

Over 1991 to 2025 (35 years of data), EURCAD has tended to move long between 11.07 and 05.08, closing higher in 76.5% of those years for an average +0.90% move and an annualized Sharpe of 1.06.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8054 |
| 3 | 99.6685 |
| 4 | 99.7178 |
| 5 | 99.4746 |
| 6 | 99.4668 |
| 7 | 99.4684 |
| 8 | 99.3676 |
| 9 | 99.3711 |
| 10 | 99.4736 |
| 11 | 99.6044 |
| 12 | 99.788 |
| 13 | 99.7789 |
| 14 | 99.893 |
| 15 | 99.7407 |
| 16 | 99.6877 |
| 17 | 99.7028 |
| 18 | 99.881 |
| 19 | 99.9074 |
| 20 | 99.8546 |
| 21 | 100.0797 |
| 22 | 100.1346 |
| 23 | 100.0766 |
| 24 | 100.0277 |
| 25 | 100.0598 |
| 26 | 99.9625 |
| 27 | 100.1163 |
| 28 | 100.0453 |
| 29 | 99.8973 |
| 30 | 99.8768 |
| 31 | 99.8842 |
| 32 | 99.8762 |
| 33 | 99.9772 |
| 34 | 99.9073 |
| 35 | 99.8779 |
| 36 | 99.8712 |
| 37 | 99.8537 |
| 38 | 99.7853 |
| 39 | 99.7765 |
| 40 | 99.81 |
| 41 | 99.7719 |
| 42 | 99.6361 |
| 43 | 99.648 |
| 44 | 99.4598 |
| 45 | 99.5051 |
| 46 | 99.4609 |
| 47 | 99.634 |
| 48 | 99.478 |
| 49 | 99.4828 |
| 50 | 99.6788 |
| 51 | 99.6673 |
| 52 | 99.6247 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 05.08 | Long | 76.5% | +0.90% | 1.06 | 34 |
| 12.07 → 05.08 | Long | 76.5% | +0.90% | 1.09 | 34 |
| 11.07 → 04.08 | Long | 76.5% | +0.86% | 1.04 | 34 |
| 07.07 → 12.08 | Long | 76.5% | +0.85% | 0.86 | 34 |
| 10.07 → 06.08 | Long | 73.5% | +0.97% | 1.10 | 34 |
| 07.07 → 18.08 | Long | 73.5% | +0.94% | 0.72 | 34 |
| 10.07 → 05.08 | Long | 73.5% |
| 53 |
|---|
| 99.7078 |
| 54 | 99.8387 |
|---|
| 55 | 99.7197 |
|---|
| 56 | 99.6043 |
|---|
| 57 | 99.5383 |
|---|
| 58 | 99.7169 |
|---|
| 59 | 99.8359 |
|---|
| 60 | 99.6933 |
|---|
| 61 | 99.7562 |
|---|
| 62 | 99.8286 |
|---|
| 63 | 99.7439 |
|---|
| 64 | 99.7676 |
|---|
| 65 | 99.8945 |
|---|
| 66 | 100.0326 |
|---|
| 67 | 99.9839 |
|---|
| 68 | 100.1851 |
|---|
| 69 | 100.0701 |
|---|
| 70 | 100.1965 |
|---|
| 71 | 100.1546 |
|---|
| 72 | 100.1398 |
|---|
| 73 | 100.0675 |
|---|
| 74 | 100.0227 |
|---|
| 75 | 100.2141 |
|---|
| 76 | 100.2578 |
|---|
| 77 | 100.4131 |
|---|
| 78 | 100.4262 |
|---|
| 79 | 100.3554 |
|---|
| 80 | 100.2659 |
|---|
| 81 | 100.2285 |
|---|
| 82 | 100.1108 |
|---|
| 83 | 100.1065 |
|---|
| 84 | 100.0104 |
|---|
| 85 | 99.9551 |
