

Forex currencies
Over 1989 to 2025 (37 years of data), EURJPY has tended to move long between 10.10 and 06.12, closing higher in 64.9% of those years for an average +0.94% move and an annualized Sharpe of 0.49.
Best window
10.10 - 06.12
Direction
Long
Win rate
64.9%
Avg return
+0.94%
Sample
37 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.12 | Long | 64.9% | +0.94% | 0.49 | 37 |
| 09.10 → 06.12 | Long | 64.9% | +0.90% | 0.46 | 37 |
| 08.10 → 06.12 | Long | 64.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8066 |
| 3 | 99.6357 |
| 4 | 99.9146 |
| 5 | 99.7007 |
| 6 | 99.6675 |
| 7 | 99.6525 |
| 8 | 99.5365 |
| 9 | 99.5366 |
| 10 | 99.5712 |
| 11 | 99.6704 |
| 12 | 99.5703 |
| 13 | 99.4662 |
| 14 | 99.3855 |
| 15 | 98.9408 |
| 16 | 98.9753 |
| 17 | 99.0368 |
| 18 | 99.1981 |
| 19 | 99.1656 |
| 20 | 99.1635 |
| 21 | 99.1101 |
| 22 | 99.1432 |
| 23 | 99.0735 |
| 24 | 99.1765 |
| 25 | 99.1164 |
| 26 | 99.2023 |
| 27 | 99.3227 |
| 28 | 99.2115 |
| 29 | 99.1105 |
| 30 | 98.959 |
| 31 | 99.1244 |
| 32 | 99.2223 |
| 33 | 99.1472 |
| 34 | 99.3856 |
| 35 | 99.1535 |
| 36 | 99.1277 |
| 37 | 99.1329 |
| 38 | 99.0647 |
| 39 | 99.1062 |
| 40 | 99.3975 |
| 41 | 99.1962 |
| 42 | 99.2524 |
| 43 | 99.3433 |
| 44 | 99.2965 |
| 45 | 99.235 |
| 46 | 99.1542 |
| 47 | 99.3019 |
| 48 | 99.3323 |
| 49 | 99.2848 |
| 50 | 99.6062 |
| 51 | 99.5616 |
| 52 | 99.5702 |
| 53 | 99.5274 |
| 54 | 99.382 |
| 55 | 99.6891 |
| 56 | 99.4989 |
| 57 | 99.4777 |
| 58 | 99.3244 |
| 59 | 99.3791 |
| 60 | 99.1974 |
| 61 | 99.3264 |
| 62 | 99.4415 |
| 63 | 99.4598 |
| 64 | 99.5329 |
| 65 | 99.7318 |
| 66 | 99.6069 |
| 67 | 99.7011 |
| 68 | 99.8101 |
| 69 | 99.7621 |
| 70 | 99.7945 |
| 71 | 99.974 |
| 72 | 99.6681 |
| 73 | 99.9625 |
| 74 | 99.6591 |
| 75 | 99.6846 |
| 76 | 99.6478 |
| 77 | 99.7823 |
| 78 | 99.8618 |
| 79 | 99.9261 |
| 80 | 99.9421 |
| 81 | 99.8483 |
| 82 | 99.6881 |
| 83 | 99.8823 |
| 84 | 99.791 |
| 85 | 100.0003 |
| 86 | 99.8501 |
| 87 | 99.9495 |
| 88 | 100.1312 |
| 89 | 100.1717 |
| 90 | 100.2994 |
| 91 | 100.3966 |
| 92 | 100.4997 |
| 93 | 100.5475 |
| 94 | 100.7764 |
| 95 | 100.6885 |
| 96 | 100.6062 |
| 97 | 100.5967 |
| 98 | 100.5771 |
| 99 | 100.6905 |
| 100 | 100.7069 |
| 101 | 100.7599 |
| 102 | 100.648 |
| 103 | 100.6725 |
| 104 | 100.5432 |
| 105 | 100.4902 |
| 106 | 100.5434 |
| 107 | 100.5027 |
| 108 | 100.4374 |
| 109 | 100.7782 |
| 110 | 100.8401 |
| 111 | 100.8427 |
| 112 | 100.747 |
| 113 | 100.9913 |
| 114 | 100.9373 |
| 115 | 100.9115 |
| 116 | 100.9197 |
