

Over 1991 to 2025 (35 years of data), GBPAUD has tended to move long between 11.07 and 04.09, closing higher in 71.4% of those years for an average +1.10% move and an annualized Sharpe of 0.62.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.5591 |
| 3 | 99.449 |
| 4 | 99.3867 |
| 5 | 99.334 |
| 6 | 99.3178 |
| 7 | 99.5184 |
| 8 | 99.4194 |
| 9 | 99.3834 |
| 10 | 99.2717 |
| 11 | 99.2893 |
| 12 | 99.2957 |
| 13 | 99.2094 |
| 14 | 99.3446 |
| 15 | 99.3935 |
| 16 | 99.435 |
| 17 | 99.6013 |
| 18 | 99.5213 |
| 19 | 99.4317 |
| 20 | 99.4245 |
| 21 | 99.5066 |
| 22 | 99.6315 |
| 23 | 99.7117 |
| 24 | 99.8586 |
| 25 | 99.8534 |
| 26 | 99.8636 |
| 27 | 100.0497 |
| 28 | 99.9929 |
| 29 | 100.2515 |
| 30 | 100.4935 |
| 31 | 100.4866 |
| 32 | 100.3502 |
| 33 | 100.3159 |
| 34 | 100.1701 |
| 35 | 100.1685 |
| 36 | 100.0732 |
| 37 | 99.9988 |
| 38 | 99.9703 |
| 39 | 100.0255 |
| 40 | 99.9442 |
| 41 | 99.9085 |
| 42 | 99.7208 |
| 43 | 99.8518 |
| 44 | 99.8907 |
| 45 | 99.8288 |
| 46 | 99.8019 |
| 47 | 99.6574 |
| 48 | 99.6337 |
| 49 | 99.6353 |
| 50 | 99.4717 |
| 51 | 99.529 |
| 52 | 99.6299 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 04.09 | Long | 71.4% | +1.10% | 0.62 | 35 |
| 12.07 → 04.09 | Long | 71.4% | +1.02% | 0.61 | 35 |
| 13.07 → 04.09 | Long | 71.4% | +0.99% | 0.62 | 35 |
| 11.07 → 05.09 | Long | 71.4% | +0.98% | 0.55 | 35 |
| 10.07 → 03.09 | Long | 71.4% | +0.93% | 0.52 | 35 |
| 12.07 → 05.09 | Long | 71.4% | +0.90% | 0.54 | 35 |
| 13.07 → 05.09 | Long | 71.4% |
| 53 |
|---|
| 99.5167 |
| 54 | 99.6755 |
|---|
| 55 | 99.4876 |
|---|
| 56 | 99.3692 |
|---|
| 57 | 99.527 |
|---|
| 58 | 99.6434 |
|---|
| 59 | 99.5763 |
|---|
| 60 | 99.5181 |
|---|
| 61 | 99.5028 |
|---|
| 62 | 99.306 |
|---|
| 63 | 99.2296 |
|---|
| 64 | 99.3797 |
|---|
| 65 | 99.3546 |
|---|
| 66 | 99.4099 |
|---|
| 67 | 99.4028 |
|---|
| 68 | 99.4474 |
|---|
| 69 | 99.2596 |
|---|
| 70 | 99.4758 |
|---|
| 71 | 99.2959 |
|---|
| 72 | 99.5044 |
|---|
| 73 | 99.3996 |
|---|
| 74 | 99.4656 |
|---|
| 75 | 99.5589 |
|---|
| 76 | 99.4142 |
|---|
| 77 | 99.3609 |
|---|
| 78 | 99.3125 |
|---|
| 79 | 99.2824 |
|---|
| 80 | 99.4463 |
|---|
| 81 | 99.5603 |
|---|
| 82 | 99.4636 |
|---|
| 83 | 99.3588 |
|---|
| 84 | 99.2262 |
|---|
| 85 | 99.2252 |
|---|
