

Forex currencies
Over 1999 to 2026 (28 years of data), CADPLN has tended to move long between 11.10 and 05.12, closing higher in 94.4% of those years for an average +5.79% move and an annualized Sharpe of 2.67.
Best window
11.10 - 05.12
Direction
Long
Win rate
94.4%
Avg return
+5.79%
Sample
18 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 94.4% | +5.79% | 2.67 | 18 |
| 10.10 → 05.12 | Long | 88.9% | +6.53% | 2.63 | 18 |
| 11.10 → 08.12 | Long | 88.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0915 |
| 3 | 100.1413 |
| 4 | 100.1118 |
| 5 | 99.9255 |
| 6 | 99.8118 |
| 7 | 99.5627 |
| 8 | 99.6308 |
| 9 | 99.5217 |
| 10 | 99.8735 |
| 11 | 100.0802 |
| 12 | 100.0916 |
| 13 | 99.8661 |
| 14 | 99.8436 |
| 15 | 99.802 |
| 16 | 99.7735 |
| 17 | 99.6283 |
| 18 | 99.7283 |
| 19 | 99.7478 |
| 20 | 99.4189 |
| 21 | 99.4368 |
| 22 | 99.2956 |
| 23 | 99.3705 |
| 24 | 99.4066 |
| 25 | 99.2891 |
| 26 | 99.2129 |
| 27 | 99.2277 |
| 28 | 99.165 |
| 29 | 98.903 |
| 30 | 98.6055 |
| 31 | 98.5278 |
| 32 | 99.043 |
| 33 | 99.0607 |
| 34 | 99.4048 |
| 35 | 99.1849 |
| 36 | 99.2103 |
| 37 | 99.3515 |
| 38 | 99.5399 |
| 39 | 99.4004 |
| 40 | 99.4781 |
| 41 | 99.1779 |
| 42 | 99.3642 |
| 43 | 99.2957 |
| 44 | 99.465 |
| 45 | 99.4191 |
| 46 | 99.4114 |
| 47 | 99.5574 |
| 48 | 99.3973 |
| 49 | 99.3583 |
| 50 | 99.548 |
| 51 | 99.4517 |
| 52 | 99.2972 |
| 53 | 99.1397 |
| 54 | 98.9253 |
| 55 | 99.1882 |
| 56 | 98.9488 |
| 57 | 98.7461 |
| 58 | 98.68 |
| 59 | 98.705 |
| 60 | 98.5481 |
| 61 | 98.2489 |
| 62 | 98.2808 |
| 63 | 98.5252 |
| 64 | 98.5297 |
| 65 | 98.6494 |
| 66 | 98.4862 |
| 67 | 98.6733 |
| 68 | 98.6099 |
| 69 | 99.0869 |
| 70 | 99.3812 |
| 71 | 99.6411 |
| 72 | 99.5286 |
| 73 | 99.3873 |
| 74 | 99.1528 |
| 75 | 99.2491 |
| 76 | 99.5281 |
| 77 | 99.6957 |
| 78 | 99.7089 |
| 79 | 99.7 |
| 80 | 99.8394 |
| 81 | 99.8602 |
| 82 | 100.1604 |
| 83 | 100.0594 |
| 84 | 100.294 |
| 85 | 100.5365 |
| 86 | 100.4514 |
| 87 | 100.5012 |
| 88 | 100.4629 |
| 89 | 100.3843 |
| 90 | 100.4183 |
| 91 | 100.6113 |
| 92 | 100.8741 |
| 93 | 100.8711 |
| 94 | 100.8835 |
| 95 | 101.0145 |
| 96 | 101.0238 |
| 97 | 100.8066 |
| 98 | 100.6979 |
| 99 | 100.8193 |
| 100 | 100.6014 |
| 101 | 100.504 |
| 102 | 100.5431 |
| 103 | 100.5252 |
| 104 | 100.5381 |
| 105 | 100.7633 |
| 106 | 101.0187 |
| 107 | 101.0696 |
| 108 | 100.9925 |
| 109 | 101.1374 |
| 110 | 101.0416 |
| 111 | 101.2866 |
| 112 | 101.2872 |
| 113 | 101.2561 |
