

Forex currencies
Over 1991 to 2025 (35 years of data), EURCHF has tended to move short between 15.09 and 21.09, closing higher in 68.6% of those years for an average +0.23% move and an annualized Sharpe of 1.59.
Best window
15.09 - 21.09
Direction
Short
Win rate
68.6%
Avg return
+0.23%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 21.09 | Short | 68.6% | +0.23% | 1.59 | 35 |
| 15.09 → 24.09 | Short | 68.6% | +0.15% | 0.99 | 35 |
| 17.09 → 21.09 | Short | 67.7% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8897 |
| 3 | 99.8618 |
| 4 | 99.8216 |
| 5 | 99.8615 |
| 6 | 100.0588 |
| 7 | 100.1923 |
| 8 | 100.1387 |
| 9 | 100.2133 |
| 10 | 100.414 |
| 11 | 100.6637 |
| 12 | 100.6257 |
| 13 | 100.5857 |
| 14 | 100.5739 |
| 15 | 100.6313 |
| 16 | 100.5904 |
| 17 | 100.5157 |
| 18 | 100.3392 |
| 19 | 100.4498 |
| 20 | 100.5792 |
| 21 | 100.5891 |
| 22 | 100.5473 |
| 23 | 100.5179 |
| 24 | 100.568 |
| 25 | 100.597 |
| 26 | 100.5476 |
| 27 | 100.262 |
| 28 | 100.2247 |
| 29 | 100.1274 |
| 30 | 100.2851 |
| 31 | 100.0661 |
| 32 | 100.1219 |
| 33 | 100.0328 |
| 34 | 100.3902 |
| 35 | 100.4782 |
| 36 | 100.433 |
| 37 | 100.4322 |
| 38 | 100.3523 |
| 39 | 100.3312 |
| 40 | 100.3181 |
| 41 | 100.2618 |
| 42 | 100.3612 |
| 43 | 100.3601 |
| 44 | 100.3726 |
| 45 | 100.2938 |
| 46 | 100.332 |
| 47 | 100.3323 |
| 48 | 100.3002 |
| 49 | 100.2306 |
| 50 | 100.2784 |
| 51 | 100.2959 |
| 52 | 100.0752 |
| 53 | 100.2482 |
| 54 | 100.2019 |
| 55 | 100.1252 |
| 56 | 100.2997 |
| 57 | 100.3388 |
| 58 | 100.0304 |
| 59 | 99.9809 |
| 60 | 99.9635 |
| 61 | 100.112 |
| 62 | 99.8655 |
| 63 | 99.6954 |
| 64 | 100.0916 |
| 65 | 99.703 |
| 66 | 99.8359 |
| 67 | 99.9205 |
| 68 | 100.1303 |
| 69 | 99.9627 |
| 70 | 100.0694 |
| 71 | 100.0437 |
| 72 | 99.9431 |
| 73 | 100.2571 |
| 74 | 100.456 |
| 75 | 100.6203 |
| 76 | 100.6666 |
| 77 | 100.4794 |
| 78 | 100.6453 |
| 79 | 100.7545 |
| 80 | 100.6972 |
| 81 | 100.893 |
| 82 | 100.7074 |
| 83 | 100.5804 |
| 84 | 100.5276 |
| 85 | 100.6375 |
| 86 | 100.8185 |
| 87 | 101.0981 |
| 88 | 101.0455 |
| 89 | 100.9323 |
| 90 | 100.8933 |
| 91 | 100.8099 |
| 92 | 100.8434 |
| 93 | 100.8745 |
| 94 | 100.5847 |
| 95 | 100.456 |
| 96 | 100.3284 |
| 97 | 100.394 |
| 98 | 100.19 |
| 99 | 100.5194 |
| 100 | 100.2377 |
| 101 | 100.1594 |
| 102 | 99.9869 |
| 103 | 99.9976 |
| 104 | 99.9912 |
| 105 | 100.016 |
| 106 | 99.9647 |
| 107 | 99.9541 |
| 108 | 99.983 |
| 109 | 100.1607 |
| 110 | 100.0481 |
| 111 | 100.1644 |
