

Over 1973 to 2025 (53 years of data), EURUSD has tended to move long between 11.07 and 17.07, closing higher in 67.9% of those years for an average +0.44% move and an annualized Sharpe of 2.48.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.6227 |
| 3 | 99.4592 |
| 4 | 99.6203 |
| 5 | 99.602 |
| 6 | 99.808 |
| 7 | 99.9362 |
| 8 | 99.7811 |
| 9 | 99.9081 |
| 10 | 99.8216 |
| 11 | 99.8651 |
| 12 | 100.1655 |
| 13 | 100.2101 |
| 14 | 100.1705 |
| 15 | 100.1613 |
| 16 | 100.0677 |
| 17 | 99.968 |
| 18 | 99.8369 |
| 19 | 99.9923 |
| 20 | 100.11 |
| 21 | 100.1715 |
| 22 | 100.1286 |
| 23 | 100.193 |
| 24 | 100.2364 |
| 25 | 100.3468 |
| 26 | 100.2397 |
| 27 | 100.1012 |
| 28 | 100.1496 |
| 29 | 100.0324 |
| 30 | 100.071 |
| 31 | 100.1897 |
| 32 | 100.5006 |
| 33 | 100.1744 |
| 34 | 100.428 |
| 35 | 100.4681 |
| 36 | 100.3573 |
| 37 | 100.227 |
| 38 | 99.9583 |
| 39 | 99.9611 |
| 40 | 100.0781 |
| 41 | 99.9505 |
| 42 | 99.9754 |
| 43 | 99.9432 |
| 44 | 99.9484 |
| 45 | 100.0156 |
| 46 | 100.0731 |
| 47 | 99.9928 |
| 48 | 99.8936 |
| 49 | 99.8375 |
| 50 | 99.8767 |
| 51 | 99.8966 |
| 52 | 99.7701 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Long | 67.9% | +0.44% | 2.48 | 53 |
| 11.07 → 22.07 | Long | 66.0% | +0.53% | 1.76 | 53 |
| 11.07 → 23.07 | Long | 66.0% | +0.53% | 1.57 | 53 |
| 11.07 → 20.07 | Long | 66.0% | +0.51% | 2.05 | 53 |
| 09.07 → 23.07 | Long | 66.0% | +0.48% | 1.41 | 53 |
| 09.07 → 18.07 | Long | 66.0% | +0.36% | 1.57 | 53 |
| 11.07 → 19.07 | Long | 64.1% |
| 53 |
|---|
| 99.7326 |
| 54 | 99.6996 |
|---|
| 55 | 99.5388 |
|---|
| 56 | 99.7117 |
|---|
| 57 | 99.6062 |
|---|
| 58 | 99.5253 |
|---|
| 59 | 99.494 |
|---|
| 60 | 99.4315 |
|---|
| 61 | 99.4691 |
|---|
| 62 | 99.6924 |
|---|
| 63 | 99.7031 |
|---|
| 64 | 99.8299 |
|---|
| 65 | 99.9341 |
|---|
| 66 | 99.8134 |
|---|
| 67 | 99.767 |
|---|
| 68 | 100.1281 |
|---|
| 69 | 100.2127 |
|---|
| 70 | 100.3667 |
|---|
| 71 | 100.3326 |
|---|
| 72 | 100.3364 |
|---|
| 73 | 100.2655 |
|---|
| 74 | 100.0857 |
|---|
| 75 | 100.2272 |
|---|
| 76 | 100.5184 |
|---|
| 77 | 100.3973 |
|---|
| 78 | 100.3247 |
|---|
| 79 | 100.0095 |
|---|
| 80 | 100.1942 |
|---|
| 81 | 100.1264 |
|---|
| 82 | 99.9673 |
|---|
| 83 | 99.8835 |
|---|
| 84 | 99.8534 |
|---|
| 85 | 100.0427 |
|---|
| 86 | 100.2226 |
|---|
| 87 | 100.1985 |