| 114 | 101.1199 |
| 115 | 101.3513 |
| 116 | 101.4356 |
| 117 | 100.9561 |
| 118 | 101.1176 |
| 119 | 101.3634 |
| 120 | 101.3853 |
| 121 | 101.1404 |
| 122 | 101.3164 |
| 123 | 101.4489 |
| 124 | 101.5038 |
| 125 | 101.3983 |
| 126 | 101.2407 |
| 127 | 101.2775 |
| 128 | 101.354 |
| 129 | 101.2187 |
| 130 | 101.3852 |
| 131 | 101.2946 |
| 132 | 101.3235 |
| 133 | 100.9483 |
| 134 | 100.9657 |
| 135 | 100.894 |
| 136 | 84.1662 |
| 137 | 84.0284 |
| 138 | 84.0169 |
| 139 | 83.9282 |
| 140 | 83.7559 |
| 141 | 83.486 |
| 142 | 83.4744 |
| 143 | 83.4387 |
| 144 | 83.2491 |
| 145 | 83.2802 |
| 146 | 83.3679 |
| 147 | 83.3543 |
| 148 | 83.3515 |
| 149 | 83.6961 |
| 150 | 83.8668 |
| 151 | 83.8397 |
| 152 | 83.8379 |
| 153 | 83.7798 |
| 154 | 83.6608 |
| 155 | 83.4322 |
| 156 | 83.4203 |
| 157 | 83.3761 |
| 158 | 83.1459 |
| 159 | 83.2498 |
| 160 | 83.3843 |
| 161 | 83.5107 |
| 162 | 83.5174 |
| 163 | 83.1923 |
| 164 | 83.3169 |
| 165 | 83.4969 |
| 166 | 83.5812 |
| 167 | 83.4846 |
| 168 | 83.4193 |
| 169 | 83.3814 |
| 170 | 83.211 |
| 171 | 83.1949 |
| 172 | 83.2734 |
| 173 | 83.0311 |
| 174 | 83.1112 |
| 175 | 83.0908 |
| 176 | 82.989 |
| 177 | 82.9426 |
| 178 | 82.8709 |
| 179 | 82.9142 |
| 180 | 82.758 |
| 181 | 82.8182 |
| 182 | 83.1209 |
| 183 | 82.7754 |
| 184 | 82.694 |
| 185 | 82.7715 |
| 186 | 82.7752 |
| 187 | 82.8957 |
| 188 | 83.0228 |
| 189 | 82.9287 |
| 190 | 83.1961 |
| 191 | 83.1562 |
| 192 | 83.1684 |
| 193 | 83.0669 |
| 194 | 83.2145 |
| 195 | 83.0847 |
| 196 | 83.0916 |
| 197 | 83.1364 |
| 198 | 83.2867 |
| 199 | 83.3232 |
| 200 | 83.5947 |
| 201 | 83.6096 |
| 202 | 83.4831 |
| 203 | 83.5146 |
| 204 | 83.8576 |
| 205 | 83.9013 |
| 206 | 83.6801 |
| 207 | 83.5688 |
| 208 | 83.5444 |
| 209 | 83.5684 |
| 210 | 83.4547 |
| 211 | 83.6056 |
| 212 | 83.4438 |
| 213 | 83.3937 |
| 214 | 83.3175 |
| 215 | 83.2905 |
| 216 | 83.2106 |
| 217 | 83.2341 |
| 218 | 83.4264 |
| 219 | 83.4238 |
| 220 | 83.2373 |
| 221 | 83.5268 |
| 222 | 83.2828 |
| 223 | 83.3822 |
| 224 | 83.4135 |
| 225 | 83.3112 |
| 226 | 83.1595 |
| 227 | 83.1551 |
| 228 | 83.2218 |
| 229 | 83.2314 |
| 230 | 83.1641 |
| 231 | 83.0536 |
| 232 | 82.8292 |
| 233 | 82.8369 |
| 234 | 82.7866 |
| 235 | 83.049 |
| 236 | 83.0073 |
| 237 | 82.9964 |
| 238 | 83.0005 |
| 239 | 83.0015 |
| 240 | 82.9496 |
| 241 | 83.1511 |
| 242 | 83.0613 |
| 243 | 83.0726 |
| 244 | 83.1 |
| 245 | 83.1264 |
| 246 | 83.1887 |
| 247 | 83.3486 |
