

Over 1991 to 2025 (35 years of data), GBPAUD has tended to move long between 23.07 and 03.08, closing higher in 74.3% of those years for an average +0.77% move and an annualized Sharpe of 2.27.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.6257 |
| 3 | 100.0399 |
| 4 | 99.9447 |
| 5 | 100.0786 |
| 6 | 100.1155 |
| 7 | 100.0725 |
| 8 | 100.0236 |
| 9 | 100.1022 |
| 10 | 100.0741 |
| 11 | 100.0918 |
| 12 | 99.9326 |
| 13 | 99.8832 |
| 14 | 99.9599 |
| 15 | 99.8099 |
| 16 | 99.9684 |
| 17 | 100.1275 |
| 18 | 100.3524 |
| 19 | 100.3357 |
| 20 | 100.1127 |
| 21 | 100.1235 |
| 22 | 99.9815 |
| 23 | 99.8011 |
| 24 | 99.8334 |
| 25 | 99.7643 |
| 26 | 99.8591 |
| 27 | 100.047 |
| 28 | 100.0445 |
| 29 | 99.9795 |
| 30 | 100.1563 |
| 31 | 100.001 |
| 32 | 99.9139 |
| 33 | 99.9719 |
| 34 | 99.9415 |
| 35 | 99.9971 |
| 36 | 99.9098 |
| 37 | 99.6763 |
| 38 | 99.4129 |
| 39 | 99.5102 |
| 40 | 99.3701 |
| 41 | 99.256 |
| 42 | 99.254 |
| 43 | 99.3882 |
| 44 | 99.7314 |
| 45 | 99.436 |
| 46 | 99.3739 |
| 47 | 99.2777 |
| 48 | 99.3383 |
| 49 | 99.3472 |
| 50 | 99.2251 |
| 51 | 99.0289 |
| 52 | 99.35 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 03.08 | Long | 74.3% | +0.77% | 2.27 | 35 |
| 24.07 → 03.08 | Long | 74.3% | +0.73% | 2.46 | 35 |
| 25.07 → 03.08 | Long | 74.3% | +0.66% | 2.50 | 35 |
| 25.07 → 05.08 | Long | 74.3% | +0.56% | 1.69 | 35 |
| 25.07 → 04.08 | Long | 74.3% | +0.44% | 1.47 | 35 |
| 21.07 → 03.08 | Long | 71.4% | +0.81% | 2.09 | 35 |
| 22.07 → 03.08 | Long | 71.4% |
| 53 |
|---|
| 99.302 |
| 54 | 99.274 |
|---|
| 55 | 99.36 |
|---|
| 56 | 99.1766 |
|---|
| 57 | 99.372 |
|---|
| 58 | 99.6476 |
|---|
| 59 | 99.6708 |
|---|
| 60 | 99.4325 |
|---|
| 61 | 99.2195 |
|---|
| 62 | 99.3391 |
|---|
| 63 | 98.9668 |
|---|
| 64 | 99.1953 |
|---|
| 65 | 99.2411 |
|---|
| 66 | 99.3578 |
|---|
| 67 | 99.4946 |
|---|
| 68 | 99.6111 |
|---|
| 69 | 99.3768 |
|---|
| 70 | 99.4421 |
|---|
| 71 | 99.3787 |
|---|
| 72 | 99.6533 |
|---|
| 73 | 99.5279 |
|---|
| 74 | 99.7147 |
|---|
| 75 | 99.4693 |
|---|
| 76 | 99.1007 |
|---|
| 77 | 99.2074 |
|---|
| 78 | 99.2964 |
|---|
| 79 | 99.6491 |
|---|
| 80 | 99.658 |
|---|
| 81 | 99.5614 |
|---|
| 82 | 99.604 |
|---|
| 83 | 99.6044 |
|---|
| 84 | 99.6043 |
|---|
| 85 | 99.6758 |
|---|
| 86 | 99.7015 |
|---|
| 87 | 99.6096 |
|---|
