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Euro vs Swiss Franc (EURCHF) Seasonality

Over 1991 to 2025 (35 years of data), EURCHF has tended to move short between 10.07 and 18.08, closing higher in 77.1% of those years for an average +0.52% move and an annualized Sharpe of 0.86.

Average seasonal curve

EURCHF average seasonal curve, 1991 to 2025
Index	Value
1	100
2	100.0087
3	99.9851
4	100.0292
5	100.0992
6	100.0656
7	100.0791
8	99.9977
9	100.0269
10	100.1161
11	100.2375
12	100.2456
13	100.2562
14	100.2865
15	99.5371
16	99.472
17	99.4853
18	99.4392
19	99.584
20	99.6041
21	99.6119
22	99.598
23	99.5189
24	99.4922
25	99.4863
26	99.6223
27	99.6707
28	99.6611
29	99.6698
30	99.6286
31	99.6444
32	99.7151
33	99.7847
34	99.8919
35	99.8357
36	99.8317
37	99.7718
38	99.7467
39	99.7356
40	99.7957
41	99.693
42	99.7845
43	99.918
44	99.9008
45	99.8436
46	99.7755
47	99.7446
48	99.7467
49	99.7875
50	99.8541
51	99.7885
52	99.7181

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
10.07 → 18.08	Short	77.1%	+0.52%	0.86	35
09.07 → 19.08	Short	74.3%	+0.56%	0.87	35
09.07 → 18.08	Short	74.3%	+0.53%	0.87	35
12.07 → 18.08	Short	74.3%	+0.39%	0.79	35
09.07 → 02.09	Short	71.4%	+0.65%	0.76	35
09.07 → 03.09	Short	71.4%	+0.63%	0.73	35
10.07 → 01.09	Short	71.4%

Explore further

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