

Forex currencies
Over 1990 to 2025 (36 years of data), CHFJPY has tended to move short between 10.10 and 17.10, closing higher in 65.7% of those years for an average -0.12% move and an annualized Sharpe of -0.46.
Best window
10.10 - 17.10
Direction
Short
Win rate
65.7%
Avg return
-0.12%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.10 | Short | 65.7% | -0.12% | -0.46 | 35 |
| 10.10 → 08.12 | Long | 63.9% | +0.89% | 0.43 | 36 |
| 11.10 → 10.12 | Long | 63.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7869 |
| 3 | 99.719 |
| 4 | 100.4269 |
| 5 | 100.3802 |
| 6 | 100.2807 |
| 7 | 100.192 |
| 8 | 100.1339 |
| 9 | 100.211 |
| 10 | 100.0828 |
| 11 | 99.8761 |
| 12 | 99.6666 |
| 13 | 99.4489 |
| 14 | 99.5123 |
| 15 | 99.2751 |
| 16 | 99.2812 |
| 17 | 99.4933 |
| 18 | 99.5543 |
| 19 | 99.6421 |
| 20 | 99.8857 |
| 21 | 99.8393 |
| 22 | 100.1027 |
| 23 | 100.0636 |
| 24 | 100.0741 |
| 25 | 99.8502 |
| 26 | 99.8765 |
| 27 | 99.8838 |
| 28 | 99.9567 |
| 29 | 99.8892 |
| 30 | 99.632 |
| 31 | 99.8762 |
| 32 | 99.9913 |
| 33 | 99.7459 |
| 34 | 100.1006 |
| 35 | 100.1297 |
| 36 | 100.0647 |
| 37 | 99.8667 |
| 38 | 99.6383 |
| 39 | 99.9324 |
| 40 | 100.0572 |
| 41 | 99.7611 |
| 42 | 99.518 |
| 43 | 99.7061 |
| 44 | 99.9847 |
| 45 | 100.033 |
| 46 | 100.1697 |
| 47 | 100.1911 |
| 48 | 100.038 |
| 49 | 100.1664 |
| 50 | 100.0182 |
| 51 | 99.9455 |
| 52 | 100.0902 |
| 53 | 99.9694 |
| 54 | 99.8835 |
| 55 | 100.199 |
| 56 | 100.2613 |
| 57 | 100.165 |
| 58 | 100.408 |
| 59 | 100.4264 |
| 60 | 100.2626 |
| 61 | 100.2686 |
| 62 | 100.2215 |
| 63 | 100.3124 |
| 64 | 100.213 |
| 65 | 100.4973 |
| 66 | 100.4002 |
| 67 | 100.2527 |
| 68 | 100.2975 |
| 69 | 100.2118 |
| 70 | 100.3564 |
| 71 | 100.3881 |
| 72 | 100.2392 |
| 73 | 100.4492 |
| 74 | 99.8019 |
| 75 | 100.1303 |
| 76 | 100.2356 |
| 77 | 100.4518 |
| 78 | 100.1752 |
| 79 | 100.2993 |
| 80 | 100.7373 |
| 81 | 100.8156 |
| 82 | 100.7639 |
| 83 | 101.0472 |
| 84 | 100.8342 |
| 85 | 100.8363 |
| 86 | 100.987 |
| 87 | 100.8247 |
| 88 | 101.1797 |
| 89 | 101.2402 |
| 90 | 100.9461 |
| 91 | 101.1479 |
| 92 | 101.0309 |
| 93 | 101.0803 |
| 94 | 101.2848 |
| 95 | 101.2727 |
| 96 | 101.4676 |
| 97 | 101.7473 |
| 98 | 101.7795 |
| 99 | 101.8417 |
| 100 | 102.4185 |
| 101 | 102.8356 |
| 102 | 102.9608 |
| 103 | 103.0407 |
| 104 | 103.044 |
| 105 | 102.9453 |
| 106 | 103.1131 |
| 107 | 103.0908 |
| 108 | 103.1375 |
| 109 | 103.4148 |
| 110 | 103.4774 |
| 111 | 103.456 |
| 112 | 103.1092 |
| 113 | 103.0944 |
| 114 | 103.2414 |
| 115 | 103.0268 |
