

Forex currencies
Over 1991 to 2025 (35 years of data), EURCAD has tended to move short between 11.10 and 08.11, closing higher in 65.7% of those years for an average +0.49% move and an annualized Sharpe of 0.57.
Best window
11.10 - 08.11
Direction
Short
Win rate
65.7%
Avg return
+0.49%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Short | 65.7% | +0.49% | 0.57 | 35 |
| 11.10 → 09.11 | Short | 62.9% | +0.37% | 0.41 | 35 |
| 05.10 → 12.11 | Short | 62.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7926 |
| 3 | 99.5812 |
| 4 | 99.6957 |
| 5 | 99.3927 |
| 6 | 99.3636 |
| 7 | 99.3474 |
| 8 | 99.2539 |
| 9 | 99.324 |
| 10 | 99.3888 |
| 11 | 99.4289 |
| 12 | 99.6747 |
| 13 | 99.6685 |
| 14 | 99.7498 |
| 15 | 99.562 |
| 16 | 99.4514 |
| 17 | 99.4112 |
| 18 | 99.5553 |
| 19 | 99.6274 |
| 20 | 99.5915 |
| 21 | 99.7444 |
| 22 | 99.7737 |
| 23 | 99.8105 |
| 24 | 99.7139 |
| 25 | 99.702 |
| 26 | 99.6331 |
| 27 | 99.6679 |
| 28 | 99.4941 |
| 29 | 99.399 |
| 30 | 99.3298 |
| 31 | 99.2005 |
| 32 | 99.1026 |
| 33 | 99.3256 |
| 34 | 99.2568 |
| 35 | 99.1482 |
| 36 | 99.1928 |
| 37 | 99.1059 |
| 38 | 99.0625 |
| 39 | 99.0736 |
| 40 | 99.1158 |
| 41 | 99.1793 |
| 42 | 98.9829 |
| 43 | 99.0151 |
| 44 | 98.8244 |
| 45 | 98.9274 |
| 46 | 98.8939 |
| 47 | 99.1731 |
| 48 | 98.9747 |
| 49 | 98.9741 |
| 50 | 99.1903 |
| 51 | 99.1611 |
| 52 | 99.128 |
| 53 | 99.2103 |
| 54 | 99.4203 |
| 55 | 99.2988 |
| 56 | 99.0196 |
| 57 | 98.8829 |
| 58 | 99.0054 |
| 59 | 99.0931 |
| 60 | 98.9293 |
| 61 | 99.1014 |
| 62 | 99.1334 |
| 63 | 98.9411 |
| 64 | 98.8981 |
| 65 | 99.0869 |
| 66 | 99.2512 |
| 67 | 99.1105 |
| 68 | 99.0655 |
| 69 | 99.0182 |
| 70 | 99.1617 |
| 71 | 99.2201 |
| 72 | 99.2287 |
| 73 | 99.238 |
| 74 | 99.2976 |
| 75 | 99.5038 |
| 76 | 99.527 |
| 77 | 99.6917 |
| 78 | 99.6304 |
| 79 | 99.6014 |
| 80 | 99.492 |
| 81 | 99.3281 |
| 82 | 99.2577 |
| 83 | 99.2461 |
| 84 | 99.1638 |
| 85 | 99.1335 |
| 86 | 99.1708 |
| 87 | 99.1191 |
| 88 | 99.0629 |
| 89 | 98.8453 |
| 90 | 98.9789 |
| 91 | 99.0494 |
| 92 | 98.8951 |
| 93 | 98.9557 |
| 94 | 98.8409 |
| 95 | 98.888 |
| 96 | 98.7768 |
| 97 | 98.5251 |
| 98 | 98.6693 |
| 99 | 98.5774 |
| 100 | 98.392 |
| 101 | 98.5422 |
| 102 | 98.5272 |
| 103 | 98.564 |
| 104 | 98.4189 |
| 105 | 98.422 |
| 106 | 98.4569 |
| 107 | 98.524 |
| 108 | 98.7179 |
| 109 | 98.5561 |
| 110 | 98.4624 |
| 111 | 98.5091 |
| 112 | 98.4922 |
| 113 | 98.5506 |
