

Over 1995 to 2025 (31 years of data), EURGBP has tended to move long between 13.07 and 07.09, closing higher in 74.2% of those years for an average +0.59% move and an annualized Sharpe of 0.65.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1344 |
| 3 | 100.0757 |
| 4 | 99.9547 |
| 5 | 99.8717 |
| 6 | 99.8788 |
| 7 | 99.8976 |
| 8 | 99.8599 |
| 9 | 100.0433 |
| 10 | 100.1697 |
| 11 | 100.1605 |
| 12 | 100.2767 |
| 13 | 100.3518 |
| 14 | 100.2982 |
| 15 | 100.3448 |
| 16 | 100.3027 |
| 17 | 99.9634 |
| 18 | 100.0166 |
| 19 | 100.1739 |
| 20 | 100.0788 |
| 21 | 100.1095 |
| 22 | 99.811 |
| 23 | 99.735 |
| 24 | 99.7414 |
| 25 | 99.8319 |
| 26 | 99.7158 |
| 27 | 99.8266 |
| 28 | 99.7887 |
| 29 | 99.8757 |
| 30 | 99.8502 |
| 31 | 99.7339 |
| 32 | 99.8083 |
| 33 | 99.9686 |
| 34 | 100.1993 |
| 35 | 100.0356 |
| 36 | 100.2401 |
| 37 | 100.143 |
| 38 | 99.9134 |
| 39 | 99.9232 |
| 40 | 100.0636 |
| 41 | 99.8924 |
| 42 | 99.9572 |
| 43 | 99.8261 |
| 44 | 99.7064 |
| 45 | 99.6555 |
| 46 | 99.5948 |
| 47 | 99.6865 |
| 48 | 99.68 |
| 49 | 99.5801 |
| 50 | 99.6073 |
| 51 | 99.6153 |
| 52 | 99.5588 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Long | 74.2% | +0.59% | 0.65 | 31 |
| 11.07 → 25.08 | Long | 74.2% | +0.56% | 0.78 | 31 |
| 11.07 → 23.08 | Long | 74.2% | +0.49% | 0.71 | 31 |
| 12.07 → 27.08 | Long | 74.2% | +0.49% | 0.69 | 31 |
| 13.07 → 25.08 | Long | 71.0% | +0.74% | 0.97 | 31 |
| 13.07 → 26.08 | Long | 71.0% | +0.68% | 0.93 | 31 |
| 13.07 → 06.09 | Long | 71.0% |
| 53 |
|---|
| 99.7145 |
| 54 | 99.6771 |
|---|
| 55 | 99.8634 |
|---|
| 56 | 99.7745 |
|---|
| 57 | 99.7362 |
|---|
| 58 | 99.6838 |
|---|
| 59 | 99.7652 |
|---|
| 60 | 99.7895 |
|---|
| 61 | 99.7861 |
|---|
| 62 | 99.862 |
|---|
| 63 | 99.8225 |
|---|
| 64 | 99.7601 |
|---|
| 65 | 99.8562 |
|---|
| 66 | 100.0207 |
|---|
| 67 | 100.0099 |
|---|
| 68 | 100.07 |
|---|
| 69 | 100.0991 |
|---|
| 70 | 100.116 |
|---|
| 71 | 100.2782 |
|---|
| 72 | 100.1725 |
|---|
| 73 | 100.2359 |
|---|
| 74 | 100.2049 |
|---|
| 75 | 100.2044 |
|---|
| 76 | 100.2557 |
|---|
| 77 | 100.3286 |
|---|
| 78 | 100.4546 |
|---|
| 79 | 100.3895 |
|---|
| 80 | 100.325 |
|---|
| 81 | 100.2661 |
|---|
| 82 | 100.4244 |
|---|
| 83 | 100.6705 |
|---|
| 84 | 100.4194 |
|---|
| 85 | 100.3705 |
|---|
| 86 | 100.1981 |
|---|
| 87 | 100.2397 |