| 116 | 102.9219 |
| 117 | 103.2772 |
| 118 | 103.8129 |
| 119 | 103.6246 |
| 120 | 103.3368 |
| 121 | 103.7763 |
| 122 | 103.4374 |
| 123 | 103.1133 |
| 124 | 103.0465 |
| 125 | 102.9869 |
| 126 | 102.7448 |
| 127 | 103.0018 |
| 128 | 103.2537 |
| 129 | 103.1655 |
| 130 | 102.9842 |
| 131 | 102.9569 |
| 132 | 102.7313 |
| 133 | 102.8882 |
| 134 | 102.7554 |
| 135 | 102.9237 |
| 136 | 102.6794 |
| 137 | 103.0901 |
| 138 | 103.0301 |
| 139 | 103.225 |
| 140 | 103.3443 |
| 141 | 103.3882 |
| 142 | 103.4766 |
| 143 | 103.5511 |
| 144 | 103.6225 |
| 145 | 103.7205 |
| 146 | 103.8677 |
| 147 | 103.9005 |
| 148 | 104.1179 |
| 149 | 104.2362 |
| 150 | 104.2248 |
| 151 | 104.301 |
| 152 | 104.4489 |
| 153 | 104.5919 |
| 154 | 104.5784 |
| 155 | 104.617 |
| 156 | 104.5031 |
| 157 | 104.6869 |
| 158 | 104.7879 |
| 159 | 104.9426 |
| 160 | 104.8507 |
| 161 | 104.7379 |
| 162 | 104.8354 |
| 163 | 104.803 |
| 164 | 104.8371 |
| 165 | 105.1326 |
| 166 | 105.4868 |
| 167 | 106.0425 |
| 168 | 106.2668 |
| 169 | 106.1516 |
| 170 | 106.364 |
| 171 | 106.3371 |
| 172 | 106.6847 |
| 173 | 106.9518 |
| 174 | 106.8986 |
| 175 | 107.0346 |
| 176 | 107.1292 |
| 177 | 107.1285 |
| 178 | 107.4483 |
| 179 | 107.5182 |
| 180 | 107.7569 |
| 181 | 107.734 |
| 182 | 107.4826 |
| 183 | 107.4911 |
| 184 | 107.5764 |
| 185 | 107.6057 |
| 186 | 107.3661 |
| 187 | 107.4783 |
| 188 | 107.3848 |
| 189 | 107.5062 |
| 190 | 107.4751 |
| 191 | 107.4392 |
| 192 | 107.6373 |
| 193 | 107.2027 |
| 194 | 107.4757 |
| 195 | 107.7081 |
| 196 | 107.8395 |
| 197 | 107.746 |
| 198 | 107.8693 |
| 199 | 107.9156 |
| 200 | 108.262 |
| 201 | 108.0391 |
| 202 | 108.1813 |
| 203 | 108.1601 |
| 204 | 108.0157 |
| 205 | 107.7228 |
| 206 | 107.7363 |
| 207 | 107.9372 |
| 208 | 107.4133 |
| 209 | 107.423 |
| 210 | 107.2555 |
| 211 | 107.0418 |
| 212 | 107.3841 |
| 213 | 106.6637 |
| 214 | 106.7785 |
| 215 | 106.7642 |
| 216 | 106.455 |
| 217 | 106.663 |
| 218 | 106.7014 |
| 219 | 106.6851 |
| 220 | 106.9621 |
| 221 | 107.1021 |
| 222 | 107.0542 |
| 223 | 107.0804 |
| 224 | 107.3368 |
| 225 | 107.2553 |
| 226 | 107.259 |
| 227 | 107.1442 |
| 228 | 107.4091 |
| 229 | 107.3682 |
| 230 | 107.3065 |
| 231 | 107.4106 |
| 232 | 107.3848 |
| 233 | 107.6937 |
| 234 | 107.5538 |
| 235 | 107.4712 |
| 236 | 107.3512 |
| 237 | 107.3878 |
| 238 | 107.4695 |
| 239 | 107.6051 |
| 240 | 107.6225 |
| 241 | 107.8932 |
| 242 | 107.7355 |
| 243 | 107.618 |
| 244 | 107.7415 |
| 245 | 107.8455 |
| 246 | 107.8268 |
| 247 | 107.7873 |
| 248 | 107.7273 |