|---|
| 88 | 100.2228 |
|---|
| 89 | 100.3289 |
|---|
| 90 | 100.0998 |
|---|
| 91 | 100.1121 |
|---|
| 92 | 100.054 |
|---|
| 93 | 100.2381 |
|---|
| 94 | 100.1646 |
|---|
| 95 | 100.0401 |
|---|
| 96 | 100.1207 |
|---|
| 97 | 99.9739 |
|---|
| 98 | 100.1566 |
|---|
| 99 | 100.1918 |
|---|
| 100 | 100.5514 |
|---|
| 101 | 100.588 |
|---|
| 102 | 100.6741 |
|---|
| 103 | 100.6514 |
|---|
| 104 | 100.4444 |
|---|
| 105 | 100.4387 |
|---|
| 106 | 100.4774 |
|---|
| 107 | 100.3969 |
|---|
| 108 | 100.5179 |
|---|
| 109 | 100.5198 |
|---|
| 110 | 100.6285 |
|---|
| 111 | 100.6564 |
|---|
| 112 | 100.4473 |
|---|
| 113 | 100.4436 |
|---|
| 114 | 100.5232 |
|---|
| 115 | 100.3823 |
|---|
| 116 | 100.3635 |
|---|
| 117 | 100.2316 |
|---|
| 118 | 100.3252 |
|---|
| 119 | 100.4134 |
|---|
| 120 | 100.3932 |
|---|
| 121 | 100.2574 |
|---|
| 122 | 100.3302 |
|---|
| 123 | 100.5048 |
|---|
| 124 | 100.5893 |
|---|
| 125 | 100.4298 |
|---|
| 126 | 100.3821 |
|---|
| 127 | 100.3474 |
|---|
| 128 | 100.1834 |
|---|
| 129 | 100.1556 |
|---|
| 130 | 100.1974 |
|---|
| 131 | 100.1024 |
|---|
| 132 | 99.8246 |
|---|
| 133 | 99.9346 |
|---|
| 134 | 99.8833 |
|---|
| 135 | 99.863 |
|---|
| 136 | 100.0282 |
|---|
| 137 | 100.1108 |
|---|
| 138 | 100.0005 |
|---|
| 139 | 100.2211 |
|---|
| 140 | 100.2974 |
|---|
| 141 | 100.3874 |
|---|
| 142 | 100.3268 |
|---|
| 143 | 100.2986 |
|---|
| 144 | 100.4155 |
|---|
| 145 | 100.2723 |
|---|
| 146 | 100.2688 |
|---|
| 147 | 100.3498 |
|---|
| 148 | 100.1486 |
|---|
| 149 | 100.1615 |
|---|
| 150 | 100.3137 |
|---|
| 151 | 100.458 |
|---|
| 152 | 100.3958 |
|---|
| 153 | 100.6445 |
|---|
| 154 | 100.588 |
|---|
| 155 | 100.9575 |
|---|
| 156 | 101.0566 |
|---|
| 157 | 101.0011 |
|---|
| 158 | 101.1115 |
|---|
| 159 | 101.0457 |
|---|
| 160 | 100.9616 |
|---|
| 161 | 100.8048 |
|---|
| 162 | 100.7881 |
|---|
| 163 | 100.713 |
|---|
| 164 | 100.6877 |
|---|
| 165 | 100.4727 |
|---|
| 166 | 100.4567 |
|---|
| 167 | 100.6154 |
|---|
| 168 | 100.3727 |
|---|
| 169 | 100.3564 |
|---|
| 170 | 100.2818 |
|---|
| 171 | 100.401 |
|---|
| 172 | 100.5703 |
|---|
| 173 | 100.5253 |
|---|
| 174 | 100.7136 |
|---|
| 175 | 100.8052 |
|---|
| 176 | 100.6709 |
|---|
| 177 | 100.5915 |
|---|
| 178 | 100.6583 |
|---|
| 179 | 100.5908 |
|---|
| 180 | 100.6816 |
|---|
| 181 | 100.8108 |
