

Forex currencies
Over 1991 to 2025 (35 years of data), EURCHF has tended to move short between 12.10 and 10.12, closing higher in 68.6% of those years for an average +0.30% move and an annualized Sharpe of 0.43.
Best window
12.10 - 10.12
Direction
Short
Win rate
68.6%
Avg return
+0.30%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 10.12 | Short | 68.6% | +0.30% | 0.43 | 35 |
| 12.10 → 09.12 | Short | 68.6% | +0.27% | 0.40 | 35 |
| 12.10 → 03.12 | Short | 68.6% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9399 |
| 3 | 99.9632 |
| 4 | 100.042 |
| 5 | 100.0829 |
| 6 | 100.0755 |
| 7 | 100.1097 |
| 8 | 100.0437 |
| 9 | 100.0601 |
| 10 | 100.1947 |
| 11 | 100.3981 |
| 12 | 100.439 |
| 13 | 100.4996 |
| 14 | 100.558 |
| 15 | 99.3261 |
| 16 | 99.2773 |
| 17 | 99.2885 |
| 18 | 99.2255 |
| 19 | 99.4863 |
| 20 | 99.5546 |
| 21 | 99.5035 |
| 22 | 99.4208 |
| 23 | 99.366 |
| 24 | 99.2749 |
| 25 | 99.2631 |
| 26 | 99.4216 |
| 27 | 99.4649 |
| 28 | 99.4254 |
| 29 | 99.5487 |
| 30 | 99.4717 |
| 31 | 99.4538 |
| 32 | 99.5438 |
| 33 | 99.5895 |
| 34 | 99.7686 |
| 35 | 99.7062 |
| 36 | 99.7091 |
| 37 | 99.6226 |
| 38 | 99.5969 |
| 39 | 99.5435 |
| 40 | 99.5784 |
| 41 | 99.5168 |
| 42 | 99.6185 |
| 43 | 99.7554 |
| 44 | 99.717 |
| 45 | 99.6396 |
| 46 | 99.6219 |
| 47 | 99.5597 |
| 48 | 99.595 |
| 49 | 99.6331 |
| 50 | 99.7021 |
| 51 | 99.6004 |
| 52 | 99.5009 |
| 53 | 99.5102 |
| 54 | 99.5323 |
| 55 | 99.5219 |
| 56 | 99.5137 |
| 57 | 99.4605 |
| 58 | 99.3977 |
| 59 | 99.3773 |
| 60 | 99.4203 |
| 61 | 99.4819 |
| 62 | 99.6057 |
| 63 | 99.5252 |
| 64 | 99.7626 |
| 65 | 99.6851 |
| 66 | 99.7202 |
| 67 | 99.8037 |
| 68 | 99.7892 |
| 69 | 99.785 |
| 70 | 99.8794 |
| 71 | 99.8133 |
| 72 | 99.6766 |
| 73 | 99.7615 |
| 74 | 99.7681 |
| 75 | 99.6481 |
| 76 | 99.6981 |
| 77 | 99.7116 |
| 78 | 99.6698 |
| 79 | 99.683 |
| 80 | 99.6808 |
| 81 | 99.6334 |
| 82 | 99.6036 |
| 83 | 99.5157 |
| 84 | 99.5894 |
| 85 | 99.6572 |
| 86 | 99.6442 |
| 87 | 99.7099 |
| 88 | 99.6938 |
| 89 | 99.6532 |
| 90 | 99.6029 |
| 91 | 99.6894 |
| 92 | 99.6658 |
| 93 | 99.7153 |
| 94 | 99.6406 |
| 95 | 99.5951 |
| 96 | 99.513 |
| 97 | 99.4376 |
| 98 | 99.3743 |
| 99 | 99.4808 |
| 100 | 99.4198 |
| 101 | 99.3661 |
| 102 | 99.2892 |
| 103 | 99.2304 |
| 104 | 99.3031 |
| 105 | 99.2132 |
| 106 | 99.2179 |
| 107 | 99.3132 |
| 108 | 99.2772 |
| 109 | 99.4239 |
| 110 | 99.4053 |
| 111 | 99.4651 |
| 112 | 99.6525 |
| 113 | 99.7302 |