|---|
| 88 | 100.258 |
|---|
| 89 | 100.1477 |
|---|
| 90 | 99.9941 |
|---|
| 91 | 99.9931 |
|---|
| 92 | 100.1131 |
|---|
| 93 | 100.0933 |
|---|
| 94 | 100.1858 |
|---|
| 95 | 100.0207 |
|---|
| 96 | 100.174 |
|---|
| 97 | 100.2245 |
|---|
| 98 | 100.3532 |
|---|
| 99 | 100.2702 |
|---|
| 100 | 100.3361 |
|---|
| 101 | 100.3621 |
|---|
| 102 | 100.3243 |
|---|
| 103 | 100.2443 |
|---|
| 104 | 100.0683 |
|---|
| 105 | 99.9678 |
|---|
| 106 | 99.9913 |
|---|
| 107 | 99.9661 |
|---|
| 108 | 99.8769 |
|---|
| 109 | 99.854 |
|---|
| 110 | 99.9693 |
|---|
| 111 | 99.9772 |
|---|
| 112 | 100.0246 |
|---|
| 113 | 100.0702 |
|---|
| 114 | 99.9473 |
|---|
| 115 | 99.8849 |
|---|
| 116 | 99.9148 |
|---|
| 117 | 99.8023 |
|---|
| 118 | 99.7587 |
|---|
| 119 | 99.7355 |
|---|
| 120 | 99.8479 |
|---|
| 121 | 99.9804 |
|---|
| 122 | 100.0936 |
|---|
| 123 | 100.0981 |
|---|
| 124 | 100.1443 |
|---|
| 125 | 100.0346 |
|---|
| 126 | 99.9676 |
|---|
| 127 | 99.8728 |
|---|
| 128 | 99.8537 |
|---|
| 129 | 99.6849 |
|---|
| 130 | 99.7207 |
|---|
| 131 | 99.5704 |
|---|
| 132 | 99.6353 |
|---|
| 133 | 99.7249 |
|---|
| 134 | 99.7785 |
|---|
| 135 | 99.6931 |
|---|
| 136 | 99.7972 |
|---|
| 137 | 99.8189 |
|---|
| 138 | 99.8905 |
|---|
| 139 | 99.7836 |
|---|
| 140 | 99.5868 |
|---|
| 141 | 99.7167 |
|---|
| 142 | 99.7412 |
|---|
| 143 | 99.7147 |
|---|
| 144 | 99.7591 |
|---|
| 145 | 99.5777 |
|---|
| 146 | 99.5242 |
|---|
| 147 | 99.5849 |
|---|
| 148 | 99.6226 |
|---|
| 149 | 99.6383 |
|---|
| 150 | 99.7475 |
|---|
| 151 | 99.7899 |
|---|
| 152 | 99.8894 |
|---|
| 153 | 100.1015 |
|---|
| 154 | 100.2117 |
|---|
| 155 | 100.3018 |
|---|
| 156 | 100.293 |
|---|
| 157 | 100.2379 |
|---|
| 158 | 100.2046 |
|---|
| 159 | 100.2614 |
|---|
| 160 | 100.1905 |
|---|
| 161 | 100.1583 |
|---|
| 162 | 100.2144 |
|---|
| 163 | 100.1682 |
|---|
| 164 | 100.1294 |
|---|
| 165 | 100.1877 |
|---|
| 166 | 100.1098 |
|---|
| 167 | 99.9657 |
|---|
| 168 | 99.9994 |
|---|
| 169 | 100.0923 |
|---|
| 170 | 100.0643 |
|---|
| 171 | 100.1161 |
|---|
| 172 | 100.0902 |
|---|
| 173 | 100.1032 |
|---|
| 174 | 99.9585 |
|---|
| 175 | 100.1372 |
|---|
| 176 | 100.4534 |
|---|
| 177 | 100.3501 |
|---|
| 178 | 100.6537 |
|---|
| 179 | 100.7116 |
|---|
| 180 | 100.8228 |
|---|
| 181 | 100.8338 |
|---|
| 182 | 100.8416 |
|---|
