

Forex currencies
Over 1999 to 2025 (27 years of data), EURNZD has tended to move long between 21.09 and 29.09, closing higher in 70.4% of those years for an average +0.86% move and an annualized Sharpe of 2.48.
Best window
21.09 - 29.09
Direction
Long
Win rate
70.4%
Avg return
+0.86%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.09 → 29.09 | Long | 70.4% | +0.86% | 2.48 | 27 |
| 17.09 → 27.09 | Long | 70.4% | +0.75% | 1.92 | 27 |
| 21.09 → 26.09 | Long | 70.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8303 |
| 3 | 99.8358 |
| 4 | 99.8655 |
| 5 | 99.8275 |
| 6 | 99.8369 |
| 7 | 99.7724 |
| 8 | 99.8861 |
| 9 | 100.0256 |
| 10 | 100.1492 |
| 11 | 100.1914 |
| 12 | 100.0802 |
| 13 | 99.9839 |
| 14 | 100.1552 |
| 15 | 100.1222 |
| 16 | 100.1889 |
| 17 | 100.1378 |
| 18 | 100.0244 |
| 19 | 100.2132 |
| 20 | 100.0143 |
| 21 | 100.0643 |
| 22 | 100.0286 |
| 23 | 99.8685 |
| 24 | 99.9541 |
| 25 | 100.0125 |
| 26 | 99.9919 |
| 27 | 100.0946 |
| 28 | 99.9843 |
| 29 | 99.7691 |
| 30 | 99.8524 |
| 31 | 99.9339 |
| 32 | 99.9383 |
| 33 | 100.0151 |
| 34 | 100.2355 |
| 35 | 100.5436 |
| 36 | 100.5589 |
| 37 | 100.2039 |
| 38 | 100.0242 |
| 39 | 99.9127 |
| 40 | 99.7995 |
| 41 | 99.7978 |
| 42 | 99.764 |
| 43 | 99.9326 |
| 44 | 99.9879 |
| 45 | 99.8689 |
| 46 | 100.0167 |
| 47 | 99.9174 |
| 48 | 99.8734 |
| 49 | 99.9511 |
| 50 | 99.834 |
| 51 | 99.6874 |
| 52 | 99.7024 |
| 53 | 99.4607 |
| 54 | 99.3569 |
| 55 | 99.5097 |
| 56 | 99.5626 |
| 57 | 99.8027 |
| 58 | 99.9125 |
| 59 | 99.9041 |
| 60 | 99.7281 |
| 61 | 99.5976 |
| 62 | 99.6528 |
| 63 | 99.2378 |
| 64 | 99.4953 |
| 65 | 99.4926 |
| 66 | 99.7293 |
| 67 | 99.8184 |
| 68 | 100.0998 |
| 69 | 99.886 |
| 70 | 99.9498 |
| 71 | 99.915 |
| 72 | 100.0509 |
| 73 | 100.095 |
| 74 | 100.02 |
| 75 | 99.8773 |
| 76 | 99.6053 |
| 77 | 99.5829 |
| 78 | 99.4961 |
| 79 | 99.9891 |
| 80 | 100.2706 |
| 81 | 100.097 |
| 82 | 99.9958 |
| 83 | 100.0987 |
| 84 | 100.0302 |
| 85 | 100.1401 |
| 86 | 100.2533 |
| 87 | 100.4406 |
| 88 | 100.7005 |
| 89 | 100.6541 |
| 90 | 100.7177 |
| 91 | 100.5599 |
| 92 | 100.7808 |
| 93 | 100.8924 |
| 94 | 101.1787 |
| 95 | 100.8916 |
| 96 | 101.5044 |
| 97 | 101.2516 |
| 98 | 101.4821 |
| 99 | 100.9476 |
| 100 | 101.1771 |
| 101 | 101.385 |
| 102 | 101.1721 |
| 103 | 101.2181 |
| 104 | 101.1515 |
| 105 | 100.9916 |
| 106 | 101.1911 |
| 107 | 100.9997 |
| 108 | 101.1572 |
| 109 | 101.283 |
| 110 | 101.2972 |
| 111 | 101.5526 |
| 112 | 101.4652 |
| 113 | 101.518 |
| 114 | 101.5598 |
| 115 | 101.3924 |
