177 | 100.8977 |
|---|
| 178 | 101.0972 |
|---|
| 179 | 101.1621 |
|---|
| 180 | 101.0939 |
|---|
| 181 | 101.1203 |
|---|
| 182 | 101.2654 |
|---|
| 183 | 101.2229 |
|---|
| 184 | 101.334 |
|---|
| 185 | 101.4587 |
|---|
| 186 | 101.5101 |
|---|
| 187 | 101.3421 |
|---|
| 188 | 101.3163 |
|---|
| 189 | 101.2885 |
|---|
| 190 | 101.4237 |
|---|
| 191 | 101.2795 |
|---|
| 192 | 101.2073 |
|---|
| 193 | 101.0489 |
|---|
| 194 | 101.1749 |
|---|
| 195 | 101.2551 |
|---|
| 196 | 101.405 |
|---|
| 197 | 101.2214 |
|---|
| 198 | 101.2311 |
|---|
| 199 | 101.1868 |
|---|
| 200 | 101.2207 |
|---|
| 201 | 101.18 |
|---|
| 202 | 101.07 |
|---|
| 203 | 100.902 |
|---|
| 204 | 101.1101 |
|---|
| 205 | 101.133 |
|---|
| 206 | 101.1155 |
|---|
| 207 | 100.9221 |
|---|
| 208 | 100.799 |
|---|
| 209 | 100.8937 |
|---|
| 210 | 100.8142 |
|---|
| 211 | 100.8417 |
|---|
| 212 | 100.7716 |
|---|
| 213 | 100.5121 |
|---|
| 214 | 100.5531 |
|---|
| 215 | 100.4436 |
|---|
| 216 | 100.4837 |
|---|
| 217 | 100.3524 |
|---|
| 218 | 100.3742 |
|---|
| 219 | 100.3521 |
|---|
| 220 | 100.4562 |
|---|
| 221 | 100.4039 |
|---|
| 222 | 100.2987 |
|---|
| 223 | 100.2575 |
|---|
| 224 | 100.3311 |
|---|
| 225 | 100.2809 |
|---|
| 226 | 100.2347 |
|---|
| 227 | 100.2195 |
|---|
| 228 | 100.2776 |
|---|
| 229 | 100.325 |
|---|
| 230 | 100.2604 |
|---|
| 231 | 99.9984 |
|---|
| 232 | 99.9267 |
|---|
| 233 | 99.8557 |
|---|
| 234 | 100.0268 |
|---|
| 235 | 99.9419 |
|---|
| 236 | 99.9973 |
|---|
| 237 | 100.0923 |
|---|
| 238 | 100.0543 |
|---|
| 239 | 100.0051 |
|---|
| 240 | 100.0541 |
|---|
| 241 | 100.2792 |
|---|
| 242 | 100.0717 |
|---|
| 243 | 100.0902 |
|---|
| 244 | 100.1336 |
|---|
| 245 | 100.0589 |
|---|
| 246 | 100.054 |
|---|
| 247 | 100.1715 |
|---|
| 248 | 100.0304 |
|---|
| 249 | 100.3175 |
|---|
| 250 | 100.3253 |
|---|
| 251 | 100.5151 |
|---|
| 252 | 100.1825 |
|---|
| 253 | 100.3524 |
|---|
| 254 | 100.2818 |
|---|
| 255 | 100.4188 |
|---|
| 256 | 100.5184 |
|---|
| 257 | 100.4191 |
|---|
| 258 | 100.6272 |
|---|
| 259 | 100.513 |
|---|
| 260 | 100.6314 |
|---|
| 261 | 100.6109 |
|---|
| 262 | 100.6966 |
|---|
| 263 | 100.6258 |
|---|
| 264 | 100.5165 |
|---|
| 265 | 100.2634 |
|---|
| 266 | 100.4355 |
|---|
| 267 | 100.3644 |
|---|
| 268 | 100.3994 |
|---|
| 269 | 100.4886 |
|---|
| 270 | 100.5102 |
|---|
| 271 | 100.4667 |
|---|
| 272 | 100.4086 |
|---|
| 273 | 100.4241 |