| 117 | 100.87 |
| 118 | 101.1616 |
| 119 | 101.0926 |
| 120 | 101.1008 |
| 121 | 101.2791 |
| 122 | 101.207 |
| 123 | 101.209 |
| 124 | 101.1388 |
| 125 | 100.8613 |
| 126 | 100.6698 |
| 127 | 100.5776 |
| 128 | 100.6681 |
| 129 | 100.7903 |
| 130 | 100.8283 |
| 131 | 100.6808 |
| 132 | 100.6662 |
| 133 | 100.5729 |
| 134 | 100.5551 |
| 135 | 100.4825 |
| 136 | 100.4834 |
| 137 | 100.6814 |
| 138 | 100.5987 |
| 139 | 100.8422 |
| 140 | 100.7054 |
| 141 | 100.7034 |
| 142 | 100.7488 |
| 143 | 100.5484 |
| 144 | 100.3358 |
| 145 | 100.4484 |
| 146 | 100.3805 |
| 147 | 100.6298 |
| 148 | 100.7949 |
| 149 | 100.6442 |
| 150 | 100.7722 |
| 151 | 100.605 |
| 152 | 100.603 |
| 153 | 100.7784 |
| 154 | 100.8169 |
| 155 | 100.7628 |
| 156 | 100.9701 |
| 157 | 101.0048 |
| 158 | 101.1692 |
| 159 | 101.1288 |
| 160 | 101.0316 |
| 161 | 100.9057 |
| 162 | 100.9004 |
| 163 | 100.7453 |
| 164 | 100.9634 |
| 165 | 100.8271 |
| 166 | 100.9613 |
| 167 | 100.8963 |
| 168 | 101.0028 |
| 169 | 101.023 |
| 170 | 100.9511 |
| 171 | 101.0381 |
| 172 | 101.1266 |
| 173 | 101.1362 |
| 174 | 101.1615 |
| 175 | 101.0947 |
| 176 | 100.9647 |
| 177 | 100.9031 |
| 178 | 101.1241 |
| 179 | 100.9406 |
| 180 | 101.1845 |
| 181 | 101.3685 |
| 182 | 101.5077 |
| 183 | 101.3078 |
| 184 | 101.3522 |
| 185 | 101.3222 |
| 186 | 101.1595 |
| 187 | 101.1674 |
| 188 | 101.0323 |
| 189 | 100.9108 |
| 190 | 101.0082 |
| 191 | 100.924 |
| 192 | 100.8578 |
| 193 | 100.7593 |
| 194 | 100.9715 |
| 195 | 101.0406 |
| 196 | 101.2082 |
| 197 | 101.0813 |
| 198 | 101.084 |
| 199 | 101.2437 |
| 200 | 101.3717 |
| 201 | 101.396 |
| 202 | 101.2749 |
| 203 | 101.2434 |
| 204 | 101.3515 |
| 205 | 101.2359 |
| 206 | 101.2042 |
| 207 | 101.1218 |
| 208 | 101.0561 |
| 209 | 101.0594 |
| 210 | 100.9639 |
| 211 | 100.9912 |
| 212 | 100.9399 |
| 213 | 100.8529 |
| 214 | 100.7604 |
| 215 | 100.6908 |
| 216 | 100.813 |
| 217 | 100.885 |
| 218 | 100.9856 |
| 219 | 100.9708 |
| 220 | 100.9283 |
| 221 | 100.7853 |
| 222 | 100.5086 |
| 223 | 100.3691 |
| 224 | 100.4512 |
| 225 | 100.5236 |
| 226 | 100.3844 |
| 227 | 100.2811 |
| 228 | 100.2964 |
| 229 | 100.2952 |
| 230 | 100.1648 |
| 231 | 100.1426 |
| 232 | 100.1865 |
| 233 | 100.1892 |
| 234 | 100.2334 |
| 235 | 100.1908 |
| 236 | 100.2215 |
| 237 | 100.1954 |
| 238 | 100.2019 |
| 239 | 100.1516 |
| 240 | 100.0922 |
| 241 | 100.3044 |
| 242 | 100.1578 |
| 243 | 100.0978 |
| 244 | 100.127 |
| 245 | 100.1284 |
| 246 | 100.0373 |
| 247 | 100.034 |
| 248 | 99.8644 |
| 249 | 99.9748 |