| 114 | 99.8138 |
| 115 | 99.7209 |
| 116 | 99.707 |
| 117 | 99.7887 |
| 118 | 99.8436 |
| 119 | 99.7851 |
| 120 | 99.7663 |
| 121 | 99.7263 |
| 122 | 99.6834 |
| 123 | 99.6593 |
| 124 | 99.5881 |
| 125 | 99.5516 |
| 126 | 99.6381 |
| 127 | 99.6602 |
| 128 | 99.7217 |
| 129 | 99.755 |
| 130 | 99.8529 |
| 131 | 99.8225 |
| 132 | 99.7788 |
| 133 | 99.7052 |
| 134 | 99.7717 |
| 135 | 99.6748 |
| 136 | 99.6618 |
| 137 | 99.7725 |
| 138 | 99.6685 |
| 139 | 99.7074 |
| 140 | 99.5221 |
| 141 | 99.5768 |
| 142 | 99.562 |
| 143 | 99.4876 |
| 144 | 99.3838 |
| 145 | 99.265 |
| 146 | 99.2082 |
| 147 | 99.2378 |
| 148 | 99.2958 |
| 149 | 99.1517 |
| 150 | 99.1962 |
| 151 | 99.1448 |
| 152 | 99.0277 |
| 153 | 99.1701 |
| 154 | 99.2759 |
| 155 | 99.2763 |
| 156 | 99.1744 |
| 157 | 99.2562 |
| 158 | 99.3338 |
| 159 | 99.2721 |
| 160 | 99.2356 |
| 161 | 99.1198 |
| 162 | 99.025 |
| 163 | 98.8999 |
| 164 | 98.9828 |
| 165 | 98.9888 |
| 166 | 98.8515 |
| 167 | 98.8051 |
| 168 | 98.8582 |
| 169 | 98.8334 |
| 170 | 98.6662 |
| 171 | 98.6514 |
| 172 | 98.6882 |
| 173 | 98.6163 |
| 174 | 98.5703 |
| 175 | 98.4507 |
| 176 | 98.484 |
| 177 | 98.4239 |
| 178 | 98.4829 |
| 179 | 98.4575 |
| 180 | 98.5589 |
| 181 | 98.7386 |
| 182 | 98.8221 |
| 183 | 98.8073 |
| 184 | 98.8172 |
| 185 | 98.8392 |
| 186 | 98.6623 |
| 187 | 98.6069 |
| 188 | 98.6981 |
| 189 | 98.5844 |
| 190 | 98.6631 |
| 191 | 98.6003 |
| 192 | 98.4595 |
| 193 | 98.3479 |
| 194 | 98.3149 |
| 195 | 98.3429 |
| 196 | 98.3863 |
| 197 | 98.3723 |
| 198 | 98.2757 |
| 199 | 98.2619 |
| 200 | 98.2925 |
| 201 | 98.3694 |
| 202 | 98.3929 |
| 203 | 98.332 |
| 204 | 98.3459 |
| 205 | 98.2934 |
| 206 | 98.2277 |
| 207 | 98.138 |
| 208 | 98.3069 |
| 209 | 98.351 |
| 210 | 98.1842 |
| 211 | 98.101 |
| 212 | 98.1336 |
| 213 | 98.0105 |
| 214 | 97.7144 |
| 215 | 97.7789 |
| 216 | 97.6894 |
| 217 | 97.7797 |
| 218 | 97.9223 |
| 219 | 97.9094 |
| 220 | 97.7344 |
| 221 | 97.5444 |
| 222 | 97.4222 |
| 223 | 97.8252 |
| 224 | 97.8816 |
| 225 | 97.9453 |
| 226 | 98.021 |
| 227 | 97.9981 |
| 228 | 98.1012 |
| 229 | 98.0071 |
| 230 | 98.0282 |
| 231 | 97.9308 |
| 232 | 97.9542 |
| 233 | 97.9041 |
| 234 | 97.8938 |
| 235 | 97.9384 |
| 236 | 98.0382 |
| 237 | 97.9834 |
| 238 | 98.1725 |
| 239 | 98.1645 |
| 240 | 98.0916 |
| 241 | 98.2026 |
| 242 | 98.2729 |
| 243 | 98.1453 |
| 244 | 98.0196 |
| 245 | 98.0054 |
| 246 | 97.9226 |
| 247 | 97.8789 |
| 248 | 97.8405 |
