

Forex currencies
Over 1995 to 2025 (31 years of data), EURGBP has tended to move short between 10.10 and 08.11, closing higher in 74.2% of those years for an average +0.94% move and an annualized Sharpe of 1.79.
Best window
10.10 - 08.11
Direction
Short
Win rate
74.2%
Avg return
+0.94%
Sample
31 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.11 | Short | 74.2% | +0.94% | 1.79 | 31 |
| 11.10 → 07.11 | Short | 74.2% | +0.92% | 1.82 | 31 |
| 10.10 → 11.11 | Short | 74.2% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.21 |
| 3 | 100.1417 |
| 4 | 100.1454 |
| 5 | 99.9843 |
| 6 | 99.8716 |
| 7 | 99.8217 |
| 8 | 99.7627 |
| 9 | 99.8132 |
| 10 | 99.8962 |
| 11 | 99.9246 |
| 12 | 100.0276 |
| 13 | 100.1131 |
| 14 | 100.0519 |
| 15 | 99.9471 |
| 16 | 99.9129 |
| 17 | 99.6557 |
| 18 | 99.7123 |
| 19 | 99.8169 |
| 20 | 99.7885 |
| 21 | 99.8668 |
| 22 | 99.7604 |
| 23 | 99.7108 |
| 24 | 99.6962 |
| 25 | 99.6899 |
| 26 | 99.5995 |
| 27 | 99.5712 |
| 28 | 99.4646 |
| 29 | 99.4026 |
| 30 | 99.2852 |
| 31 | 99.2824 |
| 32 | 99.3434 |
| 33 | 99.492 |
| 34 | 99.6462 |
| 35 | 99.5089 |
| 36 | 99.5334 |
| 37 | 99.5581 |
| 38 | 99.4749 |
| 39 | 99.5061 |
| 40 | 99.6135 |
| 41 | 99.5194 |
| 42 | 99.5521 |
| 43 | 99.4435 |
| 44 | 99.336 |
| 45 | 99.304 |
| 46 | 99.2564 |
| 47 | 99.4002 |
| 48 | 99.338 |
| 49 | 99.2875 |
| 50 | 99.4491 |
| 51 | 99.4328 |
| 52 | 99.4002 |
| 53 | 99.47 |
| 54 | 99.395 |
| 55 | 99.5228 |
| 56 | 99.5509 |
| 57 | 99.5102 |
| 58 | 99.5565 |
| 59 | 99.6992 |
| 60 | 99.7081 |
| 61 | 99.7917 |
| 62 | 99.8505 |
| 63 | 99.8499 |
| 64 | 99.7587 |
| 65 | 99.8883 |
| 66 | 100.0309 |
| 67 | 100.014 |
| 68 | 100.1381 |
| 69 | 100.2994 |
| 70 | 100.3196 |
| 71 | 100.4426 |
| 72 | 100.2863 |
| 73 | 100.3719 |
| 74 | 100.3721 |
| 75 | 100.381 |
| 76 | 100.3882 |
| 77 | 100.5151 |
| 78 | 100.5816 |
| 79 | 100.5383 |
| 80 | 100.3779 |
| 81 | 100.2957 |
| 82 | 100.3308 |
| 83 | 100.3838 |
| 84 | 100.2996 |
| 85 | 100.3579 |
| 86 | 100.2481 |
| 87 | 100.2198 |
| 88 | 100.298 |
| 89 | 100.1829 |
| 90 | 100.1037 |
| 91 | 100.0851 |
| 92 | 100.0759 |
| 93 | 100.0528 |
| 94 | 100.1097 |
| 95 | 100.045 |
| 96 | 100.0823 |
| 97 | 100.0544 |
| 98 | 100.1513 |
| 99 | 100.0825 |
| 100 | 100.1316 |
| 101 | 100.1339 |
| 102 | 100.0768 |
| 103 | 100.0121 |
| 104 | 99.8645 |
| 105 | 99.8624 |
| 106 | 99.9031 |
| 107 | 99.896 |
| 108 | 99.848 |
| 109 | 99.7746 |
| 110 | 99.8903 |
| 111 | 99.8462 |
| 112 | 99.965 |
| 113 | 99.995 |
| 114 | 99.9766 |
