

Forex currencies
Over 1998 to 2025 (28 years of data), CHFSGD has tended to move short between 11.10 and 07.11, closing higher in 78.6% of those years for an average +0.76% move and an annualized Sharpe of 1.24.
Best window
11.10 - 07.11
Direction
Short
Win rate
78.6%
Avg return
+0.76%
Sample
28 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Short | 78.6% | +0.76% | 1.24 | 28 |
| 11.10 → 05.11 | Short | 75.0% | +0.67% | 1.17 | 28 |
| 07.10 → 17.11 | Short | 75.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9148 |
| 3 | 99.8378 |
| 4 | 99.8396 |
| 5 | 99.5755 |
| 6 | 99.581 |
| 7 | 99.642 |
| 8 | 99.7462 |
| 9 | 99.6521 |
| 10 | 99.5838 |
| 11 | 99.4447 |
| 12 | 99.5106 |
| 13 | 99.5192 |
| 14 | 99.5526 |
| 15 | 100.2861 |
| 16 | 100.2495 |
| 17 | 100.2039 |
| 18 | 100.2217 |
| 19 | 100.0563 |
| 20 | 99.9707 |
| 21 | 100.0554 |
| 22 | 100.0118 |
| 23 | 100.1754 |
| 24 | 100.2239 |
| 25 | 100.1787 |
| 26 | 100.1078 |
| 27 | 100.0908 |
| 28 | 100.0651 |
| 29 | 99.8883 |
| 30 | 99.9389 |
| 31 | 100.0459 |
| 32 | 100.0596 |
| 33 | 100.0273 |
| 34 | 99.9764 |
| 35 | 99.7796 |
| 36 | 99.7321 |
| 37 | 99.7419 |
| 38 | 99.6411 |
| 39 | 99.7384 |
| 40 | 99.76 |
| 41 | 99.7909 |
| 42 | 99.6856 |
| 43 | 99.5553 |
| 44 | 99.5644 |
| 45 | 99.5709 |
| 46 | 99.5812 |
| 47 | 99.7339 |
| 48 | 99.6343 |
| 49 | 99.593 |
| 50 | 99.6166 |
| 51 | 99.7244 |
| 52 | 99.8337 |
| 53 | 99.7377 |
| 54 | 99.6627 |
| 55 | 99.6393 |
| 56 | 99.6415 |
| 57 | 99.7002 |
| 58 | 99.8642 |
| 59 | 99.9905 |
| 60 | 99.831 |
| 61 | 99.8784 |
| 62 | 99.9122 |
| 63 | 99.8695 |
| 64 | 99.6946 |
| 65 | 99.8398 |
| 66 | 99.8223 |
| 67 | 99.709 |
| 68 | 99.8384 |
| 69 | 99.7561 |
| 70 | 99.7288 |
| 71 | 99.6302 |
| 72 | 99.9089 |
| 73 | 99.8694 |
| 74 | 99.8975 |
| 75 | 100.0977 |
| 76 | 100.1471 |
| 77 | 100.3677 |
| 78 | 100.2981 |
| 79 | 100.3126 |
| 80 | 100.297 |
| 81 | 100.2816 |
| 82 | 100.2239 |
| 83 | 100.2681 |
| 84 | 100.0702 |
| 85 | 100.0625 |
| 86 | 100.072 |
| 87 | 100.0451 |
| 88 | 100.0367 |
| 89 | 100.0782 |
| 90 | 100.0031 |
| 91 | 99.9398 |
| 92 | 99.8943 |
| 93 | 99.8913 |
| 94 | 99.984 |
| 95 | 100.0535 |
| 96 | 100.0929 |
| 97 | 99.9827 |
| 98 | 100.129 |
| 99 | 99.884 |
| 100 | 100.1097 |
| 101 | 100.1152 |
| 102 | 100.1506 |
| 103 | 100.3055 |
| 104 | 99.9511 |
| 105 | 99.9725 |
| 106 | 99.9314 |
| 107 | 99.8234 |
| 108 | 99.8847 |
| 109 | 99.7495 |
| 110 | 99.7335 |
| 111 | 99.6991 |
| 112 | 99.6125 |
| 113 | 99.6416 |
| 114 | 99.552 |
| 115 | 99.54 |
