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Euro vs Japanese Yen (EURJPY) Seasonality

Over 1989 to 2025 (37 years of data), EURJPY has tended to move long between 11.07 and 25.07, closing higher in 70.3% of those years for an average +0.45% move and an annualized Sharpe of 0.95.

Average seasonal curve

EURJPY average seasonal curve, 1989 to 2025
Index	Value
1	100
2	99.7351
3	99.688
4	100.3293
5	100.3469
6	100.6333
7	100.7252
8	100.5522
9	100.6181
10	100.6711
11	100.6591
12	100.3673
13	99.9416
14	100.0604
15	99.7917
16	99.846
17	99.9957
18	99.8703
19	100.0955
20	100.2252
21	100.3126
22	100.4396
23	100.6118
24	100.6816
25	100.4406
26	100.4989
27	100.2385
28	100.3266
29	100.2668
30	100.1473
31	100.1606
32	100.2114
33	99.8979
34	100.5565
35	100.5481
36	100.574
37	100.2591
38	99.9699
39	100.1749
40	100.277
41	100.1728
42	100.2615
43	100.5386
44	100.8455
45	100.8602
46	101.0954
47	101.1256
48	100.8769
49	100.858
50	100.7158
51	100.6555
52	100.6272

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
11.07 → 25.07	Long	70.3%	+0.45%	0.95	37
07.07 → 18.07	Long	67.6%	+0.47%	1.34	37
12.07 → 25.07	Long	64.9%	+0.48%	1.21	37
07.07 → 17.07	Long	64.9%	+0.41%	1.32	37
13.07 → 18.07	Long	64.9%	+0.39%	2.80	37
08.07 → 17.07	Long	64.9%	+0.35%	1.23	37
13.07 → 25.07	Long	64.9%

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