| 86 | 99.2845 |
|---|
| 87 | 99.3125 |
|---|
| 88 | 99.195 |
|---|
| 89 | 99.3726 |
|---|
| 90 | 99.4143 |
|---|
| 91 | 99.4035 |
|---|
| 92 | 99.4377 |
|---|
| 93 | 99.4464 |
|---|
| 94 | 99.5122 |
|---|
| 95 | 99.5616 |
|---|
| 96 | 99.5522 |
|---|
| 97 | 99.3322 |
|---|
| 98 | 99.2598 |
|---|
| 99 | 98.9882 |
|---|
| 100 | 98.7895 |
|---|
| 101 | 98.8194 |
|---|
| 102 | 98.7142 |
|---|
| 103 | 98.6989 |
|---|
| 104 | 98.7833 |
|---|
| 105 | 98.8812 |
|---|
| 106 | 98.8912 |
|---|
| 107 | 98.7936 |
|---|
| 108 | 98.9663 |
|---|
| 109 | 98.9826 |
|---|
| 110 | 99.0063 |
|---|
| 111 | 99.0088 |
|---|
| 112 | 98.9094 |
|---|
| 113 | 99.0559 |
|---|
| 114 | 99.0177 |
|---|
| 115 | 99.1628 |
|---|
| 116 | 99.1618 |
|---|
| 117 | 99.2691 |
|---|
| 118 | 99.249 |
|---|
| 119 | 99.3066 |
|---|
| 120 | 99.2835 |
|---|
| 121 | 99.3515 |
|---|
| 122 | 99.2283 |
|---|
| 123 | 99.2327 |
|---|
| 124 | 99.3213 |
|---|
| 125 | 99.332 |
|---|
| 126 | 99.1677 |
|---|
| 127 | 99.2564 |
|---|
| 128 | 99.181 |
|---|
| 129 | 99.1474 |
|---|
| 130 | 99.0619 |
|---|
| 131 | 99.2167 |
|---|
| 132 | 99.2629 |
|---|
| 133 | 99.1231 |
|---|
| 134 | 99.2198 |
|---|
| 135 | 99.424 |
|---|
| 136 | 99.306 |
|---|
| 137 | 99.3479 |
|---|
| 138 | 99.2729 |
|---|
| 139 | 99.4655 |
|---|
| 140 | 99.6993 |
|---|
| 141 | 99.6449 |
|---|
| 142 | 99.6218 |
|---|
| 143 | 99.7487 |
|---|
| 144 | 99.6876 |
|---|
| 145 | 99.7827 |
|---|
| 146 | 99.7702 |
|---|
| 147 | 99.6898 |
|---|
| 148 | 99.6088 |
|---|
| 149 | 99.6205 |
|---|
| 150 | 99.6225 |
|---|
| 151 | 99.7302 |
|---|
| 152 | 99.6908 |
|---|
| 153 | 99.4686 |
|---|
| 154 | 99.4045 |
|---|
| 155 | 99.427 |
|---|
| 156 | 99.4407 |
|---|
| 157 | 99.2734 |
|---|
| 158 | 99.2913 |
|---|
| 159 | 99.0471 |
|---|
| 160 | 98.9859 |
|---|
| 161 | 99.1402 |
|---|
| 162 | 99.0015 |
|---|
| 163 | 99.0971 |
|---|
| 164 | 99.1122 |
|---|
| 165 | 99.232 |
|---|
| 166 | 99.2394 |
|---|
| 167 | 99.3176 |
|---|
| 168 | 99.5039 |
|---|
| 169 | 99.447 |
|---|
| 170 | 99.4361 |
|---|
| 171 | 99.4632 |
|---|
| 172 | 99.5128 |
|---|
| 173 | 99.6334 |
|---|
| 174 | 99.6163 |
|---|
| 175 | 99.5547 |
|---|
| 176 | 99.2824 |
|---|
| 177 | 99.3833 |
|---|
| 178 | 99.3798 |
|---|
| 179 | 99.4354 |
|---|
| 180 | 99.416 |
|---|
