

Forex currencies
Over 1999 to 2025 (27 years of data), EURHUF has tended to move long between 12.10 and 08.12, closing higher in 66.7% of those years for an average +0.56% move and an annualized Sharpe of 0.54.
Best window
12.10 - 08.12
Direction
Long
Win rate
66.7%
Avg return
+0.56%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 08.12 | Long | 66.7% | +0.56% | 0.54 | 27 |
| 08.10 → 11.10 | Short | 66.7% | +0.24% | 3.39 | 27 |
| 12.10 → 09.11 | Long | 66.7% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9992 |
| 3 | 99.9546 |
| 4 | 99.8958 |
| 5 | 99.8838 |
| 6 | 99.8666 |
| 7 | 99.9068 |
| 8 | 99.9433 |
| 9 | 100.0289 |
| 10 | 100.0566 |
| 11 | 100.0343 |
| 12 | 100.002 |
| 13 | 99.9392 |
| 14 | 99.9321 |
| 15 | 100.0035 |
| 16 | 100.172 |
| 17 | 100.059 |
| 18 | 100.0362 |
| 19 | 100.0565 |
| 20 | 100.0655 |
| 21 | 100.0847 |
| 22 | 100.0741 |
| 23 | 100.1001 |
| 24 | 100.0917 |
| 25 | 100.0698 |
| 26 | 100.1038 |
| 27 | 100.0838 |
| 28 | 100.0449 |
| 29 | 100.0624 |
| 30 | 100.0649 |
| 31 | 100.0514 |
| 32 | 99.9848 |
| 33 | 99.9621 |
| 34 | 100.018 |
| 35 | 99.983 |
| 36 | 99.9764 |
| 37 | 100.0523 |
| 38 | 100.0013 |
| 39 | 100.0225 |
| 40 | 99.9956 |
| 41 | 100.0675 |
| 42 | 100.0547 |
| 43 | 100.0416 |
| 44 | 99.9978 |
| 45 | 99.934 |
| 46 | 99.9272 |
| 47 | 99.9911 |
| 48 | 99.998 |
| 49 | 99.9872 |
| 50 | 99.9973 |
| 51 | 99.965 |
| 52 | 99.9742 |
| 53 | 100.0355 |
| 54 | 100.0408 |
| 55 | 100.0383 |
| 56 | 100.0393 |
| 57 | 99.9858 |
| 58 | 100.0015 |
| 59 | 100.0188 |
| 60 | 100.059 |
| 61 | 100.1267 |
| 62 | 100.2287 |
| 63 | 100.2187 |
| 64 | 100.2643 |
| 65 | 100.2554 |
| 66 | 100.3296 |
| 67 | 100.3567 |
| 68 | 100.2512 |
| 69 | 100.2977 |
| 70 | 100.2811 |
| 71 | 100.2365 |
| 72 | 100.3589 |
| 73 | 100.2215 |
| 74 | 100.2823 |
| 75 | 100.1893 |
| 76 | 100.2274 |
| 77 | 100.2532 |
| 78 | 100.2848 |
| 79 | 100.2833 |
| 80 | 100.2561 |
| 81 | 100.29 |
| 82 | 100.29 |
| 83 | 100.2488 |
| 84 | 100.2415 |
| 85 | 100.2433 |
| 86 | 100.2736 |
| 87 | 100.308 |
| 88 | 100.2914 |
| 89 | 100.2876 |
| 90 | 100.2774 |
| 91 | 100.2356 |
| 92 | 100.1437 |
| 93 | 100.109 |
| 94 | 100.126 |
| 95 | 100.1552 |
| 96 | 100.1688 |
| 97 | 100.132 |
| 98 | 100.0138 |
| 99 | 99.9763 |
| 100 | 99.9733 |
| 101 | 99.9998 |
| 102 | 99.9669 |
| 103 | 99.962 |
| 104 | 99.9794 |
| 105 | 100.0391 |
| 106 | 100.0645 |
| 107 | 100.0925 |
| 108 | 100.0778 |
| 109 | 100.1315 |
| 110 | 100.0785 |
| 111 | 100.015 |
| 112 | 100.1012 |
| 113 | 100.1224 |
| 114 | 100.1169 |
| 115 | 100.1359 |