| 183 | 100.9209 |
|---|
| 184 | 100.8196 |
|---|
| 185 | 100.7715 |
|---|
| 186 | 100.6985 |
|---|
| 187 | 100.743 |
|---|
| 188 | 100.7876 |
|---|
| 189 | 100.773 |
|---|
| 190 | 100.7388 |
|---|
| 191 | 100.7277 |
|---|
| 192 | 100.6569 |
|---|
| 193 | 100.614 |
|---|
| 194 | 100.3035 |
|---|
| 195 | 100.3825 |
|---|
| 196 | 100.2595 |
|---|
| 197 | 100.3492 |
|---|
| 198 | 100.3098 |
|---|
| 199 | 100.399 |
|---|
| 200 | 100.5066 |
|---|
| 201 | 100.6485 |
|---|
| 202 | 100.5741 |
|---|
| 203 | 100.4801 |
|---|
| 204 | 100.6064 |
|---|
| 205 | 100.6084 |
|---|
| 206 | 100.5494 |
|---|
| 207 | 100.6004 |
|---|
| 208 | 100.5666 |
|---|
| 209 | 100.4687 |
|---|
| 210 | 100.5236 |
|---|
| 211 | 100.6054 |
|---|
| 212 | 100.6083 |
|---|
| 213 | 100.6969 |
|---|
| 214 | 100.7164 |
|---|
| 215 | 100.7469 |
|---|
| 216 | 100.727 |
|---|
| 217 | 100.8669 |
|---|
| 218 | 101.0142 |
|---|
| 219 | 101.0456 |
|---|
| 220 | 101.0557 |
|---|
| 221 | 101.1703 |
|---|
| 222 | 101.1349 |
|---|
| 223 | 101.0869 |
|---|
| 224 | 101.1312 |
|---|
| 225 | 101.2144 |
|---|
| 226 | 101.1043 |
|---|
| 227 | 101.1792 |
|---|
| 228 | 100.9963 |
|---|
| 229 | 100.9948 |
|---|
| 230 | 100.9128 |
|---|
| 231 | 101.0315 |
|---|
| 232 | 101.2048 |
|---|
| 233 | 101.271 |
|---|
| 234 | 101.2173 |
|---|
| 235 | 101.2573 |
|---|
| 236 | 101.4088 |
|---|
| 237 | 101.3872 |
|---|
| 238 | 101.4628 |
|---|
| 239 | 101.3382 |
|---|
| 240 | 101.3345 |
|---|
| 241 | 101.2417 |
|---|
| 242 | 101.1685 |
|---|
| 243 | 101.2012 |
|---|
| 244 | 101.1619 |
|---|
| 245 | 101.1334 |
|---|
| 246 | 101.0589 |
|---|
| 247 | 101.0455 |
|---|
| 248 | 100.8627 |
|---|
| 249 | 100.9421 |
|---|
| 250 | 101.0778 |
|---|
| 251 | 101.076 |
|---|
| 252 | 101.065 |
|---|
| 253 | 100.9518 |
|---|
| 254 | 100.9987 |
|---|
| 255 | 101.0892 |
|---|
| 256 | 100.9828 |
|---|
| 257 | 100.9697 |
|---|
| 258 | 101.057 |
|---|
| 259 | 100.9901 |
|---|
| 260 | 100.9567 |
|---|
| 261 | 100.9364 |
|---|
| 262 | 100.9631 |
|---|
| 263 | 100.9706 |
|---|
| 264 | 100.9862 |
|---|
| 265 | 101.0946 |
|---|
| 266 | 101.236 |
|---|
| 267 | 101.195 |
|---|
| 268 | 101.1929 |
|---|
| 269 | 101.0981 |
|---|
| 270 | 101.021 |
|---|
| 271 | 101.1064 |
|---|
| 272 | 101.005 |
|---|
| 273 | 100.8552 |
|---|
| 274 | 100.753 |
|---|
| 275 | 100.9349 |
|---|
| 276 | 100.8295 |