|---|
| 86 | 99.9358 |
|---|
| 87 | 99.9286 |
|---|
| 88 | 99.8725 |
|---|
| 89 | 99.8701 |
|---|
| 90 | 99.8403 |
|---|
| 91 | 99.8826 |
|---|
| 92 | 99.7853 |
|---|
| 93 | 99.7584 |
|---|
| 94 | 99.715 |
|---|
| 95 | 99.693 |
|---|
| 96 | 99.6653 |
|---|
| 97 | 99.4531 |
|---|
| 98 | 99.5893 |
|---|
| 99 | 99.4464 |
|---|
| 100 | 99.4631 |
|---|
| 101 | 99.5555 |
|---|
| 102 | 99.5933 |
|---|
| 103 | 99.5934 |
|---|
| 104 | 99.3606 |
|---|
| 105 | 99.3893 |
|---|
| 106 | 99.4949 |
|---|
| 107 | 99.44 |
|---|
| 108 | 99.5838 |
|---|
| 109 | 99.5351 |
|---|
| 110 | 99.5846 |
|---|
| 111 | 99.6078 |
|---|
| 112 | 99.629 |
|---|
| 113 | 99.6785 |
|---|
| 114 | 99.7287 |
|---|
| 115 | 99.6341 |
|---|
| 116 | 99.6762 |
|---|
| 117 | 99.4872 |
|---|
| 118 | 99.4983 |
|---|
| 119 | 99.5648 |
|---|
| 120 | 99.5491 |
|---|
| 121 | 99.6107 |
|---|
| 122 | 99.6386 |
|---|
| 123 | 99.6487 |
|---|
| 124 | 99.7232 |
|---|
| 125 | 99.6204 |
|---|
| 126 | 99.4687 |
|---|
| 127 | 99.4553 |
|---|
| 128 | 99.3034 |
|---|
| 129 | 99.2791 |
|---|
| 130 | 99.138 |
|---|
| 131 | 99.0849 |
|---|
| 132 | 99.0738 |
|---|
| 133 | 99.1315 |
|---|
| 134 | 99.0395 |
|---|
| 135 | 98.916 |
|---|
| 136 | 99.009 |
|---|
| 137 | 99.0496 |
|---|
| 138 | 99.0681 |
|---|
| 139 | 99.1373 |
|---|
| 140 | 99.1724 |
|---|
| 141 | 99.0758 |
|---|
| 142 | 99.1312 |
|---|
| 143 | 99.0617 |
|---|
| 144 | 99.0991 |
|---|
| 145 | 99.0716 |
|---|
| 146 | 98.96 |
|---|
| 147 | 98.9237 |
|---|
| 148 | 98.8957 |
|---|
| 149 | 98.8177 |
|---|
| 150 | 98.7973 |
|---|
| 151 | 98.6123 |
|---|
| 152 | 98.5632 |
|---|
| 153 | 98.7212 |
|---|
| 154 | 98.8171 |
|---|
| 155 | 98.8672 |
|---|
| 156 | 98.989 |
|---|
| 157 | 98.9201 |
|---|
| 158 | 98.8831 |
|---|
| 159 | 98.7992 |
|---|
| 160 | 98.609 |
|---|
| 161 | 98.4289 |
|---|
| 162 | 98.4182 |
|---|
| 163 | 98.4793 |
|---|
| 164 | 98.4564 |
|---|
| 165 | 98.5437 |
|---|
| 166 | 98.5721 |
|---|
| 167 | 98.7327 |
|---|
| 168 | 98.789 |
|---|
| 169 | 98.8666 |
|---|
| 170 | 98.7862 |
|---|
| 171 | 98.8048 |
|---|
| 172 | 98.8257 |
|---|
| 173 | 98.8078 |
|---|
| 174 | 98.7861 |
|---|
| 175 | 98.8794 |
|---|
| 176 | 98.8443 |
|---|
| 177 | 98.8142 |
|---|
| 178 | 98.8804 |
|---|
| 179 | 98.64 |
|---|
| 180 | 98.7997 |
|---|
| 181 | 98.8627 |