| 88 | 99.6672 |
|---|
| 89 | 99.694 |
|---|
| 90 | 99.7244 |
|---|
| 91 | 99.5753 |
|---|
| 92 | 99.7737 |
|---|
| 93 | 99.4721 |
|---|
| 94 | 100.0951 |
|---|
| 95 | 99.9476 |
|---|
| 96 | 100.4561 |
|---|
| 97 | 99.9888 |
|---|
| 98 | 100.3106 |
|---|
| 99 | 99.6866 |
|---|
| 100 | 99.7271 |
|---|
| 101 | 99.9101 |
|---|
| 102 | 99.7119 |
|---|
| 103 | 99.6852 |
|---|
| 104 | 99.8313 |
|---|
| 105 | 99.7376 |
|---|
| 106 | 99.6989 |
|---|
| 107 | 99.6807 |
|---|
| 108 | 99.7235 |
|---|
| 109 | 99.7951 |
|---|
| 110 | 99.5118 |
|---|
| 111 | 99.8308 |
|---|
| 112 | 99.806 |
|---|
| 113 | 99.7609 |
|---|
| 114 | 99.8922 |
|---|
| 115 | 99.9336 |
|---|
| 116 | 99.9676 |
|---|
| 117 | 99.7875 |
|---|
| 118 | 99.9105 |
|---|
| 119 | 100.427 |
|---|
| 120 | 100.2195 |
|---|
| 121 | 100.1782 |
|---|
| 122 | 99.6237 |
|---|
| 123 | 99.5974 |
|---|
| 124 | 99.1747 |
|---|
| 125 | 98.975 |
|---|
| 126 | 98.9585 |
|---|
| 127 | 99.1153 |
|---|
| 128 | 99.1124 |
|---|
| 129 | 99.5003 |
|---|
| 130 | 99.3964 |
|---|
| 131 | 99.3229 |
|---|
| 132 | 99.425 |
|---|
| 133 | 99.1356 |
|---|
| 134 | 99.1425 |
|---|
| 135 | 99.2845 |
|---|
| 136 | 99.2836 |
|---|
| 137 | 99.4408 |
|---|
| 138 | 99.4976 |
|---|
| 139 | 99.5031 |
|---|
| 140 | 99.6022 |
|---|
| 141 | 99.7102 |
|---|
| 142 | 99.8077 |
|---|
| 143 | 99.9712 |
|---|
| 144 | 100.0381 |
|---|
| 145 | 100.1634 |
|---|
| 146 | 100.2107 |
|---|
| 147 | 100.138 |
|---|
| 148 | 99.9895 |
|---|
| 149 | 99.9793 |
|---|
| 150 | 100.0212 |
|---|
| 151 | 100.0919 |
|---|
| 152 | 99.8321 |
|---|
| 153 | 99.4368 |
|---|
| 154 | 99.5791 |
|---|
| 155 | 99.5385 |
|---|
| 156 | 99.6871 |
|---|
| 157 | 99.5462 |
|---|
| 158 | 99.6002 |
|---|
| 159 | 99.8029 |
|---|
| 160 | 99.9855 |
|---|
| 161 | 99.8139 |
|---|
| 162 | 99.8054 |
|---|
| 163 | 99.752 |
|---|
| 164 | 99.8054 |
|---|
| 165 | 99.7783 |
|---|
| 166 | 99.4653 |
|---|
| 167 | 99.7437 |
|---|
| 168 | 99.6717 |
|---|
| 169 | 99.5043 |
|---|
| 170 | 99.5416 |
|---|
| 171 | 99.703 |
|---|
| 172 | 99.6749 |
|---|
| 173 | 100.0054 |
|---|
| 174 | 100.4393 |
|---|
| 175 | 100.3845 |
|---|
| 176 | 100.4712 |
|---|
| 177 | 100.5223 |
|---|
| 178 | 100.5226 |
|---|
| 179 | 100.5541 |
|---|
| 180 | 100.4988 |
|---|
| 181 | 100.271 |
|---|
| 182 | 100.5109 |
|---|
| 183 | 100.4445 |
|---|
