

Forex currencies
Over 2004 to 2025 (22 years of data), CHFPLN has tended to move long between 13.10 and 24.11, closing higher in 72.2% of those years for an average +1.17% move and an annualized Sharpe of 1.12.
Best window
13.10 - 24.11
Direction
Long
Win rate
72.2%
Avg return
+1.17%
Sample
18 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 24.11 | Long | 72.2% | +1.17% | 1.12 | 18 |
| 13.10 → 26.11 | Long | 72.2% | +1.14% | 1.22 | 18 |
| 13.10 → 27.11 | Long | 72.2% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0763 |
| 3 | 100.0834 |
| 4 | 100.1202 |
| 5 | 99.9762 |
| 6 | 99.9393 |
| 7 | 100.0293 |
| 8 | 100.0417 |
| 9 | 99.9938 |
| 10 | 99.8714 |
| 11 | 99.7852 |
| 12 | 99.8644 |
| 13 | 99.8548 |
| 14 | 99.9074 |
| 15 | 100.8869 |
| 16 | 101.0174 |
| 17 | 100.9844 |
| 18 | 100.9941 |
| 19 | 100.9944 |
| 20 | 101.0757 |
| 21 | 101.0364 |
| 22 | 100.9683 |
| 23 | 101.1108 |
| 24 | 101.0046 |
| 25 | 101.0994 |
| 26 | 100.9756 |
| 27 | 100.9966 |
| 28 | 100.9863 |
| 29 | 101.0585 |
| 30 | 101.2274 |
| 31 | 101.1019 |
| 32 | 100.8854 |
| 33 | 100.9143 |
| 34 | 100.9729 |
| 35 | 101.0011 |
| 36 | 100.9211 |
| 37 | 100.9438 |
| 38 | 100.8713 |
| 39 | 100.9961 |
| 40 | 100.8099 |
| 41 | 101.0287 |
| 42 | 100.5336 |
| 43 | 100.4805 |
| 44 | 100.4913 |
| 45 | 100.5468 |
| 46 | 100.5701 |
| 47 | 100.7309 |
| 48 | 100.7642 |
| 49 | 100.5801 |
| 50 | 100.5099 |
| 51 | 100.51 |
| 52 | 100.552 |
| 53 | 100.6491 |
| 54 | 100.6211 |
| 55 | 100.4602 |
| 56 | 100.4696 |
| 57 | 100.5918 |
| 58 | 100.5944 |
| 59 | 100.5255 |
| 60 | 100.63 |
| 61 | 100.6535 |
| 62 | 100.6307 |
| 63 | 100.4496 |
| 64 | 100.3388 |
| 65 | 100.3671 |
| 66 | 100.4041 |
| 67 | 100.4207 |
| 68 | 100.3969 |
| 69 | 100.4769 |
| 70 | 100.3662 |
| 71 | 100.0859 |
| 72 | 100.2696 |
| 73 | 100.2641 |
| 74 | 100.4591 |
| 75 | 100.5143 |
| 76 | 100.4785 |
| 77 | 100.4087 |
| 78 | 100.5354 |
| 79 | 100.5528 |
| 80 | 100.5638 |
| 81 | 100.5502 |
| 82 | 100.5397 |
| 83 | 100.5521 |
| 84 | 100.5103 |
| 85 | 100.5195 |
| 86 | 100.656 |
| 87 | 100.712 |
| 88 | 100.6446 |
| 89 | 100.6329 |
| 90 | 100.5368 |
| 91 | 100.2846 |
| 92 | 100.0587 |
| 93 | 100.0774 |
| 94 | 100.2009 |
| 95 | 100.1606 |
| 96 | 100.2772 |
| 97 | 100.2736 |
| 98 | 100.1983 |
| 99 | 99.9643 |
| 100 | 100.0754 |
| 101 | 100.1042 |
| 102 | 100.18 |
| 103 | 100.1895 |
| 104 | 100.0328 |
| 105 | 100.1246 |
| 106 | 100.0807 |
| 107 | 100.0705 |
| 108 | 100.1723 |
| 109 | 100.1333 |
| 110 | 100.1237 |
| 111 | 99.9814 |
| 112 | 99.8877 |
| 113 | 100.0707 |