| 116 | 99.5713 |
| 117 | 99.3746 |
| 118 | 99.4931 |
| 119 | 99.5841 |
| 120 | 99.6493 |
| 121 | 99.6921 |
| 122 | 99.6394 |
| 123 | 99.613 |
| 124 | 99.773 |
| 125 | 99.6122 |
| 126 | 99.4573 |
| 127 | 99.5138 |
| 128 | 99.4274 |
| 129 | 99.4635 |
| 130 | 99.3622 |
| 131 | 99.311 |
| 132 | 99.4257 |
| 133 | 99.5207 |
| 134 | 99.3518 |
| 135 | 99.372 |
| 136 | 99.4703 |
| 137 | 99.4864 |
| 138 | 99.4767 |
| 139 | 99.4727 |
| 140 | 99.6368 |
| 141 | 99.6863 |
| 142 | 99.6924 |
| 143 | 99.713 |
| 144 | 99.7656 |
| 145 | 99.8079 |
| 146 | 99.777 |
| 147 | 99.757 |
| 148 | 99.6972 |
| 149 | 99.8724 |
| 150 | 99.8895 |
| 151 | 99.9342 |
| 152 | 100.0303 |
| 153 | 100.1601 |
| 154 | 100.1505 |
| 155 | 100.1989 |
| 156 | 100.2791 |
| 157 | 100.1858 |
| 158 | 100.2699 |
| 159 | 100.2736 |
| 160 | 100.292 |
| 161 | 100.2624 |
| 162 | 100.2819 |
| 163 | 100.3504 |
| 164 | 100.2473 |
| 165 | 100.1491 |
| 166 | 100.2422 |
| 167 | 100.3317 |
| 168 | 100.386 |
| 169 | 100.3889 |
| 170 | 100.4748 |
| 171 | 100.5481 |
| 172 | 100.5938 |
| 173 | 100.6947 |
| 174 | 100.7675 |
| 175 | 100.7789 |
| 176 | 100.7358 |
| 177 | 100.8227 |
| 178 | 100.9249 |
| 179 | 100.8551 |
| 180 | 100.9671 |
| 181 | 100.8616 |
| 182 | 100.8451 |
| 183 | 100.8767 |
| 184 | 100.8275 |
| 185 | 100.6366 |
| 186 | 100.6446 |
| 187 | 100.628 |
| 188 | 100.5627 |
| 189 | 100.6156 |
| 190 | 100.478 |
| 191 | 100.6262 |
| 192 | 100.6247 |
| 193 | 100.7101 |
| 194 | 100.748 |
| 195 | 100.7272 |
| 196 | 100.7495 |
| 197 | 100.7145 |
| 198 | 100.7013 |
| 199 | 100.7617 |
| 200 | 100.7558 |
| 201 | 100.7248 |
| 202 | 100.8024 |
| 203 | 100.8318 |
| 204 | 100.7217 |
| 205 | 100.7069 |
| 206 | 100.6989 |
| 207 | 100.8576 |
| 208 | 100.6791 |
| 209 | 100.6465 |
| 210 | 100.8585 |
| 211 | 100.8775 |
| 212 | 100.9402 |
| 213 | 101.0746 |
| 214 | 101.234 |
| 215 | 101.2755 |
| 216 | 101.2726 |
| 217 | 101.3667 |
| 218 | 101.28 |
| 219 | 101.225 |
| 220 | 101.323 |
| 221 | 101.3874 |
| 222 | 101.4204 |
| 223 | 101.1565 |
| 224 | 101.2191 |
| 225 | 101.1789 |
| 226 | 101.1284 |
| 227 | 101.1932 |
| 228 | 101.149 |
| 229 | 101.2655 |
| 230 | 101.1708 |
| 231 | 101.425 |
| 232 | 101.4847 |
| 233 | 101.7095 |
| 234 | 101.6564 |
| 235 | 101.6273 |
| 236 | 101.695 |
| 237 | 101.673 |
| 238 | 101.4901 |
| 239 | 101.4603 |
| 240 | 101.4913 |
| 241 | 101.4184 |
| 242 | 101.2845 |
| 243 | 101.3446 |
| 244 | 101.3626 |
| 245 | 101.3637 |
| 246 | 101.3539 |
| 247 | 101.3414 |
| 248 | 101.3905 |
| 249 | 100.8896 |
| 250 | 100.9236 |