| 184 | 100.4331 |
|---|
| 185 | 100.2727 |
|---|
| 186 | 100.31 |
|---|
| 187 | 100.4683 |
|---|
| 188 | 100.5038 |
|---|
| 189 | 100.3695 |
|---|
| 190 | 100.3944 |
|---|
| 191 | 100.2356 |
|---|
| 192 | 100.3941 |
|---|
| 193 | 100.1967 |
|---|
| 194 | 100.1997 |
|---|
| 195 | 100.1676 |
|---|
| 196 | 100.132 |
|---|
| 197 | 100.1801 |
|---|
| 198 | 100.4375 |
|---|
| 199 | 100.4618 |
|---|
| 200 | 100.2644 |
|---|
| 201 | 100.1162 |
|---|
| 202 | 100.2214 |
|---|
| 203 | 100.1874 |
|---|
| 204 | 100.3133 |
|---|
| 205 | 100.2227 |
|---|
| 206 | 100.2524 |
|---|
| 207 | 100.4031 |
|---|
| 208 | 100.3976 |
|---|
| 209 | 100.7138 |
|---|
| 210 | 100.7309 |
|---|
| 211 | 100.7647 |
|---|
| 212 | 100.5924 |
|---|
| 213 | 100.7953 |
|---|
| 214 | 101.0817 |
|---|
| 215 | 100.9524 |
|---|
| 216 | 100.9239 |
|---|
| 217 | 100.9266 |
|---|
| 218 | 100.879 |
|---|
| 219 | 100.8703 |
|---|
| 220 | 100.7109 |
|---|
| 221 | 100.6204 |
|---|
| 222 | 100.5642 |
|---|
| 223 | 100.5667 |
|---|
| 224 | 100.4455 |
|---|
| 225 | 100.4897 |
|---|
| 226 | 100.5898 |
|---|
| 227 | 100.917 |
|---|
| 228 | 101.1708 |
|---|
| 229 | 101.3544 |
|---|
| 230 | 101.186 |
|---|
| 231 | 101.2018 |
|---|
| 232 | 101.0942 |
|---|
| 233 | 101.1015 |
|---|
| 234 | 100.958 |
|---|
| 235 | 100.8829 |
|---|
| 236 | 100.7824 |
|---|
| 237 | 100.6098 |
|---|
| 238 | 100.6716 |
|---|
| 239 | 100.647 |
|---|
| 240 | 100.6552 |
|---|
| 241 | 100.3572 |
|---|
| 242 | 100.4335 |
|---|
| 243 | 100.3424 |
|---|
| 244 | 100.3489 |
|---|
| 245 | 100.0982 |
|---|
| 246 | 100.0729 |
|---|
| 247 | 100.3658 |
|---|
| 248 | 100.6596 |
|---|
| 249 | 100.6515 |
|---|
| 250 | 100.6818 |
|---|
| 251 | 100.5843 |
|---|
| 252 | 100.4683 |
|---|
| 253 | 100.3072 |
|---|
| 254 | 100.2439 |
|---|
| 255 | 100.0928 |
|---|
| 256 | 100.2282 |
|---|
| 257 | 100.1423 |
|---|
| 258 | 100.1471 |
|---|
| 259 | 100.0278 |
|---|
| 260 | 100.1038 |
|---|
| 261 | 99.9772 |
|---|
| 262 | 99.8929 |
|---|
| 263 | 99.8658 |
|---|
| 264 | 99.9847 |
|---|
| 265 | 99.7449 |
|---|
| 266 | 99.3427 |
|---|
| 267 | 99.2681 |
|---|
| 268 | 99.0678 |
|---|
| 269 | 99.3309 |
|---|
| 270 | 99.4245 |
|---|
| 271 | 99.1864 |
|---|
| 272 | 99.7168 |
|---|
| 273 | 99.9082 |
|---|
| 274 | 99.9276 |
|---|
| 275 | 99.8433 |
|---|
| 276 | 100.1022 |
|---|
| 277 | 100.1966 |
