

Forex currencies
Over 1998 to 2025 (28 years of data), EURSGD has tended to move short between 05.10 and 08.11, closing higher in 78.6% of those years for an average +1.03% move and an annualized Sharpe of 1.51.
Best window
05.10 - 08.11
Direction
Short
Win rate
78.6%
Avg return
+1.03%
Sample
28 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 08.11 | Short | 78.6% | +1.03% | 1.51 | 28 |
| 06.10 → 08.11 | Short | 78.6% | +0.99% | 1.53 | 28 |
| 05.10 → 09.11 | Short | 78.6% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8995 |
| 3 | 99.7607 |
| 4 | 99.7503 |
| 5 | 99.5293 |
| 6 | 99.4971 |
| 7 | 99.5753 |
| 8 | 99.5748 |
| 9 | 99.548 |
| 10 | 99.6142 |
| 11 | 99.5668 |
| 12 | 99.7046 |
| 13 | 99.6774 |
| 14 | 99.7194 |
| 15 | 99.5306 |
| 16 | 99.4383 |
| 17 | 99.3874 |
| 18 | 99.4103 |
| 19 | 99.4315 |
| 20 | 99.4163 |
| 21 | 99.4941 |
| 22 | 99.3782 |
| 23 | 99.4298 |
| 24 | 99.4677 |
| 25 | 99.403 |
| 26 | 99.4994 |
| 27 | 99.5817 |
| 28 | 99.5597 |
| 29 | 99.4439 |
| 30 | 99.3912 |
| 31 | 99.4208 |
| 32 | 99.5593 |
| 33 | 99.5383 |
| 34 | 99.6342 |
| 35 | 99.3785 |
| 36 | 99.3445 |
| 37 | 99.3064 |
| 38 | 99.1691 |
| 39 | 99.2672 |
| 40 | 99.3825 |
| 41 | 99.3365 |
| 42 | 99.2711 |
| 43 | 99.2848 |
| 44 | 99.2622 |
| 45 | 99.2184 |
| 46 | 99.1821 |
| 47 | 99.2398 |
| 48 | 99.1585 |
| 49 | 99.1273 |
| 50 | 99.2499 |
| 51 | 99.3078 |
| 52 | 99.341 |
| 53 | 99.2183 |
| 54 | 99.1722 |
| 55 | 99.2024 |
| 56 | 99.1961 |
| 57 | 99.1227 |
| 58 | 99.275 |
| 59 | 99.3277 |
| 60 | 99.1405 |
| 61 | 99.1572 |
| 62 | 99.2211 |
| 63 | 99.1251 |
| 64 | 99.1012 |
| 65 | 99.2044 |
| 66 | 99.1975 |
| 67 | 99.1707 |
| 68 | 99.2846 |
| 69 | 99.2389 |
| 70 | 99.2922 |
| 71 | 99.327 |
| 72 | 99.4833 |
| 73 | 99.4897 |
| 74 | 99.4679 |
| 75 | 99.5831 |
| 76 | 99.652 |
| 77 | 99.8192 |
| 78 | 99.7576 |
| 79 | 99.7609 |
| 80 | 99.7837 |
| 81 | 99.7486 |
| 82 | 99.6462 |
| 83 | 99.5729 |
| 84 | 99.4789 |
| 85 | 99.5425 |
| 86 | 99.5242 |
| 87 | 99.5434 |
| 88 | 99.5208 |
| 89 | 99.5061 |
| 90 | 99.4053 |
| 91 | 99.4183 |
| 92 | 99.446 |
| 93 | 99.4589 |
| 94 | 99.4825 |
| 95 | 99.502 |
| 96 | 99.4822 |
| 97 | 99.3391 |
| 98 | 99.4501 |
| 99 | 99.3561 |
| 100 | 99.5622 |
| 101 | 99.489 |
| 102 | 99.4826 |
| 103 | 99.5733 |
| 104 | 99.2735 |
| 105 | 99.2538 |
| 106 | 99.2373 |
| 107 | 99.176 |
| 108 | 99.1982 |
| 109 | 99.2157 |
| 110 | 99.204 |
| 111 | 99.1938 |
| 112 | 99.214 |
| 113 | 99.2952 |
