

Forex currencies
Over 1991 to 2025 (35 years of data), EURAUD has tended to move short between 11.10 and 24.11, closing higher in 74.3% of those years for an average +0.85% move and an annualized Sharpe of 0.56.
Best window
11.10 - 24.11
Direction
Short
Win rate
74.3%
Avg return
+0.85%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.11 | Short | 74.3% | +0.85% | 0.56 | 35 |
| 09.10 → 25.11 | Short | 74.3% | +0.84% | 0.56 | 35 |
| 11.10 → 07.11 | Short | 71.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7904 |
| 3 | 99.6292 |
| 4 | 99.5428 |
| 5 | 99.3377 |
| 6 | 99.2162 |
| 7 | 99.3611 |
| 8 | 99.2124 |
| 9 | 99.2145 |
| 10 | 99.2084 |
| 11 | 99.2266 |
| 12 | 99.3703 |
| 13 | 99.3675 |
| 14 | 99.4294 |
| 15 | 99.3552 |
| 16 | 99.3833 |
| 17 | 99.3069 |
| 18 | 99.2778 |
| 19 | 99.2898 |
| 20 | 99.2865 |
| 21 | 99.4369 |
| 22 | 99.447 |
| 23 | 99.4999 |
| 24 | 99.6412 |
| 25 | 99.5778 |
| 26 | 99.5086 |
| 27 | 99.672 |
| 28 | 99.5006 |
| 29 | 99.6991 |
| 30 | 99.824 |
| 31 | 99.7825 |
| 32 | 99.7181 |
| 33 | 99.8326 |
| 34 | 99.8472 |
| 35 | 99.7076 |
| 36 | 99.6355 |
| 37 | 99.5815 |
| 38 | 99.4743 |
| 39 | 99.565 |
| 40 | 99.5775 |
| 41 | 99.4647 |
| 42 | 99.3405 |
| 43 | 99.3546 |
| 44 | 99.2541 |
| 45 | 99.1242 |
| 46 | 99.095 |
| 47 | 99.0864 |
| 48 | 99.0145 |
| 49 | 98.9537 |
| 50 | 98.9545 |
| 51 | 98.9984 |
| 52 | 99.0757 |
| 53 | 99.0549 |
| 54 | 99.1319 |
| 55 | 99.0609 |
| 56 | 98.9652 |
| 57 | 99.0799 |
| 58 | 99.2405 |
| 59 | 99.3172 |
| 60 | 99.2515 |
| 61 | 99.3216 |
| 62 | 99.1976 |
| 63 | 99.1068 |
| 64 | 99.1624 |
| 65 | 99.2916 |
| 66 | 99.4844 |
| 67 | 99.4695 |
| 68 | 99.641 |
| 69 | 99.6031 |
| 70 | 99.8447 |
| 71 | 99.7811 |
| 72 | 99.8382 |
| 73 | 99.8249 |
| 74 | 99.8826 |
| 75 | 100.0229 |
| 76 | 99.9371 |
| 77 | 100.0156 |
| 78 | 100.0281 |
| 79 | 99.9988 |
| 80 | 99.9907 |
| 81 | 99.8848 |
| 82 | 99.8093 |
| 83 | 99.7588 |
| 84 | 99.542 |
| 85 | 99.6013 |
| 86 | 99.5529 |
| 87 | 99.5551 |
| 88 | 99.5075 |
| 89 | 99.5803 |
| 90 | 99.5338 |
| 91 | 99.5076 |
| 92 | 99.5444 |
| 93 | 99.5251 |
| 94 | 99.651 |
| 95 | 99.6519 |
| 96 | 99.6705 |
| 97 | 99.4047 |
| 98 | 99.4157 |
| 99 | 99.0824 |
| 100 | 98.9454 |
| 101 | 98.9849 |
| 102 | 98.848 |
| 103 | 98.7384 |
| 104 | 98.6586 |
| 105 | 98.7418 |
| 106 | 98.812 |
| 107 | 98.7112 |
| 108 | 98.8144 |
| 109 | 98.7801 |
| 110 | 98.912 |
| 111 | 98.8757 |
| 112 | 98.9036 |
| 113 | 99.0783 |
| 114 | 99.0319 |