| 116 | 100.1321 |
| 117 | 100.1313 |
| 118 | 100.1276 |
| 119 | 100.1026 |
| 120 | 100.0774 |
| 121 | 100.0537 |
| 122 | 100.0493 |
| 123 | 100.0106 |
| 124 | 99.9835 |
| 125 | 99.9948 |
| 126 | 99.9966 |
| 127 | 99.9344 |
| 128 | 99.9082 |
| 129 | 99.9143 |
| 130 | 99.872 |
| 131 | 99.957 |
| 132 | 100.0027 |
| 133 | 100.0857 |
| 134 | 100.1306 |
| 135 | 100.1104 |
| 136 | 100.1204 |
| 137 | 100.1504 |
| 138 | 100.1701 |
| 139 | 100.1067 |
| 140 | 100.0788 |
| 141 | 100.0205 |
| 142 | 99.9886 |
| 143 | 100.0403 |
| 144 | 100.0073 |
| 145 | 100.0476 |
| 146 | 100.0379 |
| 147 | 99.9737 |
| 148 | 99.9969 |
| 149 | 99.9855 |
| 150 | 99.9872 |
| 151 | 100.0506 |
| 152 | 100.0005 |
| 153 | 100.0636 |
| 154 | 100.1191 |
| 155 | 100.2429 |
| 156 | 100.2372 |
| 157 | 100.1696 |
| 158 | 100.1599 |
| 159 | 100.1651 |
| 160 | 100.1064 |
| 161 | 100.0893 |
| 162 | 100.0823 |
| 163 | 100.2007 |
| 164 | 100.1913 |
| 165 | 100.1913 |
| 166 | 100.263 |
| 167 | 100.2752 |
| 168 | 100.3566 |
| 169 | 100.3527 |
| 170 | 100.3112 |
| 171 | 100.2528 |
| 172 | 100.2362 |
| 173 | 100.2026 |
| 174 | 100.2517 |
| 175 | 100.2873 |
| 176 | 100.2758 |
| 177 | 100.3127 |
| 178 | 100.3318 |
| 179 | 100.3053 |
| 180 | 100.373 |
| 181 | 100.2985 |
| 182 | 100.2155 |
| 183 | 100.2541 |
| 184 | 100.2223 |
| 185 | 100.1811 |
| 186 | 100.3276 |
| 187 | 100.4129 |
| 188 | 100.4068 |
| 189 | 100.3989 |
| 190 | 100.3851 |
| 191 | 100.3164 |
| 192 | 100.3534 |
| 193 | 100.3112 |
| 194 | 100.2939 |
| 195 | 100.2438 |
| 196 | 100.2217 |
| 197 | 100.2941 |
| 198 | 100.2861 |
| 199 | 100.2642 |
| 200 | 100.236 |
| 201 | 100.1956 |
| 202 | 100.1865 |
| 203 | 100.1224 |
| 204 | 100.1445 |
| 205 | 100.1377 |
| 206 | 100.1741 |
| 207 | 100.1893 |
| 208 | 100.1027 |
| 209 | 100.1121 |
| 210 | 100.1353 |
| 211 | 100.1516 |
| 212 | 100.1482 |
| 213 | 100.1712 |
| 214 | 100.1049 |
| 215 | 100.1014 |
| 216 | 100.1039 |
| 217 | 100.0959 |
| 218 | 100.1171 |
| 219 | 100.0735 |
| 220 | 99.9955 |
| 221 | 100.0053 |
| 222 | 100.0452 |
| 223 | 100.0586 |
| 224 | 100.0135 |
| 225 | 99.9962 |
| 226 | 100.1421 |
| 227 | 100.242 |
| 228 | 100.2969 |
| 229 | 100.2664 |
| 230 | 100.2744 |
| 231 | 100.2556 |
| 232 | 100.3198 |
| 233 | 100.2839 |
| 234 | 100.2533 |
| 235 | 100.3009 |
| 236 | 100.2846 |
| 237 | 100.2956 |
| 238 | 100.3331 |
| 239 | 100.375 |
| 240 | 100.4094 |
| 241 | 100.3896 |
| 242 | 100.3523 |
| 243 | 100.4019 |
| 244 | 100.4716 |
| 245 | 100.4579 |
| 246 | 100.4517 |
| 247 | 100.4226 |
| 248 | 100.5291 |
| 249 | 100.4943 |