| 116 | 101.5908 |
| 117 | 101.3228 |
| 118 | 101.3238 |
| 119 | 101.7031 |
| 120 | 101.408 |
| 121 | 101.6101 |
| 122 | 101.2874 |
| 123 | 101.4114 |
| 124 | 100.8565 |
| 125 | 100.9257 |
| 126 | 100.772 |
| 127 | 100.9772 |
| 128 | 100.8621 |
| 129 | 101.046 |
| 130 | 101.0064 |
| 131 | 101.0284 |
| 132 | 101.037 |
| 133 | 100.9138 |
| 134 | 101.0594 |
| 135 | 101.1412 |
| 136 | 100.9234 |
| 137 | 100.8903 |
| 138 | 100.7993 |
| 139 | 100.6281 |
| 140 | 100.5216 |
| 141 | 100.6243 |
| 142 | 100.7178 |
| 143 | 100.6609 |
| 144 | 101.1731 |
| 145 | 101.1077 |
| 146 | 101.3001 |
| 147 | 100.9863 |
| 148 | 100.5394 |
| 149 | 100.6243 |
| 150 | 100.6503 |
| 151 | 100.7618 |
| 152 | 100.767 |
| 153 | 100.5647 |
| 154 | 100.8303 |
| 155 | 100.7891 |
| 156 | 100.9047 |
| 157 | 100.7441 |
| 158 | 100.9457 |
| 159 | 101.1915 |
| 160 | 100.9298 |
| 161 | 100.8146 |
| 162 | 100.8669 |
| 163 | 100.8727 |
| 164 | 100.9292 |
| 165 | 101.043 |
| 166 | 100.978 |
| 167 | 100.8369 |
| 168 | 100.9026 |
| 169 | 100.9516 |
| 170 | 101.1893 |
| 171 | 101.4619 |
| 172 | 101.545 |
| 173 | 101.7426 |
| 174 | 101.7557 |
| 175 | 101.7394 |
| 176 | 101.8117 |
| 177 | 101.8142 |
| 178 | 102.1279 |
| 179 | 102.4496 |
| 180 | 102.2807 |
| 181 | 102.0231 |
| 182 | 102.052 |
| 183 | 102.1783 |
| 184 | 102.0157 |
| 185 | 101.8481 |
| 186 | 101.7448 |
| 187 | 101.7868 |
| 188 | 101.7059 |
| 189 | 101.7153 |
| 190 | 101.7793 |
| 191 | 101.6149 |
| 192 | 101.8844 |
| 193 | 101.7802 |
| 194 | 101.6819 |
| 195 | 101.7434 |
| 196 | 101.7521 |
| 197 | 101.954 |
| 198 | 102.042 |
| 199 | 102.3241 |
| 200 | 102.3406 |
| 201 | 102.3745 |
| 202 | 102.6213 |
| 203 | 102.5305 |
| 204 | 102.5754 |
| 205 | 102.4165 |
| 206 | 102.4114 |
| 207 | 102.4954 |
| 208 | 102.5079 |
| 209 | 102.4131 |
| 210 | 102.4624 |
| 211 | 102.4 |
| 212 | 102.1817 |
| 213 | 102.3754 |
| 214 | 102.572 |
| 215 | 102.6159 |
| 216 | 102.7318 |
| 217 | 102.8287 |
| 218 | 102.9682 |
| 219 | 102.6965 |
| 220 | 102.6034 |
| 221 | 102.5827 |
| 222 | 102.6065 |
| 223 | 102.5627 |
| 224 | 102.424 |
| 225 | 102.3472 |
| 226 | 102.3551 |
| 227 | 102.8838 |
| 228 | 102.9846 |
| 229 | 103.0713 |
| 230 | 102.9567 |
| 231 | 103.1076 |
| 232 | 103.2714 |
| 233 | 103.2058 |
| 234 | 102.911 |
| 235 | 102.7853 |
| 236 | 102.7673 |
| 237 | 102.589 |
| 238 | 102.8798 |
| 239 | 102.8874 |
| 240 | 102.8638 |
| 241 | 102.5776 |
| 242 | 102.7228 |
| 243 | 102.5743 |
| 244 | 102.4704 |
| 245 | 102.388 |
| 246 | 102.4778 |
| 247 | 102.743 |
| 248 | 102.8299 |