| 115 | 99.0774 |
| 116 | 99.1272 |
| 117 | 99.0079 |
| 118 | 98.9785 |
| 119 | 99.028 |
| 120 | 99.1636 |
| 121 | 99.2471 |
| 122 | 99.209 |
| 123 | 99.2214 |
| 124 | 99.3038 |
| 125 | 99.1777 |
| 126 | 99.0169 |
| 127 | 99.1317 |
| 128 | 99.0503 |
| 129 | 98.9833 |
| 130 | 98.9246 |
| 131 | 98.8992 |
| 132 | 99.0326 |
| 133 | 98.9905 |
| 134 | 99.018 |
| 135 | 99.1459 |
| 136 | 99.2078 |
| 137 | 99.2742 |
| 138 | 99.2189 |
| 139 | 99.3452 |
| 140 | 99.4851 |
| 141 | 99.4544 |
| 142 | 99.5187 |
| 143 | 99.5682 |
| 144 | 99.5346 |
| 145 | 99.5007 |
| 146 | 99.3888 |
| 147 | 99.3013 |
| 148 | 99.286 |
| 149 | 99.2929 |
| 150 | 99.2985 |
| 151 | 99.3467 |
| 152 | 99.2518 |
| 153 | 99.1884 |
| 154 | 99.2094 |
| 155 | 99.2623 |
| 156 | 99.3266 |
| 157 | 99.153 |
| 158 | 99.1664 |
| 159 | 98.9707 |
| 160 | 98.8742 |
| 161 | 98.8445 |
| 162 | 98.6969 |
| 163 | 98.7809 |
| 164 | 98.7802 |
| 165 | 98.8573 |
| 166 | 98.8256 |
| 167 | 98.7842 |
| 168 | 98.9739 |
| 169 | 98.9849 |
| 170 | 98.945 |
| 171 | 98.969 |
| 172 | 98.9924 |
| 173 | 99.1513 |
| 174 | 99.0209 |
| 175 | 99.0271 |
| 176 | 98.9653 |
| 177 | 98.9697 |
| 178 | 99.1945 |
| 179 | 99.1935 |
| 180 | 99.2666 |
| 181 | 99.2484 |
| 182 | 99.326 |
| 183 | 99.2939 |
| 184 | 99.2696 |
| 185 | 99.1456 |
| 186 | 99.0909 |
| 187 | 99.1639 |
| 188 | 98.936 |
| 189 | 99.074 |
| 190 | 98.9456 |
| 191 | 99.1337 |
| 192 | 99.1798 |
| 193 | 99.0864 |
| 194 | 98.9037 |
| 195 | 98.7869 |
| 196 | 98.9387 |
| 197 | 98.9253 |
| 198 | 99.0153 |
| 199 | 99.03 |
| 200 | 99.0035 |
| 201 | 98.9837 |
| 202 | 98.9853 |
| 203 | 98.9063 |
| 204 | 98.8742 |
| 205 | 98.9154 |
| 206 | 99.0093 |
| 207 | 99.0683 |
| 208 | 99.1109 |
| 209 | 99.1676 |
| 210 | 99.1671 |
| 211 | 99.1989 |
| 212 | 99.1745 |
| 213 | 99.3085 |
| 214 | 99.5324 |
| 215 | 99.6387 |
| 216 | 99.6485 |
| 217 | 99.8532 |
| 218 | 99.7632 |
| 219 | 99.7238 |
| 220 | 99.6645 |
| 221 | 99.7077 |
| 222 | 99.6392 |
| 223 | 99.5891 |
| 224 | 99.5661 |
| 225 | 99.6438 |
| 226 | 99.6884 |
| 227 | 99.7829 |
| 228 | 99.798 |
| 229 | 99.8396 |
| 230 | 99.8825 |
| 231 | 100.0604 |
| 232 | 100.003 |
| 233 | 100.0862 |
| 234 | 99.9994 |
| 235 | 99.9914 |
| 236 | 100.1436 |
| 237 | 100.1667 |
| 238 | 100.1116 |
| 239 | 100.0262 |
| 240 | 99.9906 |
| 241 | 99.8767 |
| 242 | 99.9638 |
| 243 | 100.018 |
| 244 | 100.0168 |
| 245 | 99.9446 |
| 246 | 99.911 |
| 247 | 99.892 |
| 248 | 99.9918 |
| 249 | 99.8262 |
| 250 | 99.927 |
