

Over 1991 to 2025 (35 years of data), EURAUD has tended to move long between 12.07 and 04.09, closing higher in 73.5% of those years for an average +1.56% move and an annualized Sharpe of 0.79.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.6909 |
| 3 | 99.84 |
| 4 | 99.6361 |
| 5 | 99.6811 |
| 6 | 99.664 |
| 7 | 99.6786 |
| 8 | 99.7311 |
| 9 | 99.9078 |
| 10 | 99.9778 |
| 11 | 99.978 |
| 12 | 99.8827 |
| 13 | 99.7934 |
| 14 | 99.968 |
| 15 | 99.7927 |
| 16 | 100.0024 |
| 17 | 99.9967 |
| 18 | 100.001 |
| 19 | 100.0468 |
| 20 | 99.969 |
| 21 | 100.0057 |
| 22 | 99.8764 |
| 23 | 99.5918 |
| 24 | 99.7477 |
| 25 | 99.5085 |
| 26 | 99.5158 |
| 27 | 99.6171 |
| 28 | 99.5124 |
| 29 | 99.3854 |
| 30 | 99.6383 |
| 31 | 99.5719 |
| 32 | 99.6203 |
| 33 | 99.6161 |
| 34 | 99.7656 |
| 35 | 100.0267 |
| 36 | 100.1685 |
| 37 | 99.7986 |
| 38 | 99.3837 |
| 39 | 99.4061 |
| 40 | 99.2852 |
| 41 | 99.197 |
| 42 | 99.0467 |
| 43 | 99.2003 |
| 44 | 99.3299 |
| 45 | 99.0617 |
| 46 | 99.2535 |
| 47 | 99.1823 |
| 48 | 99.1379 |
| 49 | 99.0354 |
| 50 | 98.9803 |
| 51 | 98.7651 |
| 52 | 98.8734 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 04.09 | Long | 73.5% | +1.56% | 0.79 | 34 |
| 12.07 → 05.09 | Long | 73.5% | +1.41% | 0.70 | 34 |
| 13.07 → 04.09 | Long | 70.6% | +1.73% | 0.90 | 34 |
| 13.07 → 26.08 | Long | 70.6% | +1.59% | 1.01 | 34 |
| 13.07 → 05.09 | Long | 70.6% | +1.58% | 0.81 | 34 |
| 11.07 → 04.09 | Long | 70.6% | +1.57% | 0.76 | 34 |
| 11.07 → 03.09 | Long | 70.6% |
| 53 |
|---|
| 98.8622 |
| 54 | 98.8566 |
|---|
| 55 | 99.0263 |
|---|
| 56 | 98.9339 |
|---|
| 57 | 99.158 |
|---|
| 58 | 99.2241 |
|---|
| 59 | 99.2297 |
|---|
| 60 | 99.1654 |
|---|
| 61 | 98.7651 |
|---|
| 62 | 98.7077 |
|---|
| 63 | 98.4036 |
|---|
| 64 | 98.7549 |
|---|
| 65 | 98.7522 |
|---|
| 66 | 99.1242 |
|---|
| 67 | 99.2822 |
|---|
| 68 | 99.4596 |
|---|
| 69 | 99.2231 |
|---|
| 70 | 99.1819 |
|---|
| 71 | 99.0686 |
|---|
| 72 | 99.2933 |
|---|
| 73 | 99.3887 |
|---|
| 74 | 99.3835 |
|---|
| 75 | 99.1335 |
|---|
| 76 | 98.8522 |
|---|
| 77 | 98.8688 |
|---|
| 78 | 98.8491 |
|---|
| 79 | 99.2185 |
|---|
| 80 | 99.3653 |
|---|
| 81 | 99.3029 |
|---|
| 82 | 99.2878 |
|---|
| 83 | 99.2128 |
|---|
| 84 | 99.1151 |
|---|
| 85 | 99.2095 |
|---|
| 86 | 99.2816 |
|---|
| 87 | 99.3727 |
|---|
