

Forex currencies
Over 2005 to 2025 (21 years of data), EURTRY has tended to move long between 06.10 and 23.11, closing higher in 71.4% of those years for an average +2.97% move and an annualized Sharpe of 0.67.
Best window
06.10 - 23.11
Direction
Long
Win rate
71.4%
Avg return
+2.97%
Sample
21 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 23.11 | Long | 71.4% | +2.97% | 0.67 | 21 |
| 07.10 → 24.11 | Long | 71.4% | +2.74% | 0.71 | 21 |
| 07.10 → 23.11 | Long | 71.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1002 |
| 3 | 99.9681 |
| 4 | 99.9022 |
| 5 | 99.8453 |
| 6 | 99.75 |
| 7 | 99.9875 |
| 8 | 100.021 |
| 9 | 100.087 |
| 10 | 100.2509 |
| 11 | 100.3476 |
| 12 | 100.2182 |
| 13 | 100.2266 |
| 14 | 100.3544 |
| 15 | 100.3412 |
| 16 | 100.4511 |
| 17 | 100.3213 |
| 18 | 100.3033 |
| 19 | 100.5102 |
| 20 | 100.5778 |
| 21 | 100.8954 |
| 22 | 100.718 |
| 23 | 100.8432 |
| 24 | 100.9673 |
| 25 | 101.1828 |
| 26 | 101.1723 |
| 27 | 101.1861 |
| 28 | 100.945 |
| 29 | 101.063 |
| 30 | 100.7964 |
| 31 | 100.5886 |
| 32 | 100.5475 |
| 33 | 100.4539 |
| 34 | 100.5422 |
| 35 | 100.4222 |
| 36 | 100.2932 |
| 37 | 100.2853 |
| 38 | 100.3777 |
| 39 | 100.5216 |
| 40 | 100.5904 |
| 41 | 100.5714 |
| 42 | 100.5062 |
| 43 | 100.4743 |
| 44 | 100.3744 |
| 45 | 100.3928 |
| 46 | 100.3511 |
| 47 | 100.4152 |
| 48 | 100.194 |
| 49 | 100.2407 |
| 50 | 100.4174 |
| 51 | 100.6582 |
| 52 | 100.6942 |
| 53 | 100.737 |
| 54 | 100.9416 |
| 55 | 101.1135 |
| 56 | 101.266 |
| 57 | 101.4513 |
| 58 | 101.6742 |
| 59 | 101.7179 |
| 60 | 101.6547 |
| 61 | 102.0481 |
| 62 | 102.1566 |
| 63 | 102.0774 |
| 64 | 102.418 |
| 65 | 102.4692 |
| 66 | 102.8356 |
| 67 | 102.9758 |
| 68 | 103.1123 |
| 69 | 102.9501 |
| 70 | 102.9846 |
| 71 | 102.8215 |
| 72 | 103.2648 |
| 73 | 103.1953 |
| 74 | 103.028 |
| 75 | 103.1107 |
| 76 | 103.4534 |
| 77 | 103.5313 |
| 78 | 103.6882 |
| 79 | 103.5924 |
| 80 | 104.2451 |
| 81 | 104.3117 |
| 82 | 104.1684 |
| 83 | 103.9329 |
| 84 | 103.7213 |
| 85 | 103.7307 |
| 86 | 104.0158 |
| 87 | 104.3138 |
| 88 | 104.298 |
| 89 | 104.3076 |
| 90 | 104.0577 |
| 91 | 103.9322 |
| 92 | 103.855 |
| 93 | 103.7744 |
| 94 | 103.8144 |
| 95 | 103.8269 |
| 96 | 103.7899 |
| 97 | 103.7796 |
| 98 | 103.9192 |
| 99 | 103.9931 |
| 100 | 104.3404 |
| 101 | 104.5191 |
| 102 | 104.4619 |
| 103 | 104.6618 |
| 104 | 104.6976 |
| 105 | 104.8126 |
| 106 | 104.8514 |
| 107 | 104.862 |
| 108 | 104.9061 |
| 109 | 104.9328 |
| 110 | 105.0298 |
| 111 | 105.0554 |
| 112 | 105.2139 |
| 113 | 105.3388 |
| 114 | 105.268 |