|---|
| 182 | 100.69 |
|---|
| 183 | 100.7138 |
|---|
| 184 | 100.6647 |
|---|
| 185 | 100.6621 |
|---|
| 186 | 100.4653 |
|---|
| 187 | 100.4618 |
|---|
| 188 | 100.5253 |
|---|
| 189 | 100.4948 |
|---|
| 190 | 100.5753 |
|---|
| 191 | 100.5237 |
|---|
| 192 | 100.4348 |
|---|
| 193 | 100.5352 |
|---|
| 194 | 100.5823 |
|---|
| 195 | 100.7304 |
|---|
| 196 | 100.752 |
|---|
| 197 | 100.7104 |
|---|
| 198 | 100.66 |
|---|
| 199 | 100.8945 |
|---|
| 200 | 100.8679 |
|---|
| 201 | 100.8392 |
|---|
| 202 | 100.9771 |
|---|
| 203 | 101.0986 |
|---|
| 204 | 101.0183 |
|---|
| 205 | 100.8709 |
|---|
| 206 | 100.9621 |
|---|
| 207 | 100.9281 |
|---|
| 208 | 100.9113 |
|---|
| 209 | 101.0434 |
|---|
| 210 | 101.0582 |
|---|
| 211 | 101.0981 |
|---|
| 212 | 101.0985 |
|---|
| 213 | 101.1974 |
|---|
| 214 | 100.9958 |
|---|
| 215 | 101.1794 |
|---|
| 216 | 101.1155 |
|---|
| 217 | 101.1924 |
|---|
| 218 | 101.2121 |
|---|
| 219 | 101.251 |
|---|
| 220 | 101.0685 |
|---|
| 221 | 101.0151 |
|---|
| 222 | 101.035 |
|---|
| 223 | 101.0874 |
|---|
| 224 | 101.0234 |
|---|
| 225 | 101.1706 |
|---|
| 226 | 101.0317 |
|---|
| 227 | 100.9569 |
|---|
| 228 | 100.9404 |
|---|
| 229 | 101.0391 |
|---|
| 230 | 100.986 |
|---|
| 231 | 100.9814 |
|---|
| 232 | 101.0169 |
|---|
| 233 | 101.1826 |
|---|
| 234 | 101.026 |
|---|
| 235 | 101.151 |
|---|
| 236 | 101.2025 |
|---|
| 237 | 101.2045 |
|---|
| 238 | 101.239 |
|---|
| 239 | 101.2346 |
|---|
| 240 | 101.2716 |
|---|
| 241 | 101.4164 |
|---|
| 242 | 101.2665 |
|---|
| 243 | 101.1215 |
|---|
| 244 | 100.9981 |
|---|
| 245 | 100.955 |
|---|
| 246 | 100.9413 |
|---|
| 247 | 100.9303 |
|---|
| 248 | 101.0627 |
|---|
| 249 | 101.0005 |
|---|
| 250 | 101.1342 |
|---|
| 251 | 101.1557 |
|---|
| 252 | 101.1537 |
|---|
| 253 | 101.1292 |
|---|
| 254 | 101.1341 |
|---|
| 255 | 101.291 |
|---|
| 256 | 101.1806 |
|---|
| 257 | 101.0223 |
|---|
| 258 | 101.1732 |
|---|
| 259 | 101.1671 |
|---|
| 260 | 101.1199 |
|---|
| 261 | 101.1347 |
|---|
| 262 | 101.1257 |
|---|
| 263 | 101.0551 |
|---|
| 264 | 100.9385 |
|---|
| 265 | 100.9168 |
|---|
| 266 | 100.7641 |
|---|
| 267 | 100.6215 |
|---|
| 268 | 100.4733 |
|---|
| 269 | 100.2379 |
|---|
| 270 | 100.0716 |
|---|
| 271 | 100.1954 |
|---|
| 272 | 100.3535 |
|---|
| 273 | 100.3252 |
|---|
| 274 | 100.3109 |