| 88 | 99.6179 |
|---|
| 89 | 99.733 |
|---|
| 90 | 99.6793 |
|---|
| 91 | 99.3954 |
|---|
| 92 | 99.676 |
|---|
| 93 | 99.5585 |
|---|
| 94 | 100.1628 |
|---|
| 95 | 99.93 |
|---|
| 96 | 100.4997 |
|---|
| 97 | 100.1039 |
|---|
| 98 | 100.5161 |
|---|
| 99 | 99.8038 |
|---|
| 100 | 100.1183 |
|---|
| 101 | 100.3738 |
|---|
| 102 | 100.1181 |
|---|
| 103 | 100.0396 |
|---|
| 104 | 100.0266 |
|---|
| 105 | 99.7602 |
|---|
| 106 | 99.907 |
|---|
| 107 | 99.7393 |
|---|
| 108 | 99.8441 |
|---|
| 109 | 99.8806 |
|---|
| 110 | 99.8293 |
|---|
| 111 | 100.2099 |
|---|
| 112 | 100.2389 |
|---|
| 113 | 100.2039 |
|---|
| 114 | 100.2819 |
|---|
| 115 | 100.2648 |
|---|
| 116 | 100.4145 |
|---|
| 117 | 100.0151 |
|---|
| 118 | 99.9326 |
|---|
| 119 | 100.3621 |
|---|
| 120 | 100.0123 |
|---|
| 121 | 100.0508 |
|---|
| 122 | 99.7084 |
|---|
| 123 | 99.6921 |
|---|
| 124 | 99.2545 |
|---|
| 125 | 99.1615 |
|---|
| 126 | 99.1763 |
|---|
| 127 | 99.3698 |
|---|
| 128 | 99.3355 |
|---|
| 129 | 99.6332 |
|---|
| 130 | 99.5734 |
|---|
| 131 | 99.628 |
|---|
| 132 | 99.4578 |
|---|
| 133 | 99.097 |
|---|
| 134 | 99.244 |
|---|
| 135 | 99.2808 |
|---|
| 136 | 99.2547 |
|---|
| 137 | 99.3085 |
|---|
| 138 | 99.2967 |
|---|
| 139 | 99.2847 |
|---|
| 140 | 99.3211 |
|---|
| 141 | 99.4359 |
|---|
| 142 | 99.431 |
|---|
| 143 | 99.564 |
|---|
| 144 | 99.8258 |
|---|
| 145 | 99.7932 |
|---|
| 146 | 99.8773 |
|---|
| 147 | 99.8045 |
|---|
| 148 | 99.5709 |
|---|
| 149 | 99.6787 |
|---|
| 150 | 99.7272 |
|---|
| 151 | 99.6619 |
|---|
| 152 | 99.4073 |
|---|
| 153 | 99.098 |
|---|
| 154 | 99.2648 |
|---|
| 155 | 99.2817 |
|---|
| 156 | 99.4467 |
|---|
| 157 | 99.0922 |
|---|
| 158 | 99.1052 |
|---|
| 159 | 99.3487 |
|---|
| 160 | 99.2911 |
|---|
| 161 | 99.2662 |
|---|
| 162 | 99.2654 |
|---|
| 163 | 99.3497 |
|---|
| 164 | 99.4126 |
|---|
| 165 | 99.569 |
|---|
| 166 | 99.1205 |
|---|
| 167 | 99.2347 |
|---|
| 168 | 99.3638 |
|---|
| 169 | 99.2765 |
|---|
| 170 | 99.27 |
|---|
| 171 | 99.5335 |
|---|
| 172 | 99.6789 |
|---|
| 173 | 99.9238 |
|---|
| 174 | 100.1887 |
|---|
| 175 | 100.121 |
|---|
| 176 | 100.2134 |
|---|
| 177 | 100.2459 |
|---|
| 178 | 100.4283 |
|---|
| 179 | 100.5823 |
|---|
| 180 | 100.4316 |
|---|
| 181 | 100.2405 |
|---|
| 182 | 100.4335 |
|---|
| 183 | 100.4937 |
|---|