| 251 | 99.8064 |
| 252 | 99.8701 |
| 253 | 99.9308 |
| 254 | 99.8678 |
| 255 | 99.9271 |
| 256 | 99.9098 |
| 257 | 99.9791 |
| 258 | 100.0752 |
| 259 | 100.0607 |
| 260 | 100.2815 |
| 261 | 100.3755 |
| 262 | 100.3283 |
| 263 | 100.1648 |
| 264 | 100.301 |
| 265 | 100.4486 |
| 266 | 100.4963 |
| 267 | 100.4789 |
| 268 | 100.4034 |
| 269 | 100.4703 |
| 270 | 100.4735 |
| 271 | 100.4032 |
| 272 | 100.4215 |
| 273 | 100.5097 |
| 274 | 100.3217 |
| 275 | 100.4055 |
| 276 | 100.4243 |
| 277 | 100.365 |
| 278 | 100.3145 |
| 279 | 100.3236 |
| 280 | 100.4064 |
| 281 | 100.4711 |
| 282 | 100.6555 |
| 283 | 100.6228 |
| 284 | 100.7085 |
| 285 | 100.5598 |
| 286 | 100.4484 |
| 287 | 100.3507 |
| 288 | 100.172 |
| 289 | 100.5335 |
| 290 | 100.3268 |
| 291 | 100.1735 |
| 292 | 100.1217 |
| 293 | 100.1407 |
| 294 | 100.0419 |
| 295 | 99.9414 |
| 296 | 99.9211 |
| 297 | 99.9385 |
| 298 | 100.1778 |
| 299 | 100.0112 |
| 300 | 99.9329 |
| 301 | 100.0825 |
| 302 | 99.9749 |
| 303 | 99.8832 |
| 304 | 99.6708 |
| 305 | 99.5721 |
| 306 | 99.6343 |
| 307 | 99.5478 |
| 308 | 99.3672 |
| 309 | 99.2502 |
| 310 | 99.1662 |
| 311 | 99.2333 |
| 312 | 99.1078 |
| 313 | 99.2823 |
| 314 | 99.1202 |
| 315 | 99.2611 |
| 316 | 99.3555 |
| 317 | 99.3556 |
| 318 | 99.3253 |
| 319 | 99.3124 |
| 320 | 99.322 |
| 321 | 99.4528 |
| 322 | 99.5358 |
| 323 | 99.6272 |
| 324 | 99.6537 |
| 325 | 99.8711 |
| 326 | 99.7756 |
| 327 | 99.6831 |
| 328 | 99.6426 |
| 329 | 99.6561 |
| 330 | 100.0459 |
| 331 | 99.9364 |
| 332 | 99.846 |
| 333 | 99.6779 |
| 334 | 99.5798 |
| 335 | 99.6103 |
| 336 | 99.6293 |
| 337 | 99.7458 |
| 338 | 99.8879 |
| 339 | 99.9676 |
| 340 | 99.9921 |
| 341 | 99.9991 |
| 342 | 100.1147 |
| 343 | 100.0993 |
| 344 | 99.9592 |
| 345 | 100.1304 |
| 346 | 100.2058 |
| 347 | 100.2199 |
| 348 | 100.2661 |
| 349 | 100.3766 |
| 350 | 100.4387 |
| 351 | 100.6303 |
| 352 | 100.5993 |
| 353 | 100.7748 |
| 354 | 100.6636 |
| 355 | 100.5239 |
| 356 | 100.6317 |
| 357 | 100.5371 |
| 358 | 100.4924 |
| 359 | 100.5234 |
| 360 | 100.4962 |
| 361 | 100.7446 |
| 362 | 100.6489 |
| 363 | 100.5694 |
| 364 | 100.4774 |
| 365 | 100.3769 |
| 366 | 99.5161 |
| +1.07% |
| 1.09 |
| 35 |
| 10.10 → 24.11 | Short | 71.4% | +0.88% | 0.58 | 35 |
| 08.10 → 25.11 | Short | 71.4% | +0.84% | 0.51 | 35 |
| 10.10 → 23.11 | Short | 71.4% | +0.81% | 0.57 | 35 |
| 11.10 → 23.11 | Short | 71.4% | +0.78% | 0.55 | 35 |
| 11.10 → 22.11 | Short | 71.4% | +0.69% | 0.48 | 35 |