| 114 | 99.3271 |
| 115 | 99.2727 |
| 116 | 99.2877 |
| 117 | 99.1232 |
| 118 | 99.1965 |
| 119 | 99.2446 |
| 120 | 99.2709 |
| 121 | 99.3039 |
| 122 | 99.2653 |
| 123 | 99.2223 |
| 124 | 99.2854 |
| 125 | 99.126 |
| 126 | 98.9904 |
| 127 | 98.9959 |
| 128 | 98.9758 |
| 129 | 98.9976 |
| 130 | 98.9398 |
| 131 | 98.8012 |
| 132 | 98.8178 |
| 133 | 98.8476 |
| 134 | 98.744 |
| 135 | 98.7609 |
| 136 | 98.8293 |
| 137 | 98.9558 |
| 138 | 98.8378 |
| 139 | 98.9635 |
| 140 | 99.0586 |
| 141 | 99.1326 |
| 142 | 99.1046 |
| 143 | 99.0738 |
| 144 | 98.9834 |
| 145 | 98.9548 |
| 146 | 98.8541 |
| 147 | 98.8683 |
| 148 | 98.8925 |
| 149 | 98.945 |
| 150 | 98.9646 |
| 151 | 98.9631 |
| 152 | 98.9698 |
| 153 | 99.1867 |
| 154 | 99.1718 |
| 155 | 99.1753 |
| 156 | 99.1695 |
| 157 | 99.1646 |
| 158 | 99.2817 |
| 159 | 99.2566 |
| 160 | 99.21 |
| 161 | 99.1145 |
| 162 | 99.1072 |
| 163 | 99.055 |
| 164 | 99.0342 |
| 165 | 98.9712 |
| 166 | 98.9731 |
| 167 | 99.0058 |
| 168 | 99.0444 |
| 169 | 99.0543 |
| 170 | 98.9886 |
| 171 | 99.062 |
| 172 | 99.1061 |
| 173 | 99.1202 |
| 174 | 99.1536 |
| 175 | 99.1711 |
| 176 | 99.1235 |
| 177 | 99.1127 |
| 178 | 99.2296 |
| 179 | 99.0941 |
| 180 | 99.2472 |
| 181 | 99.2312 |
| 182 | 99.276 |
| 183 | 99.312 |
| 184 | 99.2944 |
| 185 | 99.1496 |
| 186 | 99.0267 |
| 187 | 98.9817 |
| 188 | 98.9317 |
| 189 | 98.9302 |
| 190 | 98.8794 |
| 191 | 98.9948 |
| 192 | 98.8773 |
| 193 | 98.852 |
| 194 | 98.8934 |
| 195 | 98.9112 |
| 196 | 98.9653 |
| 197 | 98.9508 |
| 198 | 98.9063 |
| 199 | 98.9733 |
| 200 | 99.0553 |
| 201 | 99.0624 |
| 202 | 99.0605 |
| 203 | 99.0584 |
| 204 | 99.0539 |
| 205 | 99.0325 |
| 206 | 98.9946 |
| 207 | 99.0552 |
| 208 | 99.039 |
| 209 | 98.9997 |
| 210 | 99.0437 |
| 211 | 99.0249 |
| 212 | 99.0581 |
| 213 | 99.0535 |
| 214 | 99.0815 |
| 215 | 99.1948 |
| 216 | 99.1504 |
| 217 | 99.2661 |
| 218 | 99.311 |
| 219 | 99.2831 |
| 220 | 99.244 |
| 221 | 99.1312 |
| 222 | 99.0972 |
| 223 | 99.0883 |
| 224 | 99.1148 |
| 225 | 99.1006 |
| 226 | 99.0643 |
| 227 | 99.0936 |
| 228 | 99.0465 |
| 229 | 99.0966 |
| 230 | 99.0204 |
| 231 | 99.1223 |
| 232 | 99.1695 |
| 233 | 99.352 |
| 234 | 99.348 |
| 235 | 99.4094 |
| 236 | 99.5196 |
| 237 | 99.4462 |
| 238 | 99.3715 |
| 239 | 99.3392 |
| 240 | 99.2994 |
| 241 | 99.3197 |
| 242 | 99.205 |
| 243 | 99.148 |
| 244 | 99.1156 |
| 245 | 99.0708 |
| 246 | 99.0327 |
| 247 | 99.0008 |
| 248 | 98.9826 |
