

Forex currencies
Over 1990 to 2025 (36 years of data), GBPCAD has tended to move long between 16.09 and 09.11, closing higher in 72.2% of those years for an average +0.04% move and an annualized Sharpe of 0.02.
Best window
16.09 - 09.11
Direction
Long
Win rate
72.2%
Avg return
+0.04%
Sample
36 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.09 → 09.11 | Long | 72.2% | +0.04% | 0.02 | 36 |
| 16.09 → 07.11 | Long | 72.2% | +0.03% | 0.01 | 36 |
| 16.09 → 08.11 | Long | 72.2% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8467 |
| 3 | 100.1343 |
| 4 | 99.9884 |
| 5 | 100.1057 |
| 6 | 100.1378 |
| 7 | 100.0258 |
| 8 | 99.9076 |
| 9 | 99.924 |
| 10 | 99.8699 |
| 11 | 99.9234 |
| 12 | 100.0517 |
| 13 | 100.0111 |
| 14 | 99.951 |
| 15 | 99.8913 |
| 16 | 99.9165 |
| 17 | 100.0493 |
| 18 | 100.2097 |
| 19 | 100.2074 |
| 20 | 99.9806 |
| 21 | 100.1689 |
| 22 | 100.3462 |
| 23 | 100.3557 |
| 24 | 100.5499 |
| 25 | 100.6443 |
| 26 | 100.5934 |
| 27 | 100.7041 |
| 28 | 100.7335 |
| 29 | 100.5271 |
| 30 | 100.5901 |
| 31 | 100.4873 |
| 32 | 100.701 |
| 33 | 100.5332 |
| 34 | 100.2685 |
| 35 | 100.2958 |
| 36 | 100.1491 |
| 37 | 100.1492 |
| 38 | 99.9628 |
| 39 | 100.0767 |
| 40 | 100.133 |
| 41 | 99.9308 |
| 42 | 100.0023 |
| 43 | 100.0936 |
| 44 | 100.3703 |
| 45 | 100.3267 |
| 46 | 100.1381 |
| 47 | 100.2618 |
| 48 | 100.3464 |
| 49 | 100.468 |
| 50 | 100.3682 |
| 51 | 100.4799 |
| 52 | 100.6845 |
| 53 | 100.7315 |
| 54 | 100.6843 |
| 55 | 100.5051 |
| 56 | 100.5267 |
| 57 | 100.5685 |
| 58 | 100.7133 |
| 59 | 100.75 |
| 60 | 100.3956 |
| 61 | 100.3312 |
| 62 | 100.57 |
| 63 | 100.4649 |
| 64 | 100.4918 |
| 65 | 100.3718 |
| 66 | 100.3198 |
| 67 | 100.4476 |
| 68 | 100.8879 |
| 69 | 100.8594 |
| 70 | 100.7859 |
| 71 | 100.4988 |
| 72 | 100.6017 |
| 73 | 100.4584 |
| 74 | 100.4264 |
| 75 | 100.4439 |
| 76 | 100.5573 |
| 77 | 100.5754 |
| 78 | 100.7325 |
| 79 | 100.6408 |
| 80 | 100.5501 |
| 81 | 100.6446 |
| 82 | 100.6221 |
| 83 | 100.4441 |
| 84 | 100.4566 |
| 85 | 100.4452 |
| 86 | 100.4766 |
| 87 | 100.4025 |
| 88 | 100.2186 |
| 89 | 100.2421 |
| 90 | 100.2965 |
| 91 | 100.2475 |
| 92 | 100.1572 |
| 93 | 100.1682 |
| 94 | 100.1928 |
| 95 | 100.1729 |
| 96 | 100.3722 |
| 97 | 100.2203 |
| 98 | 100.164 |
| 99 | 99.9849 |
| 100 | 100.0645 |
| 101 | 100.115 |
| 102 | 100.215 |
| 103 | 100.1912 |
| 104 | 100.2368 |
| 105 | 100.3666 |
| 106 | 100.1907 |
| 107 | 100.2087 |
| 108 | 100.1783 |
| 109 | 100.4594 |
| 110 | 100.3398 |
| 111 | 100.4247 |
| 112 | 100.1036 |
| 113 | 100.0568 |