| 112 | 100.3635 |
| 113 | 100.4179 |
| 114 | 100.592 |
| 115 | 100.4437 |
| 116 | 100.5242 |
| 117 | 100.4944 |
| 118 | 100.4465 |
| 119 | 100.5839 |
| 120 | 100.3388 |
| 121 | 100.3969 |
| 122 | 100.3836 |
| 123 | 100.2227 |
| 124 | 100.2022 |
| 125 | 100.2978 |
| 126 | 100.5211 |
| 127 | 100.4842 |
| 128 | 100.4408 |
| 129 | 100.5167 |
| 130 | 100.5586 |
| 131 | 100.5366 |
| 132 | 100.4385 |
| 133 | 100.4971 |
| 134 | 100.5922 |
| 135 | 100.4389 |
| 136 | 100.5243 |
| 137 | 100.6443 |
| 138 | 100.4561 |
| 139 | 100.3832 |
| 140 | 100.279 |
| 141 | 100.299 |
| 142 | 100.2455 |
| 143 | 100.2573 |
| 144 | 100.2426 |
| 145 | 100.2715 |
| 146 | 100.3164 |
| 147 | 100.3939 |
| 148 | 100.3079 |
| 149 | 100.1665 |
| 150 | 100.2116 |
| 151 | 100.0323 |
| 152 | 100.0861 |
| 153 | 100.1743 |
| 154 | 100.3029 |
| 155 | 100.1755 |
| 156 | 100.0729 |
| 157 | 100.1993 |
| 158 | 100.3075 |
| 159 | 100.3918 |
| 160 | 100.331 |
| 161 | 100.2987 |
| 162 | 100.2851 |
| 163 | 100.3277 |
| 164 | 100.3451 |
| 165 | 100.2745 |
| 166 | 100.0454 |
| 167 | 99.7569 |
| 168 | 99.6778 |
| 169 | 99.8063 |
| 170 | 99.7603 |
| 171 | 99.8692 |
| 172 | 99.9889 |
| 173 | 99.8979 |
| 174 | 99.7091 |
| 175 | 99.5693 |
| 176 | 99.6863 |
| 177 | 99.6634 |
| 178 | 99.6817 |
| 179 | 99.6687 |
| 180 | 99.4518 |
| 181 | 99.4946 |
| 182 | 99.4908 |
| 183 | 99.5323 |
| 184 | 99.6092 |
| 185 | 99.626 |
| 186 | 99.4612 |
| 187 | 99.3658 |
| 188 | 99.4238 |
| 189 | 99.4197 |
| 190 | 99.4392 |
| 191 | 99.4262 |
| 192 | 99.2066 |
| 193 | 99.1124 |
| 194 | 99.0873 |
| 195 | 99.1877 |
| 196 | 99.1737 |
| 197 | 99.2039 |
| 198 | 99.169 |
| 199 | 99.0282 |
| 200 | 99.0249 |
| 201 | 99.046 |
| 202 | 99.0232 |
| 203 | 98.8841 |
| 204 | 98.9311 |
| 205 | 98.9253 |
| 206 | 98.6527 |
| 207 | 98.3364 |
| 208 | 98.5127 |
| 209 | 98.4306 |
| 210 | 98.4201 |
| 211 | 98.3751 |
| 212 | 98.2838 |
| 213 | 98.3287 |
| 214 | 98.1014 |
| 215 | 97.988 |
| 216 | 98.1483 |
| 217 | 98.1447 |
| 218 | 98.3269 |
| 219 | 98.2058 |
| 220 | 98.2569 |
| 221 | 98.459 |
| 222 | 98.3568 |
| 223 | 98.3593 |
| 224 | 98.1998 |
| 225 | 98.2659 |
| 226 | 98.2991 |
| 227 | 98.2977 |
| 228 | 98.4713 |
| 229 | 98.4426 |
| 230 | 98.4229 |
| 231 | 98.3664 |
| 232 | 98.2932 |
| 233 | 98.1549 |
| 234 | 98.0145 |
| 235 | 97.9891 |
| 236 | 98.134 |
| 237 | 97.9792 |
| 238 | 98.0134 |
| 239 | 97.9546 |
| 240 | 97.8933 |
| 241 | 97.8811 |
| 242 | 98.1725 |
| 243 | 98.2841 |
| 244 | 98.1047 |
| 245 | 98.1058 |