|---|
| 278 | 100.1012 |
|---|
| 279 | 100.0954 |
|---|
| 280 | 100.1445 |
|---|
| 281 | 100.1946 |
|---|
| 282 | 100.0318 |
|---|
| 283 | 100.6437 |
|---|
| 284 | 100.6241 |
|---|
| 285 | 100.7401 |
|---|
| 286 | 100.9779 |
|---|
| 287 | 101.1314 |
|---|
| 288 | 101.2306 |
|---|
| 289 | 101.5823 |
|---|
| 290 | 101.2517 |
|---|
| 291 | 101.1791 |
|---|
| 292 | 101.0989 |
|---|
| 293 | 101.0969 |
|---|
| 294 | 100.8732 |
|---|
| 295 | 100.9081 |
|---|
| 296 | 100.9216 |
|---|
| 297 | 100.796 |
|---|
| 298 | 101.0849 |
|---|
| 299 | 101.0074 |
|---|
| 300 | 100.9345 |
|---|
| 301 | 100.9565 |
|---|
| 302 | 100.9211 |
|---|
| 303 | 101.0654 |
|---|
| 304 | 100.7858 |
|---|
| 305 | 100.5345 |
|---|
| 306 | 100.6033 |
|---|
| 307 | 100.4538 |
|---|
| 308 | 100.1868 |
|---|
| 309 | 100.1596 |
|---|
| 310 | 100.3999 |
|---|
| 311 | 100.68 |
|---|
| 312 | 100.5317 |
|---|
| 313 | 100.6021 |
|---|
| 314 | 100.5903 |
|---|
| 315 | 100.5054 |
|---|
| 316 | 100.3982 |
|---|
| 317 | 100.4124 |
|---|
| 318 | 100.3774 |
|---|
| 319 | 100.2642 |
|---|
| 320 | 100.4252 |
|---|
| 321 | 100.5329 |
|---|
| 322 | 100.5716 |
|---|
| 323 | 100.4711 |
|---|
| 324 | 100.4356 |
|---|
| 325 | 100.6532 |
|---|
| 326 | 100.4957 |
|---|
| 327 | 100.454 |
|---|
| 328 | 100.4935 |
|---|
| 329 | 100.5199 |
|---|
| 330 | 100.6354 |
|---|
| 331 | 100.6621 |
|---|
| 332 | 100.7121 |
|---|
| 333 | 100.6793 |
|---|
| 334 | 100.5218 |
|---|
| 335 | 100.6918 |
|---|
| 336 | 100.7003 |
|---|
| 337 | 100.7996 |
|---|
| 338 | 100.7815 |
|---|
| 339 | 101.1708 |
|---|
| 340 | 101.0815 |
|---|
| 341 | 101.2226 |
|---|
| 342 | 101.1239 |
|---|
| 343 | 100.9954 |
|---|
| 344 | 100.9067 |
|---|
| 345 | 101.2644 |
|---|
| 346 | 101.3594 |
|---|
| 347 | 100.8939 |
|---|
| 348 | 101.0536 |
|---|
| 349 | 101.0223 |
|---|
| 350 | 101.0838 |
|---|
| 351 | 101.1739 |
|---|
| 352 | 101.2878 |
|---|
| 353 | 101.3854 |
|---|
| 354 | 101.2095 |
|---|
| 355 | 100.8881 |
|---|
| 356 | 100.9407 |
|---|
| 357 | 100.7509 |
|---|
| 358 | 100.6965 |
|---|
| 359 | 100.7793 |
|---|
| 360 | 100.6279 |
|---|
| 361 | 100.6544 |
|---|
| 362 | 100.7069 |
|---|
| 363 | 100.8112 |
|---|
| 364 | 100.6344 |
|---|
| 365 | 100.6832 |
|---|
| 366 | 100.8793 |
|---|
| +0.81% |
| 2.13 |
| 35 |
| 22.07 → 05.08 | Long | 71.4% | +0.71% | 1.60 | 35 |