| 250 | 99.9223 |
| 251 | 100.0246 |
| 252 | 99.9291 |
| 253 | 100.0697 |
| 254 | 100.0975 |
| 255 | 100.3238 |
| 256 | 100.4385 |
| 257 | 100.3987 |
| 258 | 100.6073 |
| 259 | 100.4205 |
| 260 | 100.625 |
| 261 | 100.6841 |
| 262 | 100.7707 |
| 263 | 100.8598 |
| 264 | 100.7408 |
| 265 | 100.5812 |
| 266 | 100.61 |
| 267 | 100.5968 |
| 268 | 100.4966 |
| 269 | 100.4839 |
| 270 | 100.5277 |
| 271 | 100.5363 |
| 272 | 100.6985 |
| 273 | 100.5413 |
| 274 | 100.528 |
| 275 | 100.4718 |
| 276 | 100.3341 |
| 277 | 100.4431 |
| 278 | 100.6578 |
| 279 | 100.7969 |
| 280 | 100.5548 |
| 281 | 100.549 |
| 282 | 100.4505 |
| 283 | 100.4712 |
| 284 | 100.6595 |
| 285 | 100.7293 |
| 286 | 100.8013 |
| 287 | 100.9748 |
| 288 | 100.9055 |
| 289 | 100.8184 |
| 290 | 100.9211 |
| 291 | 100.9292 |
| 292 | 100.9166 |
| 293 | 101.0428 |
| 294 | 100.9751 |
| 295 | 100.7668 |
| 296 | 100.7399 |
| 297 | 100.7796 |
| 298 | 100.5432 |
| 299 | 100.5596 |
| 300 | 100.361 |
| 301 | 100.2095 |
| 302 | 100.615 |
| 303 | 100.594 |
| 304 | 100.8027 |
| 305 | 100.6622 |
| 306 | 100.8184 |
| 307 | 100.8505 |
| 308 | 100.8641 |
| 309 | 100.9805 |
| 310 | 100.8357 |
| 311 | 100.707 |
| 312 | 100.5892 |
| 313 | 100.4139 |
| 314 | 100.4426 |
| 315 | 100.5012 |
| 316 | 100.3466 |
| 317 | 100.3243 |
| 318 | 100.6588 |
| 319 | 100.6136 |
| 320 | 100.7284 |
| 321 | 100.5802 |
| 322 | 100.8225 |
| 323 | 100.8552 |
| 324 | 100.7126 |
| 325 | 100.5385 |
| 326 | 100.7042 |
| 327 | 100.6163 |
| 328 | 100.7839 |
| 329 | 100.9109 |
| 330 | 100.7823 |
| 331 | 100.8622 |
| 332 | 100.9883 |
| 333 | 100.8701 |
| 334 | 100.9273 |
| 335 | 100.9835 |
| 336 | 101.0676 |
| 337 | 101.1436 |
| 338 | 101.2336 |
| 339 | 101.2628 |
| 340 | 101.4175 |
| 341 | 101.3123 |
| 342 | 101.3533 |
| 343 | 101.3712 |
| 344 | 101.4451 |
| 345 | 101.556 |
| 346 | 101.822 |
| 347 | 101.7022 |
| 348 | 101.689 |
| 349 | 101.7261 |
| 350 | 101.7253 |
| 351 | 101.6962 |
| 352 | 101.7827 |
| 353 | 102.0126 |
| 354 | 101.7357 |
| 355 | 101.7721 |
| 356 | 101.8558 |
| 357 | 101.8615 |
| 358 | 101.8389 |
| 359 | 101.9654 |
| 360 | 102.0709 |
| 361 | 102.3974 |
| 362 | 102.3398 |
| 363 | 102.3054 |
| 364 | 102.255 |
| 365 | 102.1935 |
| 366 | 101.8832 |
| +0.75% |
| 0.36 |
| 37 |
| 10.10 → 01.12 | Long | 64.9% | +0.55% | 0.28 | 37 |
| 11.10 → 01.12 | Long | 64.9% | +0.53% | 0.27 | 37 |
| 07.10 → 06.12 | Long | 64.9% | +0.52% | 0.23 | 37 |
| 08.10 → 03.12 | Long | 64.9% | +0.50% | 0.24 | 37 |
| 08.10 → 01.12 | Long | 64.9% | +0.35% | 0.17 | 37 |