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Euro vs Japanese Yen (EURJPY) Seasonality

Over 1989 to 2025 (37 years of data), EURJPY has tended to move short between 26.07 and 20.08, closing higher in 64.9% of those years for an average +0.78% move and an annualized Sharpe of 1.01.

Average seasonal curve

EURJPY average seasonal curve, 1989 to 2025
Index	Value
1	100
2	99.6925
3	99.5896
4	100.2474
5	100.2446
6	100.3596
7	100.4001
8	100.2684
9	100.4237
10	100.5046
11	100.5388
12	100.2986
13	100.0453
14	100.087
15	99.8991
16	99.8677
17	100.0201
18	99.8982
19	100.0876
20	100.473
21	100.4318
22	100.6456
23	100.5828
24	100.6516
25	100.4439
26	100.424
27	100.1619
28	100.1962
29	100.022
30	99.915
31	99.9456
32	100.1101
33	99.7719
34	100.4995
35	100.6237
36	100.5021
37	100.3034
38	100.0038
39	100.2631
40	100.3649
41	100.0132
42	99.8755
43	100.0679
44	100.3532
45	100.336
46	100.5098
47	100.5421
48	100.3609
49	100.4007
50	100.2956
51	100.2378
52	100.1731

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
26.07 → 20.08	Short	64.9%	+0.78%	1.01	37
22.07 → 01.09	Short	64.9%	+0.74%	0.62	37
26.07 → 28.08	Short	64.9%	+0.72%	0.70	37
28.07 → 17.08	Short	64.9%	+0.62%	0.95	37
28.07 → 15.08	Short	64.9%	+0.51%	0.93	37
28.07 → 14.08	Short	64.9%	+0.46%	0.87	37
23.07 → 26.07	Long	64.9%

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