| 115 | 99.9004 |
| 116 | 99.9285 |
| 117 | 99.7248 |
| 118 | 99.7135 |
| 119 | 99.7028 |
| 120 | 99.8609 |
| 121 | 99.8825 |
| 122 | 99.9647 |
| 123 | 99.9565 |
| 124 | 99.9932 |
| 125 | 99.864 |
| 126 | 99.8298 |
| 127 | 99.8571 |
| 128 | 99.8334 |
| 129 | 99.8104 |
| 130 | 99.8263 |
| 131 | 99.6641 |
| 132 | 99.7541 |
| 133 | 99.8657 |
| 134 | 99.7927 |
| 135 | 99.7001 |
| 136 | 99.8808 |
| 137 | 99.9167 |
| 138 | 99.9496 |
| 139 | 99.8801 |
| 140 | 99.7716 |
| 141 | 99.7917 |
| 142 | 99.8674 |
| 143 | 99.7897 |
| 144 | 99.8304 |
| 145 | 99.6883 |
| 146 | 99.593 |
| 147 | 99.6014 |
| 148 | 99.6646 |
| 149 | 99.634 |
| 150 | 99.6506 |
| 151 | 99.5953 |
| 152 | 99.5448 |
| 153 | 99.7064 |
| 154 | 99.7984 |
| 155 | 99.8199 |
| 156 | 99.8802 |
| 157 | 99.8724 |
| 158 | 99.8611 |
| 159 | 99.8972 |
| 160 | 99.8608 |
| 161 | 99.678 |
| 162 | 99.6617 |
| 163 | 99.6578 |
| 164 | 99.6524 |
| 165 | 99.6001 |
| 166 | 99.5689 |
| 167 | 99.4554 |
| 168 | 99.4571 |
| 169 | 99.488 |
| 170 | 99.4802 |
| 171 | 99.4736 |
| 172 | 99.4485 |
| 173 | 99.4824 |
| 174 | 99.3812 |
| 175 | 99.4629 |
| 176 | 99.6744 |
| 177 | 99.6071 |
| 178 | 99.8214 |
| 179 | 99.7325 |
| 180 | 99.8379 |
| 181 | 99.9533 |
| 182 | 100.0287 |
| 183 | 100.024 |
| 184 | 100.0275 |
| 185 | 99.9553 |
| 186 | 99.8995 |
| 187 | 100.0162 |
| 188 | 100.0222 |
| 189 | 100.1356 |
| 190 | 100.117 |
| 191 | 100.1305 |
| 192 | 100.0753 |
| 193 | 100.0875 |
| 194 | 99.8458 |
| 195 | 99.9108 |
| 196 | 99.8685 |
| 197 | 99.9764 |
| 198 | 99.935 |
| 199 | 100.0341 |
| 200 | 100.0982 |
| 201 | 100.173 |
| 202 | 100.1179 |
| 203 | 100.0779 |
| 204 | 100.0533 |
| 205 | 100.0174 |
| 206 | 100.0021 |
| 207 | 100.0292 |
| 208 | 99.9915 |
| 209 | 99.9185 |
| 210 | 99.9108 |
| 211 | 99.8775 |
| 212 | 99.8307 |
| 213 | 99.9127 |
| 214 | 99.9153 |
| 215 | 99.9502 |
| 216 | 99.9628 |
| 217 | 100.0855 |
| 218 | 100.2365 |
| 219 | 100.2655 |
| 220 | 100.2246 |
| 221 | 100.322 |
| 222 | 100.3436 |
| 223 | 100.266 |
| 224 | 100.2909 |
| 225 | 100.3905 |
| 226 | 100.3581 |
| 227 | 100.4051 |
| 228 | 100.2849 |
| 229 | 100.3793 |
| 230 | 100.274 |
| 231 | 100.3721 |
| 232 | 100.4254 |
| 233 | 100.4567 |
| 234 | 100.3937 |
| 235 | 100.4384 |
| 236 | 100.5792 |
| 237 | 100.5945 |
| 238 | 100.6172 |
| 239 | 100.5857 |
| 240 | 100.5364 |
| 241 | 100.4816 |
| 242 | 100.459 |
| 243 | 100.4927 |
| 244 | 100.5325 |
| 245 | 100.4976 |
| 246 | 100.4244 |
| 247 | 100.3932 |
| 248 | 100.2405 |
| 249 | 100.3092 |
| 250 | 100.4014 |