| 250 | 100.5059 |
| 251 | 100.4865 |
| 252 | 100.5239 |
| 253 | 100.4743 |
| 254 | 100.4584 |
| 255 | 100.4781 |
| 256 | 100.4577 |
| 257 | 100.5102 |
| 258 | 100.4593 |
| 259 | 100.471 |
| 260 | 100.4879 |
| 261 | 100.492 |
| 262 | 100.483 |
| 263 | 100.5004 |
| 264 | 100.5926 |
| 265 | 100.6203 |
| 266 | 100.5974 |
| 267 | 100.6108 |
| 268 | 100.6146 |
| 269 | 100.6001 |
| 270 | 100.6022 |
| 271 | 100.6752 |
| 272 | 100.7642 |
| 273 | 100.775 |
| 274 | 100.7285 |
| 275 | 100.6929 |
| 276 | 100.7383 |
| 277 | 100.7266 |
| 278 | 100.7025 |
| 279 | 100.6474 |
| 280 | 100.7371 |
| 281 | 100.767 |
| 282 | 100.7606 |
| 283 | 100.7524 |
| 284 | 100.663 |
| 285 | 100.642 |
| 286 | 100.6602 |
| 287 | 100.5915 |
| 288 | 100.6271 |
| 289 | 100.7623 |
| 290 | 100.6852 |
| 291 | 100.6971 |
| 292 | 100.6753 |
| 293 | 100.6774 |
| 294 | 100.6762 |
| 295 | 100.7225 |
| 296 | 100.7766 |
| 297 | 100.7965 |
| 298 | 100.7726 |
| 299 | 100.7781 |
| 300 | 100.7612 |
| 301 | 100.7765 |
| 302 | 100.7014 |
| 303 | 100.7326 |
| 304 | 100.7316 |
| 305 | 100.7178 |
| 306 | 100.7258 |
| 307 | 100.7059 |
| 308 | 100.7165 |
| 309 | 100.6604 |
| 310 | 100.6273 |
| 311 | 100.6524 |
| 312 | 100.6787 |
| 313 | 100.727 |
| 314 | 100.6929 |
| 315 | 100.7491 |
| 316 | 100.799 |
| 317 | 100.7571 |
| 318 | 100.7584 |
| 319 | 100.7532 |
| 320 | 100.7371 |
| 321 | 100.7342 |
| 322 | 100.7183 |
| 323 | 100.6972 |
| 324 | 100.7076 |
| 325 | 100.7633 |
| 326 | 100.7721 |
| 327 | 100.7888 |
| 328 | 100.8838 |
| 329 | 100.8241 |
| 330 | 100.9029 |
| 331 | 100.9251 |
| 332 | 100.7971 |
| 333 | 100.8747 |
| 334 | 100.8342 |
| 335 | 100.8635 |
| 336 | 100.797 |
| 337 | 100.8421 |
| 338 | 100.785 |
| 339 | 100.7363 |
| 340 | 100.807 |
| 341 | 100.8625 |
| 342 | 100.9528 |
| 343 | 100.9482 |
| 344 | 100.924 |
| 345 | 100.9168 |
| 346 | 100.8652 |
| 347 | 100.8362 |
| 348 | 100.8002 |
| 349 | 100.8397 |
| 350 | 100.8237 |
| 351 | 100.8294 |
| 352 | 100.8242 |
| 353 | 100.8154 |
| 354 | 100.8386 |
| 355 | 100.7441 |
| 356 | 100.8205 |
| 357 | 100.8904 |
| 358 | 100.9036 |
| 359 | 100.8927 |
| 360 | 100.8982 |
| 361 | 100.8487 |
| 362 | 100.8501 |
| 363 | 100.8474 |
| 364 | 100.8966 |
| 365 | 100.8838 |
| 366 | 100.7317 |
| +0.14% |
| 0.20 |
| 27 |
| 08.10 → 22.10 | Short | 66.7% | -0.02% | -0.03 | 27 |
| 09.10 → 22.10 | Short | 66.7% | -0.03% | -0.06 | 27 |
| 08.10 → 23.10 | Short | 66.7% | -0.13% | -0.21 | 27 |
| 12.10 → 09.12 | Long | 63.0% | +0.56% | 0.56 | 27 |
| 12.10 → 29.11 | Long | 63.0% | +0.52% | 0.46 | 27 |