| 248 | 83.1795 |
| 249 | 82.9653 |
| 250 | 82.9072 |
| 251 | 82.9778 |
| 252 | 83.2072 |
| 253 | 83.2724 |
| 254 | 83.6127 |
| 255 | 83.7171 |
| 256 | 83.7714 |
| 257 | 83.9469 |
| 258 | 83.9118 |
| 259 | 83.838 |
| 260 | 83.9637 |
| 261 | 83.876 |
| 262 | 83.8707 |
| 263 | 83.9924 |
| 264 | 83.7887 |
| 265 | 83.5972 |
| 266 | 83.3725 |
| 267 | 83.3762 |
| 268 | 83.2045 |
| 269 | 83.2791 |
| 270 | 83.3299 |
| 271 | 83.3648 |
| 272 | 83.3492 |
| 273 | 83.2425 |
| 274 | 83.1484 |
| 275 | 83.1965 |
| 276 | 82.9117 |
| 277 | 83.1124 |
| 278 | 83.4165 |
| 279 | 83.4396 |
| 280 | 83.3296 |
| 281 | 83.2439 |
| 282 | 83.1814 |
| 283 | 82.872 |
| 284 | 82.7758 |
| 285 | 82.8014 |
| 286 | 82.8316 |
| 287 | 83.3363 |
| 288 | 83.2794 |
| 289 | 82.9375 |
| 290 | 83.0206 |
| 291 | 83.0655 |
| 292 | 82.9702 |
| 293 | 82.9619 |
| 294 | 83.1917 |
| 295 | 83.1463 |
| 296 | 82.6514 |
| 297 | 82.9915 |
| 298 | 82.7575 |
| 299 | 82.678 |
| 300 | 82.6915 |
| 301 | 82.4999 |
| 302 | 83.022 |
| 303 | 82.7868 |
| 304 | 83.0323 |
| 305 | 82.9743 |
| 306 | 83.1944 |
| 307 | 83.2701 |
| 308 | 83.4079 |
| 309 | 83.712 |
| 310 | 83.4787 |
| 311 | 83.4474 |
| 312 | 83.6575 |
| 313 | 83.4998 |
| 314 | 83.5519 |
| 315 | 83.8232 |
| 316 | 83.9027 |
| 317 | 83.8233 |
| 318 | 84.0296 |
| 319 | 83.7667 |
| 320 | 83.6492 |
| 321 | 83.5512 |
| 322 | 83.7113 |
| 323 | 83.7831 |
| 324 | 83.6415 |
| 325 | 83.3818 |
| 326 | 83.6805 |
| 327 | 83.6829 |
| 328 | 83.7745 |
| 329 | 83.8797 |
| 330 | 83.9501 |
| 331 | 84.0681 |
| 332 | 84.2757 |
| 333 | 84.368 |
| 334 | 84.6425 |
| 335 | 84.671 |
| 336 | 84.4157 |
| 337 | 84.4199 |
| 338 | 84.5062 |
| 339 | 84.6598 |
| 340 | 84.7813 |
| 341 | 84.8082 |
| 342 | 84.7599 |
| 343 | 84.9106 |
| 344 | 84.5889 |
| 345 | 84.5214 |
| 346 | 84.3368 |
| 347 | 84.2873 |
| 348 | 84.2195 |
| 349 | 84.2317 |
| 350 | 84.3298 |
| 351 | 84.239 |
| 352 | 84.3016 |
| 353 | 84.317 |
| 354 | 84.5138 |
| 355 | 84.5697 |
| 356 | 84.5865 |
| 357 | 84.5886 |
| 358 | 84.6413 |
| 359 | 84.6418 |
| 360 | 84.6413 |
| 361 | 84.5546 |
| 362 | 84.4722 |
| 363 | 84.4976 |
| 364 | 84.4626 |
| 365 | 84.4531 |
| 366 | 84.9922 |
| +6.41% |
| 2.97 |
| 18 |
| 11.10 → 07.12 | Long | 88.9% | +6.36% | 2.78 | 18 |
| 08.10 → 07.12 | Long | 88.9% | +6.16% | 2.50 | 18 |
| 11.10 → 06.12 | Long | 88.9% | +6.11% | 2.64 | 18 |
| 11.10 → 04.12 | Long | 88.9% | +5.48% | 2.46 | 18 |
| 11.10 → 30.11 | Long | 88.9% | +5.16% | 2.39 | 18 |