| 114 | 100.0225 |
| 115 | 100.0261 |
| 116 | 100.1515 |
| 117 | 100.1472 |
| 118 | 100.1294 |
| 119 | 100.0446 |
| 120 | 100.1431 |
| 121 | 100.1845 |
| 122 | 100.0758 |
| 123 | 100.0209 |
| 124 | 100.1054 |
| 125 | 100.1663 |
| 126 | 100.3115 |
| 127 | 100.2249 |
| 128 | 100.1708 |
| 129 | 100.114 |
| 130 | 100.036 |
| 131 | 100.1658 |
| 132 | 100.2139 |
| 133 | 100.2954 |
| 134 | 100.3199 |
| 135 | 100.5186 |
| 136 | 100.9217 |
| 137 | 100.9002 |
| 138 | 100.9589 |
| 139 | 100.7135 |
| 140 | 101.0007 |
| 141 | 100.9364 |
| 142 | 100.9948 |
| 143 | 101.1679 |
| 144 | 101.4226 |
| 145 | 101.4146 |
| 146 | 101.5098 |
| 147 | 101.2997 |
| 148 | 101.3545 |
| 149 | 101.4365 |
| 150 | 101.5973 |
| 151 | 101.6734 |
| 152 | 101.6794 |
| 153 | 101.5345 |
| 154 | 101.7544 |
| 155 | 101.823 |
| 156 | 102.0686 |
| 157 | 101.9609 |
| 158 | 101.7495 |
| 159 | 101.7598 |
| 160 | 101.7013 |
| 161 | 101.6019 |
| 162 | 101.6276 |
| 163 | 101.8866 |
| 164 | 101.8407 |
| 165 | 101.8385 |
| 166 | 102.0371 |
| 167 | 102.0188 |
| 168 | 102.0557 |
| 169 | 101.9989 |
| 170 | 102.1351 |
| 171 | 102.1677 |
| 172 | 102.1594 |
| 173 | 102.4141 |
| 174 | 102.3578 |
| 175 | 102.3308 |
| 176 | 102.3264 |
| 177 | 102.3783 |
| 178 | 102.4298 |
| 179 | 102.5218 |
| 180 | 102.426 |
| 181 | 102.1717 |
| 182 | 101.884 |
| 183 | 101.8916 |
| 184 | 101.7838 |
| 185 | 101.636 |
| 186 | 101.8893 |
| 187 | 101.951 |
| 188 | 102.0318 |
| 189 | 102.0486 |
| 190 | 101.7138 |
| 191 | 101.6804 |
| 192 | 101.7336 |
| 193 | 101.8202 |
| 194 | 101.7997 |
| 195 | 101.6129 |
| 196 | 101.5368 |
| 197 | 101.541 |
| 198 | 101.5879 |
| 199 | 101.5816 |
| 200 | 101.286 |
| 201 | 101.2019 |
| 202 | 101.2984 |
| 203 | 101.1956 |
| 204 | 101.0629 |
| 205 | 101.1163 |
| 206 | 101.1822 |
| 207 | 101.0563 |
| 208 | 100.7627 |
| 209 | 100.8025 |
| 210 | 100.9334 |
| 211 | 100.9507 |
| 212 | 100.9666 |
| 213 | 101.1315 |
| 214 | 101.1729 |
| 215 | 101.0132 |
| 216 | 100.9796 |
| 217 | 100.9302 |
| 218 | 100.9273 |
| 219 | 100.8194 |
| 220 | 100.9005 |
| 221 | 101.0784 |
| 222 | 101.2812 |
| 223 | 101.1034 |
| 224 | 101.1207 |
| 225 | 101.018 |
| 226 | 101.2301 |
| 227 | 101.3358 |
| 228 | 101.2495 |
| 229 | 101.2514 |
| 230 | 101.3227 |
| 231 | 101.4873 |
| 232 | 101.568 |
| 233 | 101.5744 |
| 234 | 101.4222 |
| 235 | 101.4064 |
| 236 | 101.4316 |
| 237 | 101.4198 |
| 238 | 101.4211 |
| 239 | 101.4696 |
| 240 | 101.5493 |
| 241 | 101.4575 |
| 242 | 101.5571 |
| 243 | 101.7026 |
| 244 | 101.8599 |
| 245 | 101.8423 |
| 246 | 101.7247 |
| 247 | 101.749 |