|---|
| 277 | 101.0246 |
|---|
| 278 | 101.075 |
|---|
| 279 | 101.2134 |
|---|
| 280 | 101.2604 |
|---|
| 281 | 101.3346 |
|---|
| 282 | 101.4082 |
|---|
| 283 | 101.2547 |
|---|
| 284 | 101.3105 |
|---|
| 285 | 101.2367 |
|---|
| 286 | 101.2305 |
|---|
| 287 | 101.3616 |
|---|
| 288 | 101.1115 |
|---|
| 289 | 101.0536 |
|---|
| 290 | 101.0922 |
|---|
| 291 | 101.1179 |
|---|
| 292 | 101.1132 |
|---|
| 293 | 101.1171 |
|---|
| 294 | 101.0848 |
|---|
| 295 | 100.9302 |
|---|
| 296 | 100.9244 |
|---|
| 297 | 101.0893 |
|---|
| 298 | 100.9701 |
|---|
| 299 | 100.8796 |
|---|
| 300 | 100.9414 |
|---|
| 301 | 100.8909 |
|---|
| 302 | 100.9713 |
|---|
| 303 | 100.9491 |
|---|
| 304 | 100.6154 |
|---|
| 305 | 100.5276 |
|---|
| 306 | 100.7432 |
|---|
| 307 | 100.686 |
|---|
| 308 | 100.629 |
|---|
| 309 | 100.6617 |
|---|
| 310 | 100.5496 |
|---|
| 311 | 100.4259 |
|---|
| 312 | 100.4587 |
|---|
| 313 | 100.4673 |
|---|
| 314 | 100.2801 |
|---|
| 315 | 100.2111 |
|---|
| 316 | 100.2768 |
|---|
| 317 | 100.3476 |
|---|
| 318 | 100.3735 |
|---|
| 319 | 100.3741 |
|---|
| 320 | 100.4254 |
|---|
| 321 | 100.2964 |
|---|
| 322 | 100.2913 |
|---|
| 323 | 100.3222 |
|---|
| 324 | 100.2524 |
|---|
| 325 | 100.1103 |
|---|
| 326 | 100.0729 |
|---|
| 327 | 100.0874 |
|---|
| 328 | 100.0306 |
|---|
| 329 | 100.0103 |
|---|
| 330 | 100.0682 |
|---|
| 331 | 100.0659 |
|---|
| 332 | 100.086 |
|---|
| 333 | 100.059 |
|---|
| 334 | 99.9785 |
|---|
| 335 | 99.9145 |
|---|
| 336 | 99.9832 |
|---|
| 337 | 99.9823 |
|---|
| 338 | 99.974 |
|---|
| 339 | 99.9625 |
|---|
| 340 | 100.0504 |
|---|
| 341 | 99.9401 |
|---|
| 342 | 100.1687 |
|---|
| 343 | 100.0595 |
|---|
| 344 | 100.0425 |
|---|
| 345 | 100.1493 |
|---|
| 346 | 99.9903 |
|---|
| 347 | 100.0942 |
|---|
| 348 | 100.0514 |
|---|
| 349 | 100.2277 |
|---|
| 350 | 100.1865 |
|---|
| 351 | 100.237 |
|---|
| 352 | 100.071 |
|---|
| 353 | 100.1548 |
|---|
| 354 | 100.2756 |
|---|
| 355 | 100.329 |
|---|
| 356 | 100.4473 |
|---|
| 357 | 100.4815 |
|---|
| 358 | 100.359 |
|---|
| 359 | 100.3545 |
|---|
| 360 | 100.3086 |
|---|
| 361 | 100.4401 |
|---|
| 362 | 100.4591 |
|---|
| 363 | 100.4958 |
|---|
| 364 | 100.5182 |
|---|
| 365 | 100.2268 |
|---|
| 366 | 99.7571 |
|---|
| +0.60% |
| 0.69 |
| 31 |
| 12.07 → 25.08 | Long | 71.0% | +0.59% | 0.80 | 31 |