| 249 | 98.4066 |
| 250 | 98.4514 |
| 251 | 98.4744 |
| 252 | 98.4143 |
| 253 | 98.5536 |
| 254 | 98.5308 |
| 255 | 98.5975 |
| 256 | 98.5764 |
| 257 | 98.5223 |
| 258 | 98.5854 |
| 259 | 98.5901 |
| 260 | 98.6518 |
| 261 | 98.6615 |
| 262 | 98.6805 |
| 263 | 98.6607 |
| 264 | 98.6154 |
| 265 | 98.6665 |
| 266 | 98.6139 |
| 267 | 98.5807 |
| 268 | 98.5642 |
| 269 | 98.5472 |
| 270 | 98.5124 |
| 271 | 98.4674 |
| 272 | 98.5025 |
| 273 | 98.4818 |
| 274 | 98.5634 |
| 275 | 98.498 |
| 276 | 98.6277 |
| 277 | 98.716 |
| 278 | 98.7906 |
| 279 | 98.7133 |
| 280 | 98.7424 |
| 281 | 98.6877 |
| 282 | 98.7449 |
| 283 | 98.7241 |
| 284 | 98.7982 |
| 285 | 98.754 |
| 286 | 98.7066 |
| 287 | 98.6746 |
| 288 | 98.6145 |
| 289 | 98.6039 |
| 290 | 98.5876 |
| 291 | 98.5846 |
| 292 | 98.6676 |
| 293 | 98.5975 |
| 294 | 98.5906 |
| 295 | 98.4559 |
| 296 | 98.4419 |
| 297 | 98.4761 |
| 298 | 98.5272 |
| 299 | 98.5807 |
| 300 | 98.5456 |
| 301 | 98.5763 |
| 302 | 98.583 |
| 303 | 98.6022 |
| 304 | 98.6077 |
| 305 | 98.5509 |
| 306 | 98.5344 |
| 307 | 98.5882 |
| 308 | 98.572 |
| 309 | 98.5781 |
| 310 | 98.6002 |
| 311 | 98.6352 |
| 312 | 98.6323 |
| 313 | 98.5172 |
| 314 | 98.5506 |
| 315 | 98.4947 |
| 316 | 98.4087 |
| 317 | 98.4027 |
| 318 | 98.4161 |
| 319 | 98.4175 |
| 320 | 98.5176 |
| 321 | 98.5332 |
| 322 | 98.5833 |
| 323 | 98.5313 |
| 324 | 98.5117 |
| 325 | 98.4372 |
| 326 | 98.3794 |
| 327 | 98.3854 |
| 328 | 98.3953 |
| 329 | 98.5205 |
| 330 | 98.4499 |
| 331 | 98.472 |
| 332 | 98.4563 |
| 333 | 98.4627 |
| 334 | 98.424 |
| 335 | 98.4063 |
| 336 | 98.3402 |
| 337 | 98.3186 |
| 338 | 98.3496 |
| 339 | 98.3315 |
| 340 | 98.3995 |
| 341 | 98.3912 |
| 342 | 98.3721 |
| 343 | 98.2863 |
| 344 | 98.165 |
| 345 | 98.1736 |
| 346 | 98.2696 |
| 347 | 98.2891 |
| 348 | 98.3501 |
| 349 | 98.2596 |
| 350 | 98.1786 |
| 351 | 98.1746 |
| 352 | 98.168 |
| 353 | 98.1245 |
| 354 | 98.0955 |
| 355 | 98.1376 |
| 356 | 98.1825 |
| 357 | 98.1613 |
| 358 | 98.1335 |
| 359 | 98.1963 |
| 360 | 98.2429 |
| 361 | 98.1628 |
| 362 | 98.1347 |
| 363 | 98.0463 |
| 364 | 98.0165 |
| 365 | 98.0672 |
| 366 | 97.9745 |
| +0.25% |
| 0.41 |
| 35 |
| 11.10 → 10.12 | Short | 65.7% | +0.27% | 0.36 | 35 |
| 11.10 → 09.12 | Short | 65.7% | +0.23% | 0.33 | 35 |
| 12.10 → 02.12 | Short | 65.7% | +0.22% | 0.38 | 35 |
| 07.10 → 05.11 | Long | 65.7% | +0.13% | 0.33 | 35 |
| 12.10 → 15.10 | Short | 65.7% | +0.08% | 1.39 | 35 |