| 114 | 100.3206 |
| 115 | 100.2526 |
| 116 | 100.1394 |
| 117 | 100.0595 |
| 118 | 100.0744 |
| 119 | 100.1584 |
| 120 | 99.9726 |
| 121 | 99.9022 |
| 122 | 99.8428 |
| 123 | 99.9761 |
| 124 | 99.9263 |
| 125 | 99.6143 |
| 126 | 99.5837 |
| 127 | 99.6412 |
| 128 | 99.7671 |
| 129 | 100.0457 |
| 130 | 100.0604 |
| 131 | 99.8868 |
| 132 | 99.6816 |
| 133 | 99.7628 |
| 134 | 99.6281 |
| 135 | 99.5953 |
| 136 | 99.6442 |
| 137 | 99.7756 |
| 138 | 99.8743 |
| 139 | 100.0135 |
| 140 | 100.0961 |
| 141 | 100.0925 |
| 142 | 100.1417 |
| 143 | 100.2313 |
| 144 | 100.3378 |
| 145 | 100.4005 |
| 146 | 100.4302 |
| 147 | 100.4204 |
| 148 | 100.3005 |
| 149 | 100.3617 |
| 150 | 100.2465 |
| 151 | 100.2069 |
| 152 | 99.982 |
| 153 | 99.9178 |
| 154 | 99.8374 |
| 155 | 99.9217 |
| 156 | 99.9075 |
| 157 | 99.8936 |
| 158 | 99.9096 |
| 159 | 100.0635 |
| 160 | 100.2285 |
| 161 | 100.0156 |
| 162 | 100.194 |
| 163 | 100.1205 |
| 164 | 100.0698 |
| 165 | 100.0317 |
| 166 | 100.0637 |
| 167 | 100.4687 |
| 168 | 100.354 |
| 169 | 100.2898 |
| 170 | 100.3446 |
| 171 | 100.35 |
| 172 | 100.1544 |
| 173 | 100.0934 |
| 174 | 100.2726 |
| 175 | 100.1833 |
| 176 | 100.1716 |
| 177 | 100.1339 |
| 178 | 100.2 |
| 179 | 100.0893 |
| 180 | 100.0988 |
| 181 | 100.1249 |
| 182 | 100.1354 |
| 183 | 99.9981 |
| 184 | 100.0136 |
| 185 | 100.0218 |
| 186 | 100.1233 |
| 187 | 100.4746 |
| 188 | 100.6175 |
| 189 | 100.5818 |
| 190 | 100.6332 |
| 191 | 100.5631 |
| 192 | 100.494 |
| 193 | 100.6253 |
| 194 | 100.7407 |
| 195 | 100.9259 |
| 196 | 100.8701 |
| 197 | 100.8567 |
| 198 | 100.9105 |
| 199 | 100.8725 |
| 200 | 100.6934 |
| 201 | 100.4422 |
| 202 | 100.4963 |
| 203 | 100.571 |
| 204 | 100.6659 |
| 205 | 100.4948 |
| 206 | 100.6469 |
| 207 | 100.7236 |
| 208 | 100.8504 |
| 209 | 100.8273 |
| 210 | 100.8316 |
| 211 | 100.746 |
| 212 | 100.5996 |
| 213 | 100.7715 |
| 214 | 100.6311 |
| 215 | 100.7573 |
| 216 | 100.8624 |
| 217 | 100.8069 |
| 218 | 100.7356 |
| 219 | 100.7299 |
| 220 | 100.6701 |
| 221 | 100.6936 |
| 222 | 100.6191 |
| 223 | 100.6484 |
| 224 | 100.5995 |
| 225 | 100.7594 |
| 226 | 100.8677 |
| 227 | 100.9926 |
| 228 | 101.1729 |
| 229 | 101.2263 |
| 230 | 101.0688 |
| 231 | 101.1187 |
| 232 | 101.0728 |
| 233 | 101.1197 |
| 234 | 101.1544 |
| 235 | 101.0076 |
| 236 | 100.8241 |
| 237 | 100.8386 |
| 238 | 100.8787 |
| 239 | 100.7682 |
| 240 | 100.787 |
| 241 | 100.6719 |
| 242 | 100.7365 |
| 243 | 100.5808 |
| 244 | 100.5966 |
| 245 | 100.3463 |
| 246 | 100.4462 |
| 247 | 100.5186 |
| 248 | 100.7132 |