| 181 | 99.2771 |
|---|
| 182 | 99.2814 |
|---|
| 183 | 99.2602 |
|---|
| 184 | 99.2101 |
|---|
| 185 | 99.1539 |
|---|
| 186 | 99.1574 |
|---|
| 187 | 99.119 |
|---|
| 188 | 98.8818 |
|---|
| 189 | 98.923 |
|---|
| 190 | 98.8022 |
|---|
| 191 | 98.9894 |
|---|
| 192 | 99.0991 |
|---|
| 193 | 98.9795 |
|---|
| 194 | 99.0435 |
|---|
| 195 | 98.8521 |
|---|
| 196 | 99.0492 |
|---|
| 197 | 98.9268 |
|---|
| 198 | 99.0427 |
|---|
| 199 | 98.9744 |
|---|
| 200 | 98.8752 |
|---|
| 201 | 98.7819 |
|---|
| 202 | 98.8385 |
|---|
| 203 | 98.8176 |
|---|
| 204 | 98.8089 |
|---|
| 205 | 98.889 |
|---|
| 206 | 99.0018 |
|---|
| 207 | 99.0317 |
|---|
| 208 | 99.1203 |
|---|
| 209 | 99.2363 |
|---|
| 210 | 99.2388 |
|---|
| 211 | 99.2951 |
|---|
| 212 | 99.3194 |
|---|
| 213 | 99.3734 |
|---|
| 214 | 99.6092 |
|---|
| 215 | 99.6764 |
|---|
| 216 | 99.675 |
|---|
| 217 | 99.7639 |
|---|
| 218 | 99.5046 |
|---|
| 219 | 99.4327 |
|---|
| 220 | 99.4264 |
|---|
| 221 | 99.3424 |
|---|
| 222 | 99.2832 |
|---|
| 223 | 99.3143 |
|---|
| 224 | 99.2708 |
|---|
| 225 | 99.2343 |
|---|
| 226 | 99.3094 |
|---|
| 227 | 99.3692 |
|---|
| 228 | 99.4902 |
|---|
| 229 | 99.4278 |
|---|
| 230 | 99.5793 |
|---|
| 231 | 99.6681 |
|---|
| 232 | 99.5529 |
|---|
| 233 | 99.6087 |
|---|
| 234 | 99.5826 |
|---|
| 235 | 99.526 |
|---|
| 236 | 99.5475 |
|---|
| 237 | 99.5624 |
|---|
| 238 | 99.4852 |
|---|
| 239 | 99.421 |
|---|
| 240 | 99.4368 |
|---|
| 241 | 99.3819 |
|---|
| 242 | 99.4938 |
|---|
| 243 | 99.5143 |
|---|
| 244 | 99.4767 |
|---|
| 245 | 99.4295 |
|---|
| 246 | 99.4557 |
|---|
| 247 | 99.4906 |
|---|
| 248 | 99.7287 |
|---|
| 249 | 99.5087 |
|---|
| 250 | 99.5176 |
|---|
| 251 | 99.4019 |
|---|
| 252 | 99.4351 |
|---|
| 253 | 99.6111 |
|---|
| 254 | 99.5355 |
|---|
| 255 | 99.4962 |
|---|
| 256 | 99.5702 |
|---|
| 257 | 99.5546 |
|---|
| 258 | 99.5404 |
|---|
| 259 | 99.5281 |
|---|
| 260 | 99.7083 |
|---|
| 261 | 99.8277 |
|---|
| 262 | 99.7736 |
|---|
| 263 | 99.5614 |
|---|
| 264 | 99.6711 |
|---|
| 265 | 99.6686 |
|---|
| 266 | 99.6886 |
|---|
| 267 | 99.6678 |
|---|
| 268 | 99.5848 |
|---|
| 269 | 99.7027 |
|---|
| 270 | 99.7703 |
|---|
| 271 | 99.6426 |
|---|
| 272 | 99.6696 |
|---|
| 273 | 99.7199 |
|---|
| 274 | 99.5976 |
|---|
| 275 | 99.5481 |