| 246 | 98.1732 |
| 247 | 98.1078 |
| 248 | 97.9751 |
| 249 | 98.0354 |
| 250 | 98.0063 |
| 251 | 97.8084 |
| 252 | 97.7305 |
| 253 | 97.8125 |
| 254 | 97.7914 |
| 255 | 97.9135 |
| 256 | 97.8374 |
| 257 | 97.7234 |
| 258 | 97.8148 |
| 259 | 97.8865 |
| 260 | 97.868 |
| 261 | 97.9799 |
| 262 | 97.9966 |
| 263 | 97.9574 |
| 264 | 97.9628 |
| 265 | 98.1681 |
| 266 | 98.0048 |
| 267 | 97.811 |
| 268 | 97.8177 |
| 269 | 98.0315 |
| 270 | 97.9429 |
| 271 | 97.7014 |
| 272 | 97.9538 |
| 273 | 98.1429 |
| 274 | 98.1829 |
| 275 | 97.9301 |
| 276 | 98.2295 |
| 277 | 98.2517 |
| 278 | 98.1891 |
| 279 | 98.0657 |
| 280 | 98.0443 |
| 281 | 97.9348 |
| 282 | 97.9507 |
| 283 | 97.9713 |
| 284 | 97.8695 |
| 285 | 97.8248 |
| 286 | 97.83 |
| 287 | 97.7989 |
| 288 | 97.8637 |
| 289 | 97.8234 |
| 290 | 97.877 |
| 291 | 97.7375 |
| 292 | 97.7602 |
| 293 | 97.7234 |
| 294 | 97.8007 |
| 295 | 97.747 |
| 296 | 97.7981 |
| 297 | 97.8144 |
| 298 | 97.9577 |
| 299 | 98.0536 |
| 300 | 97.9895 |
| 301 | 98.0964 |
| 302 | 98.1374 |
| 303 | 98.2691 |
| 304 | 98.4056 |
| 305 | 98.2568 |
| 306 | 98.3042 |
| 307 | 98.4771 |
| 308 | 98.5307 |
| 309 | 98.4798 |
| 310 | 98.5242 |
| 311 | 98.45 |
| 312 | 98.5467 |
| 313 | 98.3498 |
| 314 | 98.2879 |
| 315 | 98.0431 |
| 316 | 98.0061 |
| 317 | 97.9325 |
| 318 | 97.9355 |
| 319 | 97.9513 |
| 320 | 98.047 |
| 321 | 98.1967 |
| 322 | 98.24 |
| 323 | 98.3011 |
| 324 | 98.319 |
| 325 | 98.1416 |
| 326 | 98.006 |
| 327 | 98.1027 |
| 328 | 98.1439 |
| 329 | 98.2413 |
| 330 | 98.1144 |
| 331 | 98.1538 |
| 332 | 98.1746 |
| 333 | 98.1134 |
| 334 | 97.9568 |
| 335 | 97.8912 |
| 336 | 97.8837 |
| 337 | 97.8649 |
| 338 | 97.9662 |
| 339 | 97.9373 |
| 340 | 97.8329 |
| 341 | 97.9148 |
| 342 | 97.9964 |
| 343 | 97.8819 |
| 344 | 97.8231 |
| 345 | 97.7945 |
| 346 | 97.8268 |
| 347 | 98.0314 |
| 348 | 98.1968 |
| 349 | 98.1126 |
| 350 | 98.1271 |
| 351 | 98.1929 |
| 352 | 98.0402 |
| 353 | 97.8603 |
| 354 | 97.7811 |
| 355 | 97.7144 |
| 356 | 97.7925 |
| 357 | 97.8317 |
| 358 | 97.8794 |
| 359 | 97.9377 |
| 360 | 97.9218 |
| 361 | 97.7548 |
| 362 | 97.7177 |
| 363 | 97.5595 |
| 364 | 97.7289 |
| 365 | 97.7301 |
| 366 | 97.6584 |
| +0.23% |
| 2.33 |
| 34 |
| 19.09 → 06.10 | Short | 67.7% | +0.06% | 0.27 | 34 |
| 20.09 → 23.09 | Short | 65.7% | +0.16% | 2.82 | 35 |
| 15.09 → 25.09 | Short | 65.7% | +0.15% | 0.93 | 35 |
| 20.09 → 24.09 | Short | 65.7% | +0.14% | 2.21 | 35 |
| 15.09 → 02.10 | Short | 65.7% | +0.13% | 0.56 | 35 |