| 114 | 98.5428 |
| 115 | 98.4712 |
| 116 | 98.3573 |
| 117 | 98.2763 |
| 118 | 98.2127 |
| 119 | 98.2738 |
| 120 | 98.306 |
| 121 | 98.3237 |
| 122 | 98.2808 |
| 123 | 98.2456 |
| 124 | 98.3751 |
| 125 | 98.3852 |
| 126 | 98.3287 |
| 127 | 98.256 |
| 128 | 98.2238 |
| 129 | 98.2339 |
| 130 | 98.1355 |
| 131 | 97.8684 |
| 132 | 97.8281 |
| 133 | 97.9515 |
| 134 | 97.8371 |
| 135 | 97.7604 |
| 136 | 97.7626 |
| 137 | 97.7728 |
| 138 | 97.8281 |
| 139 | 97.8145 |
| 140 | 97.9079 |
| 141 | 97.8182 |
| 142 | 97.9208 |
| 143 | 97.8437 |
| 144 | 97.8617 |
| 145 | 97.962 |
| 146 | 97.9182 |
| 147 | 97.9727 |
| 148 | 98.002 |
| 149 | 97.8201 |
| 150 | 97.7653 |
| 151 | 97.5537 |
| 152 | 97.6618 |
| 153 | 97.7106 |
| 154 | 97.8773 |
| 155 | 97.8864 |
| 156 | 97.9178 |
| 157 | 97.9797 |
| 158 | 97.9147 |
| 159 | 97.8848 |
| 160 | 97.7479 |
| 161 | 97.5114 |
| 162 | 97.4795 |
| 163 | 97.4642 |
| 164 | 97.4654 |
| 165 | 97.5097 |
| 166 | 97.5254 |
| 167 | 97.6657 |
| 168 | 97.7783 |
| 169 | 97.8981 |
| 170 | 97.8657 |
| 171 | 97.8345 |
| 172 | 97.9014 |
| 173 | 97.7577 |
| 174 | 97.7451 |
| 175 | 97.8481 |
| 176 | 97.7871 |
| 177 | 97.7173 |
| 178 | 97.7096 |
| 179 | 97.478 |
| 180 | 97.7026 |
| 181 | 97.7546 |
| 182 | 97.7927 |
| 183 | 97.701 |
| 184 | 97.6247 |
| 185 | 97.453 |
| 186 | 97.33 |
| 187 | 97.4531 |
| 188 | 97.249 |
| 189 | 97.3021 |
| 190 | 97.2619 |
| 191 | 97.455 |
| 192 | 97.424 |
| 193 | 97.4618 |
| 194 | 97.4068 |
| 195 | 97.2153 |
| 196 | 97.4166 |
| 197 | 97.5418 |
| 198 | 97.5973 |
| 199 | 97.7588 |
| 200 | 97.7657 |
| 201 | 97.8488 |
| 202 | 97.9369 |
| 203 | 97.9914 |
| 204 | 97.8801 |
| 205 | 97.7486 |
| 206 | 97.7309 |
| 207 | 98.0108 |
| 208 | 98.1377 |
| 209 | 98.0815 |
| 210 | 98.0677 |
| 211 | 98.0069 |
| 212 | 98.039 |
| 213 | 98.1621 |
| 214 | 98.0551 |
| 215 | 98.1518 |
| 216 | 98.1597 |
| 217 | 98.2974 |
| 218 | 98.3304 |
| 219 | 98.3549 |
| 220 | 98.3003 |
| 221 | 98.2393 |
| 222 | 98.1023 |
| 223 | 97.969 |
| 224 | 97.8884 |
| 225 | 97.8978 |
| 226 | 97.8569 |
| 227 | 97.7963 |
| 228 | 97.7951 |
| 229 | 97.7901 |
| 230 | 97.6267 |
| 231 | 97.8044 |
| 232 | 97.8184 |
| 233 | 97.9704 |
| 234 | 97.8319 |
| 235 | 97.7732 |
| 236 | 97.9226 |
| 237 | 97.9106 |
| 238 | 97.895 |
| 239 | 97.7052 |
| 240 | 97.7152 |
| 241 | 97.6276 |
| 242 | 97.6685 |
| 243 | 97.8823 |
| 244 | 97.7907 |
| 245 | 97.8876 |
| 246 | 97.7133 |
| 247 | 97.4925 |
| 248 | 97.5426 |
