

Forex currencies
Over 1991 to 2025 (35 years of data), EURCAD has tended to move long between 21.09 and 29.09, closing higher in 67.7% of those years for an average +0.70% move and an annualized Sharpe of 2.01.
Best window
21.09 - 29.09
Direction
Long
Win rate
67.7%
Avg return
+0.70%
Sample
34 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 29.09 | Long | 67.7% | +0.70% | 2.01 | 34 |
| 17.09 → 20.09 | Long | 64.7% | +0.32% | 3.18 | 34 |
| 21.09 → 20.11 | Long | 62.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8561 |
| 3 | 99.9351 |
| 4 | 99.7199 |
| 5 | 99.8433 |
| 6 | 99.8418 |
| 7 | 99.8083 |
| 8 | 99.786 |
| 9 | 99.9098 |
| 10 | 99.9508 |
| 11 | 99.9173 |
| 12 | 100.0212 |
| 13 | 99.9667 |
| 14 | 100.0153 |
| 15 | 99.9419 |
| 16 | 100.0211 |
| 17 | 99.9789 |
| 18 | 99.9729 |
| 19 | 99.9748 |
| 20 | 99.9398 |
| 21 | 100.0567 |
| 22 | 100.244 |
| 23 | 100.1615 |
| 24 | 100.5201 |
| 25 | 100.4615 |
| 26 | 100.2879 |
| 27 | 100.2329 |
| 28 | 100.0669 |
| 29 | 99.8917 |
| 30 | 100.0452 |
| 31 | 99.9781 |
| 32 | 100.3286 |
| 33 | 100.1894 |
| 34 | 100.0613 |
| 35 | 100.2024 |
| 36 | 100.2861 |
| 37 | 100.136 |
| 38 | 99.7667 |
| 39 | 99.8515 |
| 40 | 99.8775 |
| 41 | 99.626 |
| 42 | 99.5894 |
| 43 | 99.683 |
| 44 | 99.8018 |
| 45 | 99.7577 |
| 46 | 99.805 |
| 47 | 99.883 |
| 48 | 99.9414 |
| 49 | 99.8571 |
| 50 | 99.8414 |
| 51 | 99.9731 |
| 52 | 99.993 |
| 53 | 100.0142 |
| 54 | 99.9307 |
| 55 | 99.8768 |
| 56 | 100.0332 |
| 57 | 100.0569 |
| 58 | 100.0121 |
| 59 | 100.0261 |
| 60 | 99.9424 |
| 61 | 99.6458 |
| 62 | 99.7298 |
| 63 | 99.6943 |
| 64 | 99.985 |
| 65 | 99.7912 |
| 66 | 99.9967 |
| 67 | 100.175 |
| 68 | 100.6984 |
| 69 | 100.6245 |
| 70 | 100.4771 |
| 71 | 100.3021 |
| 72 | 100.3614 |
| 73 | 100.417 |
| 74 | 100.229 |
| 75 | 100.2768 |
| 76 | 100.4804 |
| 77 | 100.3174 |
| 78 | 100.4801 |
| 79 | 100.382 |
| 80 | 100.4098 |
| 81 | 100.531 |
| 82 | 100.5272 |
| 83 | 100.321 |
| 84 | 100.1119 |
| 85 | 100.1052 |
| 86 | 100.1887 |
| 87 | 100.25 |
| 88 | 100.2339 |
| 89 | 100.357 |
| 90 | 100.3614 |
| 91 | 100.1269 |
| 92 | 100.0855 |
| 93 | 100.2993 |
| 94 | 100.3105 |
| 95 | 100.1387 |
| 96 | 100.486 |
| 97 | 100.4597 |
| 98 | 100.5561 |
| 99 | 100.3377 |
| 100 | 100.7161 |
| 101 | 100.8218 |
| 102 | 100.7699 |
| 103 | 100.7271 |
| 104 | 100.6243 |
| 105 | 100.5515 |
| 106 | 100.5019 |
| 107 | 100.3848 |
| 108 | 100.4413 |
| 109 | 100.4767 |
| 110 | 100.5048 |
| 111 | 100.836 |
| 112 | 100.6218 |
| 113 | 100.5804 |
| 114 | 100.839 |
| 115 | 100.698 |