| 251 | 100.8913 |
| 252 | 100.9603 |
| 253 | 100.8517 |
| 254 | 100.7714 |
| 255 | 100.8087 |
| 256 | 100.9275 |
| 257 | 101.0062 |
| 258 | 101.0257 |
| 259 | 100.8627 |
| 260 | 100.9058 |
| 261 | 101.0079 |
| 262 | 100.9753 |
| 263 | 101.0512 |
| 264 | 101.0784 |
| 265 | 101.131 |
| 266 | 101.2706 |
| 267 | 101.2317 |
| 268 | 101.2391 |
| 269 | 101.1571 |
| 270 | 101.057 |
| 271 | 101.2058 |
| 272 | 101.1826 |
| 273 | 101.0922 |
| 274 | 100.8337 |
| 275 | 100.9163 |
| 276 | 100.7639 |
| 277 | 100.8348 |
| 278 | 100.6723 |
| 279 | 100.7738 |
| 280 | 100.5816 |
| 281 | 100.6518 |
| 282 | 100.5759 |
| 283 | 100.5711 |
| 284 | 100.5035 |
| 285 | 100.539 |
| 286 | 100.5625 |
| 287 | 100.3992 |
| 288 | 100.5064 |
| 289 | 100.601 |
| 290 | 100.6724 |
| 291 | 100.7118 |
| 292 | 100.7367 |
| 293 | 100.8044 |
| 294 | 100.8036 |
| 295 | 100.6906 |
| 296 | 100.668 |
| 297 | 100.6405 |
| 298 | 100.5963 |
| 299 | 100.4476 |
| 300 | 100.4064 |
| 301 | 100.4356 |
| 302 | 100.3845 |
| 303 | 100.4444 |
| 304 | 100.172 |
| 305 | 100.1424 |
| 306 | 100.2052 |
| 307 | 100.046 |
| 308 | 100.1122 |
| 309 | 100.1813 |
| 310 | 100.1815 |
| 311 | 100.1442 |
| 312 | 100.091 |
| 313 | 100.198 |
| 314 | 100.1182 |
| 315 | 100.3084 |
| 316 | 100.3051 |
| 317 | 100.3644 |
| 318 | 100.4533 |
| 319 | 100.3871 |
| 320 | 100.2638 |
| 321 | 100.1954 |
| 322 | 100.2047 |
| 323 | 100.2832 |
| 324 | 100.1786 |
| 325 | 100.18 |
| 326 | 100.3391 |
| 327 | 100.3383 |
| 328 | 100.4105 |
| 329 | 100.3462 |
| 330 | 100.594 |
| 331 | 100.4701 |
| 332 | 100.487 |
| 333 | 100.3622 |
| 334 | 100.3251 |
| 335 | 100.3559 |
| 336 | 100.6126 |
| 337 | 100.7831 |
| 338 | 100.6972 |
| 339 | 100.7005 |
| 340 | 100.5471 |
| 341 | 100.4867 |
| 342 | 100.5657 |
| 343 | 100.6459 |
| 344 | 100.6837 |
| 345 | 100.7588 |
| 346 | 100.719 |
| 347 | 100.7228 |
| 348 | 100.6872 |
| 349 | 100.7028 |
| 350 | 100.7585 |
| 351 | 100.9165 |
| 352 | 101.0227 |
| 353 | 101.099 |
| 354 | 101.0842 |
| 355 | 101.0048 |
| 356 | 100.9886 |
| 357 | 101.0302 |
| 358 | 100.9776 |
| 359 | 100.9636 |
| 360 | 100.9495 |
| 361 | 101.244 |
| 362 | 101.3151 |
| 363 | 101.4169 |
| 364 | 101.5614 |
| 365 | 101.3117 |
| 366 | 100.7923 |
| +0.57% |
| 0.63 |
| 28 |
| 07.10 → 07.11 | Short | 71.4% | +0.83% | 1.21 | 28 |
| 08.10 → 06.11 | Short | 71.4% | +0.81% | 1.21 | 28 |
| 06.10 → 07.11 | Short | 71.4% | +0.79% | 1.10 | 28 |
| 11.10 → 06.11 | Short | 71.4% | +0.76% | 1.29 | 28 |
| 10.10 → 07.11 | Short | 71.4% | +0.72% | 1.19 | 28 |