| 115 | 105.1767 |
| 116 | 105.0271 |
| 117 | 104.7612 |
| 118 | 104.8117 |
| 119 | 104.9422 |
| 120 | 105.1428 |
| 121 | 105.0579 |
| 122 | 105.1121 |
| 123 | 105.2176 |
| 124 | 105.3759 |
| 125 | 105.3844 |
| 126 | 105.3895 |
| 127 | 105.4485 |
| 128 | 105.475 |
| 129 | 105.5698 |
| 130 | 105.4931 |
| 131 | 105.4885 |
| 132 | 105.3634 |
| 133 | 105.4761 |
| 134 | 105.2452 |
| 135 | 105.3258 |
| 136 | 105.3376 |
| 137 | 105.5546 |
| 138 | 105.4482 |
| 139 | 105.7254 |
| 140 | 105.6599 |
| 141 | 106.0454 |
| 142 | 106.3564 |
| 143 | 106.09 |
| 144 | 106.3635 |
| 145 | 106.2902 |
| 146 | 106.3658 |
| 147 | 106.3689 |
| 148 | 106.2134 |
| 149 | 106.2387 |
| 150 | 106.1441 |
| 151 | 106.2256 |
| 152 | 106.522 |
| 153 | 106.7946 |
| 154 | 106.8598 |
| 155 | 106.7515 |
| 156 | 106.8646 |
| 157 | 107.0121 |
| 158 | 107.8328 |
| 159 | 107.9717 |
| 160 | 107.9275 |
| 161 | 107.5426 |
| 162 | 107.5426 |
| 163 | 107.7154 |
| 164 | 107.7705 |
| 165 | 107.7417 |
| 166 | 107.9336 |
| 167 | 108.1748 |
| 168 | 108.2024 |
| 169 | 107.9716 |
| 170 | 107.9694 |
| 171 | 108.1173 |
| 172 | 108.2895 |
| 173 | 108.3905 |
| 174 | 108.4737 |
| 175 | 108.3169 |
| 176 | 108.4157 |
| 177 | 108.3946 |
| 178 | 108.4472 |
| 179 | 108.3781 |
| 180 | 108.5983 |
| 181 | 108.5126 |
| 182 | 108.318 |
| 183 | 108.4225 |
| 184 | 108.516 |
| 185 | 108.4208 |
| 186 | 108.406 |
| 187 | 108.4779 |
| 188 | 108.5548 |
| 189 | 108.5606 |
| 190 | 108.373 |
| 191 | 108.6784 |
| 192 | 108.8611 |
| 193 | 108.8862 |
| 194 | 108.7879 |
| 195 | 108.7946 |
| 196 | 108.7165 |
| 197 | 108.8912 |
| 198 | 108.7401 |
| 199 | 108.8037 |
| 200 | 108.8582 |
| 201 | 109.0771 |
| 202 | 109.2464 |
| 203 | 109.2678 |
| 204 | 109.1591 |
| 205 | 109.3976 |
| 206 | 109.3268 |
| 207 | 109.6926 |
| 208 | 109.619 |
| 209 | 109.6144 |
| 210 | 109.6774 |
| 211 | 109.4481 |
| 212 | 109.453 |
| 213 | 109.5087 |
| 214 | 109.4099 |
| 215 | 109.6035 |
| 216 | 109.6905 |
| 217 | 109.936 |
| 218 | 110.2348 |
| 219 | 110.3595 |
| 220 | 110.3266 |
| 221 | 110.533 |
| 222 | 111.3318 |
| 223 | 111.4758 |
| 224 | 111.5877 |
| 225 | 111.9426 |
| 226 | 111.6236 |
| 227 | 111.4654 |
| 228 | 111.3168 |
| 229 | 111.4627 |
| 230 | 111.4324 |
| 231 | 111.7887 |
| 232 | 112.0443 |
| 233 | 112.2095 |
| 234 | 112.2011 |
| 235 | 112.2977 |
| 236 | 112.1362 |
| 237 | 112.1967 |
| 238 | 112.0453 |
| 239 | 112.2888 |
| 240 | 112.4004 |
| 241 | 112.5234 |
| 242 | 112.6466 |
| 243 | 112.3103 |
| 244 | 112.2545 |
| 245 | 112.1474 |
| 246 | 112.2325 |
| 247 | 112.326 |
| 248 | 112.493 |