| 116 | 100.7919 |
| 117 | 100.4565 |
| 118 | 100.3509 |
| 119 | 100.4081 |
| 120 | 100.2388 |
| 121 | 100.2327 |
| 122 | 100.3644 |
| 123 | 100.4078 |
| 124 | 100.314 |
| 125 | 100.057 |
| 126 | 100.2779 |
| 127 | 100.3161 |
| 128 | 100.4259 |
| 129 | 100.6147 |
| 130 | 100.589 |
| 131 | 100.4836 |
| 132 | 100.0196 |
| 133 | 99.9898 |
| 134 | 100.0221 |
| 135 | 99.8796 |
| 136 | 99.8877 |
| 137 | 99.9584 |
| 138 | 99.9348 |
| 139 | 100.0962 |
| 140 | 100.1443 |
| 141 | 100.2077 |
| 142 | 100.1417 |
| 143 | 100.2118 |
| 144 | 100.5566 |
| 145 | 100.4716 |
| 146 | 100.4784 |
| 147 | 100.437 |
| 148 | 100.2283 |
| 149 | 100.4239 |
| 150 | 100.2904 |
| 151 | 100.061 |
| 152 | 99.8823 |
| 153 | 99.9169 |
| 154 | 99.8195 |
| 155 | 99.9668 |
| 156 | 99.9716 |
| 157 | 99.7351 |
| 158 | 99.6725 |
| 159 | 99.8879 |
| 160 | 99.8956 |
| 161 | 99.7228 |
| 162 | 99.9261 |
| 163 | 100.0001 |
| 164 | 99.9338 |
| 165 | 100.1057 |
| 166 | 99.9851 |
| 167 | 100.2836 |
| 168 | 100.3005 |
| 169 | 100.3173 |
| 170 | 100.3532 |
| 171 | 100.4647 |
| 172 | 100.368 |
| 173 | 100.2686 |
| 174 | 100.2984 |
| 175 | 100.2162 |
| 176 | 100.3098 |
| 177 | 100.247 |
| 178 | 100.4903 |
| 179 | 100.4392 |
| 180 | 100.3019 |
| 181 | 100.3923 |
| 182 | 100.3748 |
| 183 | 100.4225 |
| 184 | 100.355 |
| 185 | 100.2643 |
| 186 | 100.252 |
| 187 | 100.4255 |
| 188 | 100.2358 |
| 189 | 100.1858 |
| 190 | 100.2289 |
| 191 | 100.1471 |
| 192 | 99.9637 |
| 193 | 100.2316 |
| 194 | 100.2872 |
| 195 | 100.5892 |
| 196 | 100.4789 |
| 197 | 100.5815 |
| 198 | 100.5961 |
| 199 | 100.6557 |
| 200 | 100.5721 |
| 201 | 100.4059 |
| 202 | 100.5673 |
| 203 | 100.5634 |
| 204 | 100.6851 |
| 205 | 100.4895 |
| 206 | 100.4937 |
| 207 | 100.4587 |
| 208 | 100.4336 |
| 209 | 100.2554 |
| 210 | 100.2483 |
| 211 | 100.1079 |
| 212 | 100.0143 |
| 213 | 100.4326 |
| 214 | 100.3241 |
| 215 | 100.4997 |
| 216 | 100.824 |
| 217 | 100.805 |
| 218 | 100.8525 |
| 219 | 100.7961 |
| 220 | 100.6284 |
| 221 | 100.6716 |
| 222 | 100.7169 |
| 223 | 100.6383 |
| 224 | 100.6457 |
| 225 | 100.7338 |
| 226 | 100.7458 |
| 227 | 100.9281 |
| 228 | 100.8212 |
| 229 | 100.9898 |
| 230 | 100.776 |
| 231 | 100.7782 |
| 232 | 100.839 |
| 233 | 100.9338 |
| 234 | 100.7949 |
| 235 | 100.6696 |
| 236 | 100.6451 |
| 237 | 100.502 |
| 238 | 100.622 |
| 239 | 100.465 |
| 240 | 100.5103 |
| 241 | 100.5289 |
| 242 | 100.7049 |
| 243 | 100.5694 |
| 244 | 100.4473 |
| 245 | 100.3206 |
| 246 | 100.4421 |
| 247 | 100.4743 |
| 248 | 100.6018 |
| 249 | 100.5745 |