| 249 | 100.5817 |
| 250 | 100.691 |
| 251 | 100.6343 |
| 252 | 100.7113 |
| 253 | 100.7087 |
| 254 | 100.8207 |
| 255 | 100.6968 |
| 256 | 100.737 |
| 257 | 100.6354 |
| 258 | 100.5303 |
| 259 | 100.5563 |
| 260 | 100.7189 |
| 261 | 100.5578 |
| 262 | 100.4479 |
| 263 | 100.4684 |
| 264 | 100.4502 |
| 265 | 100.4 |
| 266 | 99.8968 |
| 267 | 99.8003 |
| 268 | 99.5089 |
| 269 | 99.638 |
| 270 | 99.6728 |
| 271 | 99.6793 |
| 272 | 100.3184 |
| 273 | 100.4745 |
| 274 | 100.5751 |
| 275 | 100.2851 |
| 276 | 100.4564 |
| 277 | 100.4782 |
| 278 | 100.4732 |
| 279 | 100.3744 |
| 280 | 100.179 |
| 281 | 100.0211 |
| 282 | 99.9459 |
| 283 | 100.163 |
| 284 | 100.0313 |
| 285 | 100.2036 |
| 286 | 100.4465 |
| 287 | 100.315 |
| 288 | 100.5435 |
| 289 | 100.6771 |
| 290 | 100.5265 |
| 291 | 100.5953 |
| 292 | 100.544 |
| 293 | 100.5996 |
| 294 | 100.4837 |
| 295 | 100.3187 |
| 296 | 100.445 |
| 297 | 100.3461 |
| 298 | 100.5708 |
| 299 | 100.8787 |
| 300 | 100.7805 |
| 301 | 100.8141 |
| 302 | 100.6121 |
| 303 | 100.7047 |
| 304 | 100.5015 |
| 305 | 100.439 |
| 306 | 100.3474 |
| 307 | 100.3187 |
| 308 | 100.0901 |
| 309 | 100.0841 |
| 310 | 100.2208 |
| 311 | 100.3319 |
| 312 | 100.4252 |
| 313 | 100.1649 |
| 314 | 100.2977 |
| 315 | 100.4296 |
| 316 | 100.3492 |
| 317 | 100.3055 |
| 318 | 100.5053 |
| 319 | 100.4895 |
| 320 | 100.7313 |
| 321 | 100.8231 |
| 322 | 100.8497 |
| 323 | 100.7863 |
| 324 | 100.8884 |
| 325 | 100.9066 |
| 326 | 100.7565 |
| 327 | 100.9032 |
| 328 | 100.9056 |
| 329 | 100.9849 |
| 330 | 101.319 |
| 331 | 101.3188 |
| 332 | 101.3055 |
| 333 | 101.4009 |
| 334 | 101.3027 |
| 335 | 101.6373 |
| 336 | 101.7198 |
| 337 | 101.7858 |
| 338 | 101.7455 |
| 339 | 101.6372 |
| 340 | 101.5586 |
| 341 | 101.699 |
| 342 | 101.5765 |
| 343 | 101.7231 |
| 344 | 101.8799 |
| 345 | 101.8899 |
| 346 | 101.8244 |
| 347 | 101.8471 |
| 348 | 102.0345 |
| 349 | 101.7122 |
| 350 | 101.7373 |
| 351 | 101.8307 |
| 352 | 101.9675 |
| 353 | 101.9371 |
| 354 | 101.6968 |
| 355 | 101.6312 |
| 356 | 101.6704 |
| 357 | 101.6362 |
| 358 | 101.5122 |
| 359 | 101.5327 |
| 360 | 101.4803 |
| 361 | 101.5268 |
| 362 | 101.6736 |
| 363 | 101.7499 |
| 364 | 101.6872 |
| 365 | 101.509 |
| 366 | 101.4374 |
| +0.01% |
| 0.01 |
| 36 |
| 17.09 → 09.11 | Long | 69.4% | +0.20% | 0.12 | 36 |
| 17.09 → 07.11 | Long | 69.4% | +0.18% | 0.12 | 36 |
| 17.09 → 08.11 | Long | 69.4% | +0.17% | 0.11 | 36 |
| 16.09 → 06.11 | Long | 69.4% | -0.10% | -0.06 | 36 |
| 17.09 → 31.10 | Long | 66.7% | +0.26% | 0.19 | 36 |