| 251 | 100.3917 |
| 252 | 100.4183 |
| 253 | 100.2997 |
| 254 | 100.3012 |
| 255 | 100.4099 |
| 256 | 100.3528 |
| 257 | 100.4205 |
| 258 | 100.5225 |
| 259 | 100.5398 |
| 260 | 100.5494 |
| 261 | 100.5197 |
| 262 | 100.5343 |
| 263 | 100.5851 |
| 264 | 100.6207 |
| 265 | 100.7626 |
| 266 | 100.7875 |
| 267 | 100.8087 |
| 268 | 100.8057 |
| 269 | 100.7467 |
| 270 | 100.6888 |
| 271 | 100.7426 |
| 272 | 100.7253 |
| 273 | 100.7621 |
| 274 | 100.6858 |
| 275 | 100.8169 |
| 276 | 100.6164 |
| 277 | 100.6696 |
| 278 | 100.7393 |
| 279 | 100.8901 |
| 280 | 101.0091 |
| 281 | 101.087 |
| 282 | 101.2595 |
| 283 | 101.2413 |
| 284 | 101.2045 |
| 285 | 101.2148 |
| 286 | 101.1818 |
| 287 | 101.2001 |
| 288 | 100.8997 |
| 289 | 100.8449 |
| 290 | 100.8041 |
| 291 | 100.8563 |
| 292 | 100.8544 |
| 293 | 100.8534 |
| 294 | 100.8253 |
| 295 | 100.7924 |
| 296 | 100.8505 |
| 297 | 100.9932 |
| 298 | 100.9215 |
| 299 | 100.7597 |
| 300 | 100.7763 |
| 301 | 100.7343 |
| 302 | 100.7242 |
| 303 | 100.6655 |
| 304 | 100.3839 |
| 305 | 100.3686 |
| 306 | 100.5506 |
| 307 | 100.4589 |
| 308 | 100.482 |
| 309 | 100.5574 |
| 310 | 100.5113 |
| 311 | 100.4405 |
| 312 | 100.395 |
| 313 | 100.4313 |
| 314 | 100.249 |
| 315 | 100.2797 |
| 316 | 100.3711 |
| 317 | 100.4726 |
| 318 | 100.6719 |
| 319 | 100.7229 |
| 320 | 100.7995 |
| 321 | 100.69 |
| 322 | 100.7342 |
| 323 | 100.7923 |
| 324 | 100.7381 |
| 325 | 100.6812 |
| 326 | 100.6408 |
| 327 | 100.6165 |
| 328 | 100.5735 |
| 329 | 100.6159 |
| 330 | 100.7124 |
| 331 | 100.6711 |
| 332 | 100.653 |
| 333 | 100.5338 |
| 334 | 100.4621 |
| 335 | 100.3603 |
| 336 | 100.5093 |
| 337 | 100.5158 |
| 338 | 100.5803 |
| 339 | 100.6714 |
| 340 | 100.7258 |
| 341 | 100.5859 |
| 342 | 100.7128 |
| 343 | 100.6169 |
| 344 | 100.6382 |
| 345 | 100.6799 |
| 346 | 100.6458 |
| 347 | 100.7685 |
| 348 | 100.7473 |
| 349 | 100.8763 |
| 350 | 100.781 |
| 351 | 100.7889 |
| 352 | 100.8202 |
| 353 | 100.9936 |
| 354 | 100.9783 |
| 355 | 101.0294 |
| 356 | 101.2046 |
| 357 | 101.3421 |
| 358 | 101.2693 |
| 359 | 101.3123 |
| 360 | 101.2779 |
| 361 | 101.4925 |
| 362 | 101.5382 |
| 363 | 101.6133 |
| 364 | 101.7176 |
| 365 | 101.4934 |
| 366 | 100.7315 |
| +0.91% |
| 1.36 |
| 31 |
| 11.10 → 08.11 | Short | 74.2% | +0.91% | 1.80 | 31 |
| 11.10 → 11.11 | Short | 74.2% | +0.88% | 1.36 | 31 |
| 09.10 → 07.11 | Short | 74.2% | +0.86% | 1.61 | 31 |
| 08.10 → 07.11 | Short | 74.2% | +0.82% | 1.39 | 31 |
| 10.10 → 13.11 | Short | 74.2% | +0.82% | 0.90 | 31 |