|---|
| 182 | 98.9506 |
|---|
| 183 | 98.8886 |
|---|
| 184 | 98.7797 |
|---|
| 185 | 98.596 |
|---|
| 186 | 98.4576 |
|---|
| 187 | 98.5737 |
|---|
| 188 | 98.443 |
|---|
| 189 | 98.589 |
|---|
| 190 | 98.5426 |
|---|
| 191 | 98.7056 |
|---|
| 192 | 98.7328 |
|---|
| 193 | 98.7845 |
|---|
| 194 | 98.6708 |
|---|
| 195 | 98.6277 |
|---|
| 196 | 98.8063 |
|---|
| 197 | 98.8634 |
|---|
| 198 | 98.8501 |
|---|
| 199 | 99.0229 |
|---|
| 200 | 99.0478 |
|---|
| 201 | 99.0397 |
|---|
| 202 | 99.0581 |
|---|
| 203 | 99.126 |
|---|
| 204 | 99.006 |
|---|
| 205 | 98.87 |
|---|
| 206 | 98.9268 |
|---|
| 207 | 99.0393 |
|---|
| 208 | 99.1845 |
|---|
| 209 | 99.0662 |
|---|
| 210 | 99.0245 |
|---|
| 211 | 98.9898 |
|---|
| 212 | 99.0438 |
|---|
| 213 | 99.1632 |
|---|
| 214 | 99.2159 |
|---|
| 215 | 99.3835 |
|---|
| 216 | 99.4418 |
|---|
| 217 | 99.5475 |
|---|
| 218 | 99.5459 |
|---|
| 219 | 99.6382 |
|---|
| 220 | 99.4891 |
|---|
| 221 | 99.4673 |
|---|
| 222 | 99.3721 |
|---|
| 223 | 99.2947 |
|---|
| 224 | 99.2402 |
|---|
| 225 | 99.2724 |
|---|
| 226 | 99.2746 |
|---|
| 227 | 99.3801 |
|---|
| 228 | 99.3075 |
|---|
| 229 | 99.328 |
|---|
| 230 | 99.1816 |
|---|
| 231 | 99.3494 |
|---|
| 232 | 99.3895 |
|---|
| 233 | 99.4715 |
|---|
| 234 | 99.2795 |
|---|
| 235 | 99.2644 |
|---|
| 236 | 99.2923 |
|---|
| 237 | 99.3168 |
|---|
| 238 | 99.2497 |
|---|
| 239 | 99.1497 |
|---|
| 240 | 99.1279 |
|---|
| 241 | 99.1393 |
|---|
| 242 | 99.2173 |
|---|
| 243 | 99.1683 |
|---|
| 244 | 99.1554 |
|---|
| 245 | 99.183 |
|---|
| 246 | 98.9625 |
|---|
| 247 | 98.816 |
|---|
| 248 | 98.8492 |
|---|
| 249 | 98.6236 |
|---|
| 250 | 98.7201 |
|---|
| 251 | 98.749 |
|---|
| 252 | 98.8279 |
|---|
| 253 | 98.7799 |
|---|
| 254 | 98.8365 |
|---|
| 255 | 98.9466 |
|---|
| 256 | 98.9668 |
|---|
| 257 | 99.0799 |
|---|
| 258 | 99.1227 |
|---|
| 259 | 98.9785 |
|---|
| 260 | 99.0791 |
|---|
| 261 | 99.1436 |
|---|
| 262 | 99.084 |
|---|
| 263 | 99.0996 |
|---|
| 264 | 99.0898 |
|---|
| 265 | 99.2689 |
|---|
| 266 | 99.18 |
|---|
| 267 | 99.2453 |
|---|
| 268 | 99.1821 |
|---|
| 269 | 99.126 |
|---|
| 270 | 99.1552 |
|---|
| 271 | 99.1569 |
|---|
| 272 | 99.2733 |
|---|
| 273 | 99.2465 |
|---|
| 274 | 99.1619 |
|---|
| 275 | 99.1087 |
|---|
| 276 | 99.0058 |