| 249 | 98.8875 |
| 250 | 98.9365 |
| 251 | 98.9489 |
| 252 | 98.9529 |
| 253 | 98.9387 |
| 254 | 98.8609 |
| 255 | 98.9888 |
| 256 | 99.1276 |
| 257 | 99.176 |
| 258 | 99.2744 |
| 259 | 99.1611 |
| 260 | 99.2149 |
| 261 | 99.2619 |
| 262 | 99.2688 |
| 263 | 99.3294 |
| 264 | 99.3825 |
| 265 | 99.3884 |
| 266 | 99.415 |
| 267 | 99.4126 |
| 268 | 99.4056 |
| 269 | 99.3428 |
| 270 | 99.2374 |
| 271 | 99.3712 |
| 272 | 99.4002 |
| 273 | 99.2395 |
| 274 | 99.1345 |
| 275 | 99.1179 |
| 276 | 99.0594 |
| 277 | 99.0947 |
| 278 | 99.0794 |
| 279 | 99.1203 |
| 280 | 99.0032 |
| 281 | 99.0151 |
| 282 | 98.9543 |
| 283 | 98.9933 |
| 284 | 98.9552 |
| 285 | 98.9289 |
| 286 | 98.9989 |
| 287 | 98.8715 |
| 288 | 98.8718 |
| 289 | 98.8872 |
| 290 | 98.987 |
| 291 | 98.9851 |
| 292 | 98.9817 |
| 293 | 99.0425 |
| 294 | 99.0674 |
| 295 | 98.8312 |
| 296 | 98.7887 |
| 297 | 98.8509 |
| 298 | 98.7048 |
| 299 | 98.6226 |
| 300 | 98.5209 |
| 301 | 98.5091 |
| 302 | 98.5768 |
| 303 | 98.6084 |
| 304 | 98.367 |
| 305 | 98.2769 |
| 306 | 98.3516 |
| 307 | 98.2913 |
| 308 | 98.3554 |
| 309 | 98.3924 |
| 310 | 98.3674 |
| 311 | 98.3119 |
| 312 | 98.2406 |
| 313 | 98.1782 |
| 314 | 98.1722 |
| 315 | 98.2663 |
| 316 | 98.1767 |
| 317 | 98.2269 |
| 318 | 98.4331 |
| 319 | 98.3194 |
| 320 | 98.2971 |
| 321 | 98.2216 |
| 322 | 98.3801 |
| 323 | 98.4013 |
| 324 | 98.2979 |
| 325 | 98.2551 |
| 326 | 98.3032 |
| 327 | 98.2745 |
| 328 | 98.3001 |
| 329 | 98.3076 |
| 330 | 98.493 |
| 331 | 98.4097 |
| 332 | 98.409 |
| 333 | 98.2548 |
| 334 | 98.1511 |
| 335 | 98.1969 |
| 336 | 98.2918 |
| 337 | 98.4513 |
| 338 | 98.413 |
| 339 | 98.3683 |
| 340 | 98.3772 |
| 341 | 98.329 |
| 342 | 98.4066 |
| 343 | 98.4304 |
| 344 | 98.3787 |
| 345 | 98.4642 |
| 346 | 98.5723 |
| 347 | 98.6203 |
| 348 | 98.6027 |
| 349 | 98.5632 |
| 350 | 98.5804 |
| 351 | 98.6291 |
| 352 | 98.6063 |
| 353 | 98.613 |
| 354 | 98.5439 |
| 355 | 98.4355 |
| 356 | 98.4446 |
| 357 | 98.4589 |
| 358 | 98.4362 |
| 359 | 98.4056 |
| 360 | 98.4674 |
| 361 | 98.6783 |
| 362 | 98.6708 |
| 363 | 98.6555 |
| 364 | 98.6737 |
| 365 | 98.5093 |
| 366 | 98.0204 |
| +0.97% |
| 1.44 |
| 28 |
| 05.10 → 10.11 | Short | 78.6% | +0.95% | 1.38 | 28 |
| 07.10 → 09.11 | Short | 78.6% | +0.95% | 1.50 | 28 |
| 06.10 → 09.11 | Short | 78.6% | +0.93% | 1.44 | 28 |
| 08.10 → 03.11 | Short | 78.6% | +0.84% | 1.56 | 28 |
| 07.10 → 08.11 | Short | 75.0% | +1.01% | 1.60 | 28 |