| 184 | 100.369 |
|---|
| 185 | 100.0971 |
|---|
| 186 | 100.0463 |
|---|
| 187 | 100.0951 |
|---|
| 188 | 99.8833 |
|---|
| 189 | 99.8021 |
|---|
| 190 | 99.8194 |
|---|
| 191 | 99.6603 |
|---|
| 192 | 99.7268 |
|---|
| 193 | 99.6347 |
|---|
| 194 | 99.5546 |
|---|
| 195 | 99.6883 |
|---|
| 196 | 99.6835 |
|---|
| 197 | 99.7683 |
|---|
| 198 | 99.9705 |
|---|
| 199 | 100.1061 |
|---|
| 200 | 100.1093 |
|---|
| 201 | 99.9222 |
|---|
| 202 | 100.074 |
|---|
| 203 | 100.042 |
|---|
| 204 | 100.1265 |
|---|
| 205 | 100.0324 |
|---|
| 206 | 99.9042 |
|---|
| 207 | 99.9878 |
|---|
| 208 | 99.9697 |
|---|
| 209 | 100.0676 |
|---|
| 210 | 100.0729 |
|---|
| 211 | 99.9924 |
|---|
| 212 | 99.8805 |
|---|
| 213 | 100.2852 |
|---|
| 214 | 100.6781 |
|---|
| 215 | 100.6733 |
|---|
| 216 | 100.8397 |
|---|
| 217 | 100.8909 |
|---|
| 218 | 100.949 |
|---|
| 219 | 100.8693 |
|---|
| 220 | 100.6451 |
|---|
| 221 | 100.5448 |
|---|
| 222 | 100.5296 |
|---|
| 223 | 100.4518 |
|---|
| 224 | 100.3222 |
|---|
| 225 | 100.3133 |
|---|
| 226 | 100.2977 |
|---|
| 227 | 100.6827 |
|---|
| 228 | 100.6643 |
|---|
| 229 | 100.8805 |
|---|
| 230 | 100.7535 |
|---|
| 231 | 100.816 |
|---|
| 232 | 100.7908 |
|---|
| 233 | 100.8367 |
|---|
| 234 | 100.5213 |
|---|
| 235 | 100.3701 |
|---|
| 236 | 100.3717 |
|---|
| 237 | 100.0722 |
|---|
| 238 | 100.2842 |
|---|
| 239 | 100.2244 |
|---|
| 240 | 100.2476 |
|---|
| 241 | 100.1008 |
|---|
| 242 | 100.2661 |
|---|
| 243 | 100.222 |
|---|
| 244 | 100.1239 |
|---|
| 245 | 100.0451 |
|---|
| 246 | 100.0025 |
|---|
| 247 | 100.2359 |
|---|
| 248 | 100.4356 |
|---|
| 249 | 100.5347 |
|---|
| 250 | 100.7884 |
|---|
| 251 | 100.7454 |
|---|
| 252 | 100.5046 |
|---|
| 253 | 100.3182 |
|---|
| 254 | 100.2236 |
|---|
| 255 | 100.1713 |
|---|
| 256 | 100.2729 |
|---|
| 257 | 100.079 |
|---|
| 258 | 100.326 |
|---|
| 259 | 100.4179 |
|---|
| 260 | 100.3999 |
|---|
| 261 | 100.4544 |
|---|
| 262 | 100.3121 |
|---|
| 263 | 100.2934 |
|---|
| 264 | 100.3729 |
|---|
| 265 | 100.2302 |
|---|
| 266 | 100.2917 |
|---|
| 267 | 100.0611 |
|---|
| 268 | 99.9405 |
|---|
| 269 | 100.2163 |
|---|
| 270 | 100.1717 |
|---|
| 271 | 99.9855 |
|---|
| 272 | 100.1732 |
|---|
| 273 | 100.3338 |
|---|
| 274 | 100.2513 |
|---|
| 275 | 100.2549 |
|---|
| 276 | 100.1854 |
|---|
| 277 | 100.5475 |
