← All seasonality|Forex currencies1999–2025

Euro vs New Zealand Dollar (EURNZD) Seasonality

Over 1999 to 2025 (27 years of data), EURNZD has tended to move long between 09.07 and 09.08, closing higher in 74.1% of those years for an average +1.13% move and an annualized Sharpe of 1.21.

Average seasonal curve

EURNZD average seasonal curve, 1999 to 2025
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

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
09.07 → 09.08	Long	74.1%	+1.13%	1.21	27
08.07 → 09.08	Long	74.1%	+1.02%	1.09	27
08.07 → 06.08	Long	74.1%	+1.00%	1.25	27
13.07 → 01.08	Long	74.1%	+0.90%	1.86	27
13.07 → 04.09	Long	70.4%	+1.61%	0.93	27
09.07 → 26.08	Long	70.4%	+1.54%	1.13	27
13.07 → 26.08	Long	70.4%

Explore further

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