| 249 | 102.9412 |
| 250 | 103.0922 |
| 251 | 102.9791 |
| 252 | 102.8974 |
| 253 | 102.8145 |
| 254 | 102.7364 |
| 255 | 102.883 |
| 256 | 102.9305 |
| 257 | 102.8392 |
| 258 | 103.1381 |
| 259 | 103.1919 |
| 260 | 103.2689 |
| 261 | 103.3653 |
| 262 | 103.3193 |
| 263 | 103.436 |
| 264 | 103.4107 |
| 265 | 103.2795 |
| 266 | 103.393 |
| 267 | 103.2435 |
| 268 | 103.0255 |
| 269 | 103.405 |
| 270 | 103.304 |
| 271 | 103.1047 |
| 272 | 103.2118 |
| 273 | 103.6348 |
| 274 | 103.4866 |
| 275 | 103.4667 |
| 276 | 103.2832 |
| 277 | 103.7141 |
| 278 | 103.3916 |
| 279 | 103.4762 |
| 280 | 103.6073 |
| 281 | 103.7575 |
| 282 | 103.5653 |
| 283 | 104.0013 |
| 284 | 104.0602 |
| 285 | 103.9431 |
| 286 | 104.0214 |
| 287 | 104.321 |
| 288 | 104.3102 |
| 289 | 104.5273 |
| 290 | 104.346 |
| 291 | 104.329 |
| 292 | 104.3458 |
| 293 | 104.3288 |
| 294 | 104.0785 |
| 295 | 104.194 |
| 296 | 104.112 |
| 297 | 104.3786 |
| 298 | 104.6167 |
| 299 | 104.424 |
| 300 | 104.2459 |
| 301 | 104.2624 |
| 302 | 104.2551 |
| 303 | 104.3591 |
| 304 | 104.2414 |
| 305 | 103.9532 |
| 306 | 103.8722 |
| 307 | 103.7966 |
| 308 | 103.825 |
| 309 | 103.8155 |
| 310 | 104.1499 |
| 311 | 104.1742 |
| 312 | 104.1621 |
| 313 | 104.3104 |
| 314 | 104.191 |
| 315 | 104.1652 |
| 316 | 104.045 |
| 317 | 104.3076 |
| 318 | 104.1525 |
| 319 | 103.8911 |
| 320 | 104.2136 |
| 321 | 104.2841 |
| 322 | 104.09 |
| 323 | 104.1723 |
| 324 | 104.0596 |
| 325 | 103.9041 |
| 326 | 103.8278 |
| 327 | 103.6226 |
| 328 | 103.5422 |
| 329 | 103.5535 |
| 330 | 103.478 |
| 331 | 103.446 |
| 332 | 103.4193 |
| 333 | 103.1682 |
| 334 | 102.7523 |
| 335 | 102.6319 |
| 336 | 102.5159 |
| 337 | 102.4504 |
| 338 | 102.5919 |
| 339 | 102.8059 |
| 340 | 102.7266 |
| 341 | 102.8439 |
| 342 | 102.9243 |
| 343 | 102.6842 |
| 344 | 102.5894 |
| 345 | 102.9076 |
| 346 | 102.9646 |
| 347 | 102.9133 |
| 348 | 103.2371 |
| 349 | 103.4284 |
| 350 | 103.1923 |
| 351 | 103.1789 |
| 352 | 103.2673 |
| 353 | 103.5483 |
| 354 | 103.5968 |
| 355 | 103.7676 |
| 356 | 103.8338 |
| 357 | 103.6463 |
| 358 | 103.6016 |
| 359 | 103.5925 |
| 360 | 103.5017 |
| 361 | 103.8107 |
| 362 | 103.6225 |
| 363 | 103.6588 |
| 364 | 103.7212 |
| 365 | 103.7969 |
| 366 | 104.0871 |
| +0.66% |
| 3.60 |
| 27 |
| 16.09 → 10.10 | Long | 70.4% | +0.64% | 0.80 | 27 |
| 15.09 → 10.10 | Long | 70.4% | +0.63% | 0.71 | 27 |
| 15.09 → 13.11 | Short | 70.4% | +0.60% | 0.39 | 27 |
| 21.09 → 25.09 | Long | 70.4% | +0.57% | 3.57 | 27 |
| 16.09 → 15.11 | Short | 70.4% | +0.51% | 0.34 | 27 |