|---|
| 275 | 100.1042 |
|---|
| 276 | 100.0742 |
|---|
| 277 | 100.2846 |
|---|
| 278 | 100.1202 |
|---|
| 279 | 100.0696 |
|---|
| 280 | 99.864 |
|---|
| 281 | 99.89 |
|---|
| 282 | 99.8743 |
|---|
| 283 | 100.0375 |
|---|
| 284 | 100.0913 |
|---|
| 285 | 99.844 |
|---|
| 286 | 99.8488 |
|---|
| 287 | 99.7801 |
|---|
| 288 | 99.7877 |
|---|
| 289 | 99.8423 |
|---|
| 290 | 99.8634 |
|---|
| 291 | 99.8978 |
|---|
| 292 | 99.9669 |
|---|
| 293 | 99.9676 |
|---|
| 294 | 99.9957 |
|---|
| 295 | 99.8559 |
|---|
| 296 | 99.8976 |
|---|
| 297 | 99.7954 |
|---|
| 298 | 99.8614 |
|---|
| 299 | 99.8294 |
|---|
| 300 | 99.6871 |
|---|
| 301 | 99.7363 |
|---|
| 302 | 99.6403 |
|---|
| 303 | 99.6443 |
|---|
| 304 | 99.4969 |
|---|
| 305 | 99.6113 |
|---|
| 306 | 99.5881 |
|---|
| 307 | 99.642 |
|---|
| 308 | 99.8923 |
|---|
| 309 | 99.8885 |
|---|
| 310 | 100.0435 |
|---|
| 311 | 99.9177 |
|---|
| 312 | 99.937 |
|---|
| 313 | 99.754 |
|---|
| 314 | 99.7307 |
|---|
| 315 | 99.8447 |
|---|
| 316 | 99.6246 |
|---|
| 317 | 99.6969 |
|---|
| 318 | 99.9081 |
|---|
| 319 | 99.7828 |
|---|
| 320 | 99.8514 |
|---|
| 321 | 99.8621 |
|---|
| 322 | 99.7956 |
|---|
| 323 | 99.6763 |
|---|
| 324 | 99.6731 |
|---|
| 325 | 99.4827 |
|---|
| 326 | 99.4994 |
|---|
| 327 | 99.5415 |
|---|
| 328 | 99.4976 |
|---|
| 329 | 99.6393 |
|---|
| 330 | 99.7787 |
|---|
| 331 | 99.7439 |
|---|
| 332 | 99.8963 |
|---|
| 333 | 99.8844 |
|---|
| 334 | 99.9626 |
|---|
| 335 | 99.9631 |
|---|
| 336 | 100.199 |
|---|
| 337 | 100.2232 |
|---|
| 338 | 100.2033 |
|---|
| 339 | 99.9921 |
|---|
| 340 | 100.1252 |
|---|
| 341 | 100.1008 |
|---|
| 342 | 100.2101 |
|---|
| 343 | 100.0272 |
|---|
| 344 | 100.003 |
|---|
| 345 | 100.0719 |
|---|
| 346 | 100.1132 |
|---|
| 347 | 100.3176 |
|---|
| 348 | 100.3715 |
|---|
| 349 | 100.175 |
|---|
| 350 | 100.0892 |
|---|
| 351 | 100.1201 |
|---|
| 352 | 100.1894 |
|---|
| 353 | 100.1771 |
|---|
| 354 | 100.2121 |
|---|
| 355 | 100.1738 |
|---|
| 356 | 100.3183 |
|---|
| 357 | 100.3508 |
|---|
| 358 | 100.3243 |
|---|
| 359 | 100.3571 |
|---|
| 360 | 100.3554 |
|---|
| 361 | 100.603 |
|---|
| 362 | 100.6081 |
|---|
| 363 | 100.6777 |
|---|
| 364 | 100.8563 |
|---|
| 365 | 100.8888 |
|---|
| 366 | 100.4866 |
|---|
| +0.55% |
| 2.45 |
| 53 |
| 11.07 → 21.07 | Long | 64.1% | +0.51% | 1.88 | 53 |