|---|
| 277 | 99.0981 |
|---|
| 278 | 99.0278 |
|---|
| 279 | 99.0039 |
|---|
| 280 | 98.9724 |
|---|
| 281 | 99.0121 |
|---|
| 282 | 99.0341 |
|---|
| 283 | 99.1186 |
|---|
| 284 | 99.0202 |
|---|
| 285 | 98.9931 |
|---|
| 286 | 99.0773 |
|---|
| 287 | 99.0711 |
|---|
| 288 | 99.0696 |
|---|
| 289 | 99.1528 |
|---|
| 290 | 99.1098 |
|---|
| 291 | 99.0994 |
|---|
| 292 | 99.1343 |
|---|
| 293 | 99.3575 |
|---|
| 294 | 99.304 |
|---|
| 295 | 99.2068 |
|---|
| 296 | 99.2244 |
|---|
| 297 | 99.2908 |
|---|
| 298 | 99.4028 |
|---|
| 299 | 99.3773 |
|---|
| 300 | 99.4198 |
|---|
| 301 | 99.3584 |
|---|
| 302 | 99.4283 |
|---|
| 303 | 99.4118 |
|---|
| 304 | 99.2105 |
|---|
| 305 | 99.2371 |
|---|
| 306 | 99.2103 |
|---|
| 307 | 99.0391 |
|---|
| 308 | 98.9239 |
|---|
| 309 | 98.8581 |
|---|
| 310 | 98.8925 |
|---|
| 311 | 98.9762 |
|---|
| 312 | 98.9144 |
|---|
| 313 | 98.8558 |
|---|
| 314 | 98.7364 |
|---|
| 315 | 98.8169 |
|---|
| 316 | 98.9311 |
|---|
| 317 | 99.0368 |
|---|
| 318 | 99.1633 |
|---|
| 319 | 99.1752 |
|---|
| 320 | 99.2043 |
|---|
| 321 | 99.2098 |
|---|
| 322 | 99.4017 |
|---|
| 323 | 99.4439 |
|---|
| 324 | 99.5108 |
|---|
| 325 | 99.5244 |
|---|
| 326 | 99.4225 |
|---|
| 327 | 99.3285 |
|---|
| 328 | 99.3394 |
|---|
| 329 | 99.1954 |
|---|
| 330 | 99.5036 |
|---|
| 331 | 99.5446 |
|---|
| 332 | 99.6104 |
|---|
| 333 | 99.497 |
|---|
| 334 | 99.5267 |
|---|
| 335 | 99.4986 |
|---|
| 336 | 99.502 |
|---|
| 337 | 99.7424 |
|---|
| 338 | 99.8573 |
|---|
| 339 | 99.8524 |
|---|
| 340 | 99.9428 |
|---|
| 341 | 99.8805 |
|---|
| 342 | 100.0426 |
|---|
| 343 | 100.0207 |
|---|
| 344 | 100.0589 |
|---|
| 345 | 100.1299 |
|---|
| 346 | 100.3153 |
|---|
| 347 | 100.4538 |
|---|
| 348 | 100.4565 |
|---|
| 349 | 100.4603 |
|---|
| 350 | 100.5573 |
|---|
| 351 | 100.5871 |
|---|
| 352 | 100.7067 |
|---|
| 353 | 100.7335 |
|---|
| 354 | 100.5955 |
|---|
| 355 | 100.4694 |
|---|
| 356 | 100.509 |
|---|
| 357 | 100.4369 |
|---|
| 358 | 100.3858 |
|---|
| 359 | 100.4087 |
|---|
| 360 | 100.4145 |
|---|
| 361 | 100.7392 |
|---|
| 362 | 100.6908 |
|---|
| 363 | 100.7292 |
|---|
| 364 | 100.7776 |
|---|
| 365 | 100.6831 |
|---|
| 366 | 100.1541 |
|---|
| +0.94% |
| 1.06 |
| 34 |
| 10.07 → 04.08 | Long | 73.5% | +0.89% | 1.03 | 34 |