| 248 | 101.9552 |
| 249 | 101.5826 |
| 250 | 101.6135 |
| 251 | 101.5547 |
| 252 | 101.7453 |
| 253 | 101.7808 |
| 254 | 101.6477 |
| 255 | 101.5764 |
| 256 | 101.4417 |
| 257 | 101.4349 |
| 258 | 101.1811 |
| 259 | 101.1465 |
| 260 | 101.1529 |
| 261 | 101.3187 |
| 262 | 101.2585 |
| 263 | 101.1951 |
| 264 | 101.3031 |
| 265 | 101.3796 |
| 266 | 101.2497 |
| 267 | 101.2659 |
| 268 | 101.412 |
| 269 | 101.4902 |
| 270 | 101.4869 |
| 271 | 101.6167 |
| 272 | 101.5719 |
| 273 | 101.6753 |
| 274 | 101.58 |
| 275 | 101.5954 |
| 276 | 101.64 |
| 277 | 101.6181 |
| 278 | 101.4132 |
| 279 | 101.4077 |
| 280 | 101.3987 |
| 281 | 101.3704 |
| 282 | 101.4413 |
| 283 | 101.5192 |
| 284 | 101.4671 |
| 285 | 101.3663 |
| 286 | 101.2951 |
| 287 | 101.2003 |
| 288 | 101.1541 |
| 289 | 101.3937 |
| 290 | 101.3776 |
| 291 | 101.3699 |
| 292 | 101.403 |
| 293 | 101.4165 |
| 294 | 101.5543 |
| 295 | 101.6976 |
| 296 | 101.9126 |
| 297 | 102.0086 |
| 298 | 102.0641 |
| 299 | 102.1657 |
| 300 | 102.2134 |
| 301 | 102.4235 |
| 302 | 102.0346 |
| 303 | 101.9264 |
| 304 | 102.008 |
| 305 | 101.8962 |
| 306 | 101.8666 |
| 307 | 101.7001 |
| 308 | 101.7381 |
| 309 | 101.7222 |
| 310 | 101.66 |
| 311 | 101.6884 |
| 312 | 101.8571 |
| 313 | 101.966 |
| 314 | 101.8686 |
| 315 | 102.085 |
| 316 | 102.3103 |
| 317 | 102.2456 |
| 318 | 102.2191 |
| 319 | 101.9899 |
| 320 | 101.9671 |
| 321 | 102.0863 |
| 322 | 101.9542 |
| 323 | 102.1241 |
| 324 | 102.0804 |
| 325 | 102.0842 |
| 326 | 102.2286 |
| 327 | 102.2679 |
| 328 | 102.2765 |
| 329 | 102.1944 |
| 330 | 102.3103 |
| 331 | 102.0809 |
| 332 | 101.9833 |
| 333 | 102.1604 |
| 334 | 102.0308 |
| 335 | 101.8667 |
| 336 | 101.982 |
| 337 | 101.947 |
| 338 | 101.9619 |
| 339 | 101.9352 |
| 340 | 101.8 |
| 341 | 101.7829 |
| 342 | 101.9843 |
| 343 | 102.0584 |
| 344 | 102.1463 |
| 345 | 102.1737 |
| 346 | 101.9649 |
| 347 | 102.0699 |
| 348 | 102.0719 |
| 349 | 102.048 |
| 350 | 102.0674 |
| 351 | 102.2577 |
| 352 | 102.3696 |
| 353 | 102.3818 |
| 354 | 102.3782 |
| 355 | 102.3562 |
| 356 | 102.2816 |
| 357 | 102.2556 |
| 358 | 102.0836 |
| 359 | 102.093 |
| 360 | 102.0357 |
| 361 | 102.0929 |
| 362 | 102.1514 |
| 363 | 102.1747 |
| 364 | 102.396 |
| 365 | 102.2844 |
| 366 | 102.1955 |
| +1.10% |
| 1.08 |
| 18 |
| 12.10 → 26.11 | Long | 72.2% | +1.06% | 1.05 | 18 |
| 08.10 → 26.11 | Long | 72.2% | +1.02% | 0.76 | 18 |
| 13.10 → 25.11 | Long | 72.2% | +0.96% | 0.98 | 18 |
| 12.10 → 25.11 | Long | 72.2% | +0.88% | 0.83 | 18 |
| 10.10 → 17.11 | Long | 72.2% | +0.54% | 0.56 | 18 |