|---|
| 274 | 100.398 |
|---|
| 275 | 100.4712 |
|---|
| 276 | 100.5404 |
|---|
| 277 | 100.5545 |
|---|
| 278 | 100.5773 |
|---|
| 279 | 100.7022 |
|---|
| 280 | 100.5178 |
|---|
| 281 | 100.3427 |
|---|
| 282 | 100.2288 |
|---|
| 283 | 100.1331 |
|---|
| 284 | 100.3036 |
|---|
| 285 | 100.1084 |
|---|
| 286 | 100.1503 |
|---|
| 287 | 100.5461 |
|---|
| 288 | 100.4024 |
|---|
| 289 | 100.1791 |
|---|
| 290 | 100.2682 |
|---|
| 291 | 100.3221 |
|---|
| 292 | 100.1079 |
|---|
| 293 | 100.0689 |
|---|
| 294 | 100.3036 |
|---|
| 295 | 100.2302 |
|---|
| 296 | 100.1316 |
|---|
| 297 | 100.232 |
|---|
| 298 | 99.9016 |
|---|
| 299 | 99.847 |
|---|
| 300 | 99.6189 |
|---|
| 301 | 99.6249 |
|---|
| 302 | 99.8684 |
|---|
| 303 | 99.902 |
|---|
| 304 | 100.215 |
|---|
| 305 | 100.2096 |
|---|
| 306 | 100.0655 |
|---|
| 307 | 100.24 |
|---|
| 308 | 100.5994 |
|---|
| 309 | 100.7805 |
|---|
| 310 | 100.6449 |
|---|
| 311 | 100.616 |
|---|
| 312 | 100.3459 |
|---|
| 313 | 100.1721 |
|---|
| 314 | 100.254 |
|---|
| 315 | 100.246 |
|---|
| 316 | 100.1675 |
|---|
| 317 | 100.0264 |
|---|
| 318 | 100.2521 |
|---|
| 319 | 100.275 |
|---|
| 320 | 100.2833 |
|---|
| 321 | 100.1529 |
|---|
| 322 | 100.2184 |
|---|
| 323 | 100.3067 |
|---|
| 324 | 100.0465 |
|---|
| 325 | 100.0023 |
|---|
| 326 | 100.0732 |
|---|
| 327 | 100.0743 |
|---|
| 328 | 100.222 |
|---|
| 329 | 100.4924 |
|---|
| 330 | 100.169 |
|---|
| 331 | 100.1311 |
|---|
| 332 | 100.1243 |
|---|
| 333 | 100.2272 |
|---|
| 334 | 100.1943 |
|---|
| 335 | 100.3157 |
|---|
| 336 | 100.4188 |
|---|
| 337 | 100.341 |
|---|
| 338 | 100.3358 |
|---|
| 339 | 100.2702 |
|---|
| 340 | 100.3145 |
|---|
| 341 | 100.1717 |
|---|
| 342 | 100.15 |
|---|
| 343 | 100.1698 |
|---|
| 344 | 100.2338 |
|---|
| 345 | 100.2658 |
|---|
| 346 | 100.2129 |
|---|
| 347 | 100.1267 |
|---|
| 348 | 100.137 |
|---|
| 349 | 100.1037 |
|---|
| 350 | 100.0007 |
|---|
| 351 | 99.8439 |
|---|
| 352 | 99.8224 |
|---|
| 353 | 99.9497 |
|---|
| 354 | 99.8625 |
|---|
| 355 | 100.0325 |
|---|
| 356 | 100.0266 |
|---|
| 357 | 100.1454 |
|---|
| 358 | 100.1418 |
|---|
| 359 | 100.2689 |
|---|
| 360 | 100.4504 |
|---|
| 361 | 100.5484 |
|---|
| 362 | 100.5323 |
|---|
| 363 | 100.4899 |
|---|
| 364 | 100.4535 |
|---|
| 365 | 100.5372 |
|---|
| 366 | 100.6229 |
|---|
| +0.54% |
| 0.25 |
| 33 |
| 24.08 → 09.10 | Long | 75.8% | +0.51% | 0.21 | 33 |