| 250 | 100.8169 |
| 251 | 100.7446 |
| 252 | 100.6668 |
| 253 | 100.6114 |
| 254 | 100.7153 |
| 255 | 100.6766 |
| 256 | 100.7408 |
| 257 | 100.4793 |
| 258 | 100.6534 |
| 259 | 100.8817 |
| 260 | 100.9503 |
| 261 | 100.9303 |
| 262 | 100.7438 |
| 263 | 100.8159 |
| 264 | 100.7306 |
| 265 | 100.8776 |
| 266 | 100.7723 |
| 267 | 100.5966 |
| 268 | 100.3442 |
| 269 | 100.514 |
| 270 | 100.4074 |
| 271 | 100.6215 |
| 272 | 101.1035 |
| 273 | 101.2992 |
| 274 | 101.2633 |
| 275 | 101.0068 |
| 276 | 100.8772 |
| 277 | 101.1743 |
| 278 | 101.0855 |
| 279 | 101.0278 |
| 280 | 100.8202 |
| 281 | 100.8052 |
| 282 | 100.7421 |
| 283 | 100.8844 |
| 284 | 100.9437 |
| 285 | 100.9902 |
| 286 | 100.94 |
| 287 | 101.0977 |
| 288 | 101.1829 |
| 289 | 101.2219 |
| 290 | 101.1202 |
| 291 | 101.2192 |
| 292 | 101.2373 |
| 293 | 101.2831 |
| 294 | 101.1692 |
| 295 | 101.0684 |
| 296 | 101.1581 |
| 297 | 101.2382 |
| 298 | 101.4197 |
| 299 | 101.6111 |
| 300 | 101.4847 |
| 301 | 101.4846 |
| 302 | 101.4085 |
| 303 | 101.4954 |
| 304 | 101.3932 |
| 305 | 101.4276 |
| 306 | 101.3011 |
| 307 | 101.3248 |
| 308 | 101.3942 |
| 309 | 101.3994 |
| 310 | 101.544 |
| 311 | 101.4582 |
| 312 | 101.5383 |
| 313 | 101.4163 |
| 314 | 101.4834 |
| 315 | 101.7133 |
| 316 | 101.6374 |
| 317 | 101.6864 |
| 318 | 101.8729 |
| 319 | 101.8352 |
| 320 | 102.1469 |
| 321 | 102.1339 |
| 322 | 102.0287 |
| 323 | 102.0474 |
| 324 | 102.1211 |
| 325 | 101.8449 |
| 326 | 101.6548 |
| 327 | 101.7406 |
| 328 | 101.7063 |
| 329 | 101.8434 |
| 330 | 102.006 |
| 331 | 102.0274 |
| 332 | 102.1312 |
| 333 | 102.1884 |
| 334 | 101.9345 |
| 335 | 102.1156 |
| 336 | 102.1502 |
| 337 | 102.1528 |
| 338 | 102.1342 |
| 339 | 102.0465 |
| 340 | 102.0982 |
| 341 | 102.4265 |
| 342 | 102.3786 |
| 343 | 102.3683 |
| 344 | 102.4295 |
| 345 | 102.4284 |
| 346 | 102.3994 |
| 347 | 102.5261 |
| 348 | 102.7429 |
| 349 | 102.6294 |
| 350 | 102.5563 |
| 351 | 102.6235 |
| 352 | 102.7237 |
| 353 | 102.6527 |
| 354 | 102.5212 |
| 355 | 102.5942 |
| 356 | 102.6285 |
| 357 | 102.5335 |
| 358 | 102.4329 |
| 359 | 102.4435 |
| 360 | 102.3318 |
| 361 | 102.5365 |
| 362 | 102.6133 |
| 363 | 102.6051 |
| 364 | 102.6318 |
| 365 | 102.5548 |
| 366 | 102.2491 |
| +0.76% |
| 0.49 |
| 35 |
| 20.09 → 19.11 | Long | 62.9% | +0.69% | 0.47 | 35 |
| 21.09 → 19.11 | Long | 62.9% | +0.67% | 0.46 | 35 |
| 21.09 → 18.11 | Long | 62.9% | +0.64% | 0.46 | 35 |
| 21.09 → 14.10 | Long | 62.9% | +0.58% | 0.87 | 35 |
| 21.09 → 10.10 | Long | 62.9% | +0.45% | 0.86 | 35 |