| 249 | 108.0647 |
| 250 | 108.2557 |
| 251 | 108.494 |
| 252 | 108.3629 |
| 253 | 108.22 |
| 254 | 108.1725 |
| 255 | 108.3449 |
| 256 | 108.3365 |
| 257 | 107.937 |
| 258 | 108.0384 |
| 259 | 108.03 |
| 260 | 108.1344 |
| 261 | 108.2892 |
| 262 | 108.3532 |
| 263 | 108.4685 |
| 264 | 108.3456 |
| 265 | 107.9636 |
| 266 | 107.9978 |
| 267 | 108.1119 |
| 268 | 108.132 |
| 269 | 108.0369 |
| 270 | 108.1972 |
| 271 | 108.2995 |
| 272 | 108.2368 |
| 273 | 108.0214 |
| 274 | 107.9364 |
| 275 | 107.9544 |
| 276 | 108.0041 |
| 277 | 108.2768 |
| 278 | 108.7009 |
| 279 | 108.9628 |
| 280 | 109.0661 |
| 281 | 109.0896 |
| 282 | 108.9156 |
| 283 | 108.8812 |
| 284 | 109.0932 |
| 285 | 109.3036 |
| 286 | 109.3892 |
| 287 | 109.4744 |
| 288 | 109.4657 |
| 289 | 109.4617 |
| 290 | 109.7346 |
| 291 | 109.8516 |
| 292 | 109.9269 |
| 293 | 110.0019 |
| 294 | 109.7926 |
| 295 | 109.9508 |
| 296 | 110.2003 |
| 297 | 110.5318 |
| 298 | 110.3249 |
| 299 | 110.3248 |
| 300 | 110.0127 |
| 301 | 110.0221 |
| 302 | 110.1134 |
| 303 | 110.1559 |
| 304 | 110.2734 |
| 305 | 110.0785 |
| 306 | 109.9616 |
| 307 | 109.7306 |
| 308 | 109.6939 |
| 309 | 109.886 |
| 310 | 109.7961 |
| 311 | 110.1493 |
| 312 | 110.0463 |
| 313 | 110.0295 |
| 314 | 109.8952 |
| 315 | 110.1339 |
| 316 | 110.2934 |
| 317 | 110.6343 |
| 318 | 110.8401 |
| 319 | 110.855 |
| 320 | 110.5304 |
| 321 | 110.4585 |
| 322 | 110.3718 |
| 323 | 110.615 |
| 324 | 110.527 |
| 325 | 110.4981 |
| 326 | 110.4541 |
| 327 | 110.3527 |
| 328 | 110.2372 |
| 329 | 110.1333 |
| 330 | 110.3738 |
| 331 | 110.1472 |
| 332 | 109.7315 |
| 333 | 109.6756 |
| 334 | 109.6019 |
| 335 | 109.2949 |
| 336 | 109.235 |
| 337 | 109.048 |
| 338 | 109.0136 |
| 339 | 109.3384 |
| 340 | 109.4778 |
| 341 | 108.9447 |
| 342 | 109.1053 |
| 343 | 109.2554 |
| 344 | 109.5245 |
| 345 | 109.7898 |
| 346 | 109.9221 |
| 347 | 109.3197 |
| 348 | 109.5527 |
| 349 | 109.6378 |
| 350 | 109.3099 |
| 351 | 109.4662 |
| 352 | 109.584 |
| 353 | 110.3269 |
| 354 | 109.9209 |
| 355 | 109.9026 |
| 356 | 109.8572 |
| 357 | 109.8868 |
| 358 | 109.7295 |
| 359 | 109.7029 |
| 360 | 109.9241 |
| 361 | 110.357 |
| 362 | 110.4037 |
| 363 | 110.243 |
| 364 | 109.8749 |
| 365 | 109.7295 |
| 366 | 109.345 |
| +0.89% |
| 0.40 |
| 36 |
| 10.10 → 09.12 | Long | 63.9% | +0.85% | 0.39 | 36 |
| 11.10 → 08.12 | Long | 63.9% | +0.85% | 0.40 | 36 |
| 11.10 → 09.12 | Long | 63.9% | +0.81% | 0.36 | 36 |
| 09.10 → 08.12 | Long | 63.9% | +0.79% | 0.39 | 36 |
| 12.10 → 20.10 | Long | 62.9% | +0.29% | 1.15 | 35 |