| 249 | 112.3697 |
| 250 | 112.35 |
| 251 | 112.5777 |
| 252 | 112.6571 |
| 253 | 112.6524 |
| 254 | 112.5677 |
| 255 | 112.7442 |
| 256 | 112.5856 |
| 257 | 112.6244 |
| 258 | 112.7563 |
| 259 | 112.741 |
| 260 | 113.0254 |
| 261 | 113.1814 |
| 262 | 113.1237 |
| 263 | 113.1555 |
| 264 | 113.2006 |
| 265 | 113.2522 |
| 266 | 113.2957 |
| 267 | 113.2556 |
| 268 | 113.3953 |
| 269 | 113.118 |
| 270 | 112.9297 |
| 271 | 113.2107 |
| 272 | 113.4058 |
| 273 | 113.1458 |
| 274 | 113.058 |
| 275 | 112.8654 |
| 276 | 113.0704 |
| 277 | 113.3642 |
| 278 | 113.1377 |
| 279 | 113.0429 |
| 280 | 113.3959 |
| 281 | 113.5712 |
| 282 | 113.8425 |
| 283 | 113.9141 |
| 284 | 113.7735 |
| 285 | 113.6455 |
| 286 | 113.8967 |
| 287 | 113.8829 |
| 288 | 113.9243 |
| 289 | 114.1512 |
| 290 | 114.072 |
| 291 | 114.2143 |
| 292 | 114.3273 |
| 293 | 114.2404 |
| 294 | 114.5281 |
| 295 | 114.4023 |
| 296 | 114.9221 |
| 297 | 114.8121 |
| 298 | 114.5118 |
| 299 | 114.5005 |
| 300 | 114.6068 |
| 301 | 114.3704 |
| 302 | 114.3313 |
| 303 | 114.0159 |
| 304 | 114.0059 |
| 305 | 113.8472 |
| 306 | 113.7945 |
| 307 | 113.9345 |
| 308 | 114.0927 |
| 309 | 113.9969 |
| 310 | 114.2264 |
| 311 | 114.3202 |
| 312 | 114.4605 |
| 313 | 114.3688 |
| 314 | 114.1698 |
| 315 | 114.4623 |
| 316 | 114.3236 |
| 317 | 114.3647 |
| 318 | 114.4615 |
| 319 | 114.4001 |
| 320 | 114.5012 |
| 321 | 114.7178 |
| 322 | 115.0995 |
| 323 | 115.3205 |
| 324 | 115.4054 |
| 325 | 115.4353 |
| 326 | 115.3343 |
| 327 | 116.1208 |
| 328 | 116.0963 |
| 329 | 116.2199 |
| 330 | 116.8321 |
| 331 | 116.6426 |
| 332 | 116.4722 |
| 333 | 116.2831 |
| 334 | 116.5137 |
| 335 | 116.3386 |
| 336 | 116.8647 |
| 337 | 117.2014 |
| 338 | 117.2645 |
| 339 | 116.9768 |
| 340 | 117.214 |
| 341 | 116.8812 |
| 342 | 117.0222 |
| 343 | 117.3047 |
| 344 | 117.3647 |
| 345 | 117.6931 |
| 346 | 117.8271 |
| 347 | 117.9611 |
| 348 | 118.4417 |
| 349 | 118.6336 |
| 350 | 118.9132 |
| 351 | 119.2168 |
| 352 | 119.2414 |
| 353 | 119.0661 |
| 354 | 118.5015 |
| 355 | 117.8073 |
| 356 | 117.4515 |
| 357 | 117.1336 |
| 358 | 116.7549 |
| 359 | 116.7572 |
| 360 | 116.8476 |
| 361 | 117.5891 |
| 362 | 117.729 |
| 363 | 118.1002 |
| 364 | 118.3379 |
| 365 | 118.3505 |
| 366 | 118.2439 |
| +2.73% |
| 0.63 |
| 21 |
| 07.10 → 22.11 | Long | 71.4% | +1.92% | 0.59 | 21 |
| 06.10 → 03.12 | Long | 66.7% | +3.85% | 0.67 | 21 |
| 07.10 → 04.12 | Long | 66.7% | +3.78% | 0.66 | 21 |
| 07.10 → 05.12 | Long | 66.7% | +3.67% | 0.63 | 21 |
| 07.10 → 03.12 | Long | 66.7% | +3.62% | 0.63 | 21 |