| 249 | 97.2244 |
| 250 | 97.1912 |
| 251 | 97.1753 |
| 252 | 97.2145 |
| 253 | 97.1936 |
| 254 | 97.238 |
| 255 | 97.3569 |
| 256 | 97.3811 |
| 257 | 97.5113 |
| 258 | 97.5897 |
| 259 | 97.3404 |
| 260 | 97.474 |
| 261 | 97.5018 |
| 262 | 97.4919 |
| 263 | 97.501 |
| 264 | 97.64 |
| 265 | 97.8031 |
| 266 | 97.8536 |
| 267 | 97.9656 |
| 268 | 97.948 |
| 269 | 97.8164 |
| 270 | 97.9593 |
| 271 | 97.926 |
| 272 | 97.96 |
| 273 | 97.9987 |
| 274 | 98.0309 |
| 275 | 98.0104 |
| 276 | 97.8805 |
| 277 | 97.9114 |
| 278 | 97.9369 |
| 279 | 97.8465 |
| 280 | 97.8756 |
| 281 | 97.9378 |
| 282 | 98.0335 |
| 283 | 98.0779 |
| 284 | 97.9688 |
| 285 | 97.9631 |
| 286 | 98.1352 |
| 287 | 98.0448 |
| 288 | 98.1541 |
| 289 | 98.2043 |
| 290 | 98.1727 |
| 291 | 98.1173 |
| 292 | 98.0714 |
| 293 | 98.2607 |
| 294 | 98.1955 |
| 295 | 98.0964 |
| 296 | 98.2546 |
| 297 | 98.217 |
| 298 | 98.3238 |
| 299 | 98.1004 |
| 300 | 98.249 |
| 301 | 98.2323 |
| 302 | 98.3638 |
| 303 | 98.4174 |
| 304 | 98.1724 |
| 305 | 98.1442 |
| 306 | 98.1645 |
| 307 | 97.9479 |
| 308 | 97.7906 |
| 309 | 97.791 |
| 310 | 97.7591 |
| 311 | 97.9026 |
| 312 | 97.7975 |
| 313 | 97.8077 |
| 314 | 97.8019 |
| 315 | 97.7449 |
| 316 | 97.8542 |
| 317 | 97.8815 |
| 318 | 97.9645 |
| 319 | 98.0585 |
| 320 | 98.0753 |
| 321 | 98.1251 |
| 322 | 98.2317 |
| 323 | 98.2888 |
| 324 | 98.2935 |
| 325 | 98.3917 |
| 326 | 98.2761 |
| 327 | 98.1055 |
| 328 | 98.0773 |
| 329 | 97.8313 |
| 330 | 97.9911 |
| 331 | 97.9195 |
| 332 | 98.0585 |
| 333 | 97.9193 |
| 334 | 98.023 |
| 335 | 98.0005 |
| 336 | 98.0521 |
| 337 | 98.2595 |
| 338 | 98.3804 |
| 339 | 98.4589 |
| 340 | 98.585 |
| 341 | 98.5696 |
| 342 | 98.7617 |
| 343 | 98.6335 |
| 344 | 98.6358 |
| 345 | 98.8384 |
| 346 | 98.992 |
| 347 | 99.0828 |
| 348 | 98.9763 |
| 349 | 99.0199 |
| 350 | 99.1376 |
| 351 | 99.1702 |
| 352 | 99.3182 |
| 353 | 99.3107 |
| 354 | 99.1786 |
| 355 | 99.07 |
| 356 | 99.1342 |
| 357 | 99.1478 |
| 358 | 99.0769 |
| 359 | 99.0925 |
| 360 | 99.1177 |
| 361 | 99.3743 |
| 362 | 99.2923 |
| 363 | 99.2863 |
| 364 | 99.382 |
| 365 | 99.2728 |
| 366 | 99.1158 |
| +0.28% |
| 0.25 |
| 35 |
| 08.10 → 18.10 | Long | 62.9% | +0.06% | 0.17 | 35 |
| 07.10 → 01.11 | Long | 62.9% | -0.11% | -0.15 | 35 |
| 11.10 → 10.12 | Long | 60.0% | +0.61% | 0.36 | 35 |
| 11.10 → 09.12 | Long | 60.0% | +0.56% | 0.33 | 35 |
| 11.10 → 08.12 | Long | 60.0% | +0.55% | 0.33 | 35 |