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Swiss Franc vs Japanese Yen (CHFJPY) Seasonality

Over 1990 to 2025 (36 years of data), CHFJPY has tended to move long between 07.07 and 14.07, closing higher in 77.1% of those years for an average +0.41% move and an annualized Sharpe of 2.47.

Average seasonal curve

CHFJPY average seasonal curve, 1990 to 2025
Index	Value
1	100
2	99.662
3	99.6768
4	99.845
5	99.4696
6	99.442
7	99.453
8	99.3467
9	99.2396
10	99.2701
11	99.1798
12	99.0474
13	98.9113
14	98.9606
15	99.457
16	99.6042
17	99.626
18	99.8702
19	99.7013
20	99.5666
21	99.4451
22	99.4897
23	99.4865
24	99.6687
25	99.6873
26	99.6814
27	99.7451
28	99.7031
29	99.6078
30	99.4946
31	99.5753
32	99.7059
33	99.6059
34	99.6971
35	99.4539
36	99.4201
37	99.4673
38	99.3438
39	99.3662
40	99.5507
41	99.3966
42	99.4049
43	99.3696
44	99.4237
45	99.4836
46	99.5391
47	99.6467
48	99.6721
49	99.6486
50	99.7625
51	99.8609
52	99.9556

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
07.07 → 14.07	Long	77.1%	+0.41%	2.47	35
07.07 → 17.07	Long	74.3%	+0.70%	2.71	35
07.07 → 18.07	Long	71.4%	+0.70%	2.22	35
08.07 → 18.07	Long	71.4%	+0.61%	1.89	35
12.07 → 19.07	Long	68.6%	+0.66%	3.03	35
10.07 → 18.07	Long	68.6%	+0.63%	2.09	35
09.07 → 18.07	Long	68.6%

Explore further

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