|---|
| 276 | 99.7682 |
|---|
| 277 | 99.6707 |
|---|
| 278 | 99.5761 |
|---|
| 279 | 99.4172 |
|---|
| 280 | 99.3943 |
|---|
| 281 | 99.389 |
|---|
| 282 | 99.3846 |
|---|
| 283 | 99.3765 |
|---|
| 284 | 99.485 |
|---|
| 285 | 99.333 |
|---|
| 286 | 99.2637 |
|---|
| 287 | 99.1469 |
|---|
| 288 | 99.2593 |
|---|
| 289 | 99.6751 |
|---|
| 290 | 99.4885 |
|---|
| 291 | 99.3179 |
|---|
| 292 | 99.2642 |
|---|
| 293 | 99.2681 |
|---|
| 294 | 99.1969 |
|---|
| 295 | 99.1331 |
|---|
| 296 | 99.0668 |
|---|
| 297 | 98.9127 |
|---|
| 298 | 99.2533 |
|---|
| 299 | 99.2357 |
|---|
| 300 | 99.1428 |
|---|
| 301 | 99.3233 |
|---|
| 302 | 99.2223 |
|---|
| 303 | 99.201 |
|---|
| 304 | 99.2677 |
|---|
| 305 | 99.1867 |
|---|
| 306 | 99.0547 |
|---|
| 307 | 99.0753 |
|---|
| 308 | 98.8651 |
|---|
| 309 | 98.6821 |
|---|
| 310 | 98.6541 |
|---|
| 311 | 98.7894 |
|---|
| 312 | 98.699 |
|---|
| 313 | 98.8313 |
|---|
| 314 | 98.8687 |
|---|
| 315 | 98.959 |
|---|
| 316 | 98.9773 |
|---|
| 317 | 98.8631 |
|---|
| 318 | 98.637 |
|---|
| 319 | 98.5701 |
|---|
| 320 | 98.5186 |
|---|
| 321 | 98.7547 |
|---|
| 322 | 98.7887 |
|---|
| 323 | 98.8236 |
|---|
| 324 | 98.905 |
|---|
| 325 | 99.1731 |
|---|
| 326 | 99.1176 |
|---|
| 327 | 99.0433 |
|---|
| 328 | 99.0396 |
|---|
| 329 | 99.0157 |
|---|
| 330 | 99.3074 |
|---|
| 331 | 99.2327 |
|---|
| 332 | 99.1953 |
|---|
| 333 | 99.1324 |
|---|
| 334 | 99.1241 |
|---|
| 335 | 99.2285 |
|---|
| 336 | 99.0944 |
|---|
| 337 | 99.2156 |
|---|
| 338 | 99.2844 |
|---|
| 339 | 99.2774 |
|---|
| 340 | 99.2481 |
|---|
| 341 | 99.3969 |
|---|
| 342 | 99.3891 |
|---|
| 343 | 99.4655 |
|---|
| 344 | 99.3035 |
|---|
| 345 | 99.4468 |
|---|
| 346 | 99.5479 |
|---|
| 347 | 99.4207 |
|---|
| 348 | 99.4829 |
|---|
| 349 | 99.4877 |
|---|
| 350 | 99.647 |
|---|
| 351 | 99.835 |
|---|
| 352 | 99.759 |
|---|
| 353 | 99.7681 |
|---|
| 354 | 99.7022 |
|---|
| 355 | 99.4985 |
|---|
| 356 | 99.3949 |
|---|
| 357 | 99.1818 |
|---|
| 358 | 99.1767 |
|---|
| 359 | 99.1935 |
|---|
| 360 | 99.2232 |
|---|
| 361 | 99.2324 |
|---|
| 362 | 99.0813 |
|---|
| 363 | 98.9415 |
|---|
| 364 | 98.7506 |
|---|
| 365 | 98.8491 |
|---|
| 366 | 98.7699 |
|---|
| +0.88% |
| 0.55 |
| 35 |
| 13.07 → 03.09 | Long | 71.4% | +0.76% | 0.49 | 35 |