|---|
| 278 | 100.3877 |
|---|
| 279 | 100.3966 |
|---|
| 280 | 100.4084 |
|---|
| 281 | 100.4992 |
|---|
| 282 | 100.4134 |
|---|
| 283 | 100.9424 |
|---|
| 284 | 101.0964 |
|---|
| 285 | 101.0154 |
|---|
| 286 | 100.9878 |
|---|
| 287 | 101.3649 |
|---|
| 288 | 101.355 |
|---|
| 289 | 101.5805 |
|---|
| 290 | 101.3661 |
|---|
| 291 | 101.2732 |
|---|
| 292 | 101.3416 |
|---|
| 293 | 101.3143 |
|---|
| 294 | 101.1468 |
|---|
| 295 | 101.2218 |
|---|
| 296 | 101.1589 |
|---|
| 297 | 101.2527 |
|---|
| 298 | 101.4685 |
|---|
| 299 | 101.2321 |
|---|
| 300 | 101.0692 |
|---|
| 301 | 101.1287 |
|---|
| 302 | 101.1491 |
|---|
| 303 | 101.2506 |
|---|
| 304 | 101.1116 |
|---|
| 305 | 100.9154 |
|---|
| 306 | 100.9503 |
|---|
| 307 | 100.9298 |
|---|
| 308 | 100.8664 |
|---|
| 309 | 100.8305 |
|---|
| 310 | 101.0473 |
|---|
| 311 | 101.0864 |
|---|
| 312 | 100.997 |
|---|
| 313 | 101.2586 |
|---|
| 314 | 101.0111 |
|---|
| 315 | 101.0865 |
|---|
| 316 | 101.0005 |
|---|
| 317 | 101.1188 |
|---|
| 318 | 101.0325 |
|---|
| 319 | 100.8409 |
|---|
| 320 | 101.1324 |
|---|
| 321 | 101.2673 |
|---|
| 322 | 101.1547 |
|---|
| 323 | 101.1324 |
|---|
| 324 | 101.0729 |
|---|
| 325 | 101.0011 |
|---|
| 326 | 100.8576 |
|---|
| 327 | 100.6532 |
|---|
| 328 | 100.5534 |
|---|
| 329 | 100.6195 |
|---|
| 330 | 100.7219 |
|---|
| 331 | 100.7522 |
|---|
| 332 | 100.8245 |
|---|
| 333 | 100.7168 |
|---|
| 334 | 100.4594 |
|---|
| 335 | 100.4384 |
|---|
| 336 | 100.4479 |
|---|
| 337 | 100.4108 |
|---|
| 338 | 100.4173 |
|---|
| 339 | 100.8138 |
|---|
| 340 | 100.8255 |
|---|
| 341 | 100.9095 |
|---|
| 342 | 100.8674 |
|---|
| 343 | 100.6644 |
|---|
| 344 | 100.5474 |
|---|
| 345 | 100.8821 |
|---|
| 346 | 101.0127 |
|---|
| 347 | 100.7301 |
|---|
| 348 | 100.975 |
|---|
| 349 | 101.2208 |
|---|
| 350 | 101.1958 |
|---|
| 351 | 101.2764 |
|---|
| 352 | 101.3146 |
|---|
| 353 | 101.3846 |
|---|
| 354 | 101.3924 |
|---|
| 355 | 101.2847 |
|---|
| 356 | 101.337 |
|---|
| 357 | 101.1705 |
|---|
| 358 | 101.069 |
|---|
| 359 | 101.1074 |
|---|
| 360 | 100.9893 |
|---|
| 361 | 101.1746 |
|---|
| 362 | 101.1547 |
|---|
| 363 | 101.2044 |
|---|
| 364 | 101.0672 |
|---|
| 365 | 101.1087 |
|---|
| 366 | 101.0561 |
|---|
| +1.41% |
| 0.72 |
| 34 |
| 12.07 → 06.09 | Long | 70.6% | +1.37% | 0.67 | 34 |