

Over 1990 to 2025 (36 years of data), GBPCAD has tended to move long between 07.07 and 04.08, closing higher in 71.4% of those years for an average +1.12% move and an annualized Sharpe of 1.29.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.816 |
| 3 | 100.1515 |
| 4 | 100.0468 |
| 5 | 100.2703 |
| 6 | 100.332 |
| 7 | 100.2465 |
| 8 | 100.1129 |
| 9 | 100.1327 |
| 10 | 100.0669 |
| 11 | 100.0516 |
| 12 | 100.0979 |
| 13 | 100.0938 |
| 14 | 100.0485 |
| 15 | 99.9877 |
| 16 | 100.0179 |
| 17 | 100.1357 |
| 18 | 100.3458 |
| 19 | 100.296 |
| 20 | 100.1374 |
| 21 | 100.2406 |
| 22 | 100.3942 |
| 23 | 100.4056 |
| 24 | 100.6386 |
| 25 | 100.7469 |
| 26 | 100.6625 |
| 27 | 100.7011 |
| 28 | 100.6381 |
| 29 | 100.5172 |
| 30 | 100.5928 |
| 31 | 100.429 |
| 32 | 100.6406 |
| 33 | 100.5619 |
| 34 | 100.2618 |
| 35 | 100.1977 |
| 36 | 100.042 |
| 37 | 100.0421 |
| 38 | 99.805 |
| 39 | 99.9631 |
| 40 | 99.9933 |
| 41 | 99.7306 |
| 42 | 99.8401 |
| 43 | 99.8981 |
| 44 | 100.2296 |
| 45 | 100.1635 |
| 46 | 99.9558 |
| 47 | 100.0245 |
| 48 | 100.1729 |
| 49 | 100.2026 |
| 50 | 100.1342 |
| 51 | 100.2679 |
| 52 | 100.5036 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.08 | Long | 71.4% | +1.12% | 1.29 | 35 |
| 07.07 → 05.08 | Long | 71.4% | +0.98% | 1.15 | 35 |
| 07.07 → 06.08 | Long | 71.4% | +0.98% | 1.11 | 35 |
| 08.07 → 27.07 | Long | 71.4% | +0.70% | 1.22 | 35 |
| 09.07 → 13.07 | Long | 71.4% | +0.34% | 2.84 | 35 |
| 09.07 → 04.08 | Long | 68.6% | +1.12% | 1.38 | 35 |
| 08.07 → 04.08 | Long | 68.6% |
| 53 |
|---|
| 100.4854 |
| 54 | 100.3819 |
|---|
| 55 | 100.2598 |
|---|
| 56 | 100.3275 |
|---|
| 57 | 100.304 |
|---|
| 58 | 100.4774 |
|---|
| 59 | 100.5058 |
|---|
| 60 | 100.2348 |
|---|
| 61 | 100.1291 |
|---|
| 62 | 100.401 |
|---|
| 63 | 100.3077 |
|---|
| 64 | 100.4633 |
|---|
| 65 | 100.3193 |
|---|
| 66 | 100.2707 |
|---|
| 67 | 100.4242 |
|---|
| 68 | 100.877 |
|---|
| 69 | 100.8205 |
|---|
| 70 | 100.7848 |
|---|
| 71 | 100.6435 |
|---|
| 72 | 100.7673 |
|---|
| 73 | 100.5836 |
|---|
| 74 | 100.5769 |
|---|
| 75 | 100.6477 |
|---|
| 76 | 100.7678 |
|---|
| 77 | 100.6936 |
|---|
| 78 | 100.9618 |
|---|
| 79 | 100.8516 |
|---|
| 80 | 100.7448 |
|---|
| 81 | 100.8256 |
|---|
| 82 | 100.8769 |
|---|
| 83 | 100.7412 |
|---|
| 84 | 100.6299 |
|---|
| 85 | 100.6039 |
|---|
| 86 | 100.6416 |
|---|
| 87 | 100.5328 |
|---|
| 88 | 100.327 |
|---|
| 89 | 100.3469 |
|---|
| 90 | 100.4449 |
|---|
| 91 | 100.3438 |
|---|
| 92 | 100.2112 |
|---|
| 93 | 100.2245 |
|---|
| 94 | 100.2556 |
|---|
| 95 | 100.1836 |
|---|
| 96 | 100.459 |
|---|
| 97 | 100.3397 |
|---|
| 98 | 100.3635 |
|---|
| 99 | 100.2534 |
|---|
| 100 | 100.3492 |
|---|
| 101 | 100.3893 |
|---|
| 102 | 100.3962 |
|---|
| 103 | 100.4012 |
|---|
| 104 | 100.4604 |
|---|
| 105 | 100.5626 |
|---|
| 106 | 100.3254 |
|---|
| 107 | 100.347 |
|---|
| 108 | 100.3298 |
|---|
| 109 | 100.4082 |
|---|
| 110 | 100.2004 |
|---|
| 111 | 100.4839 |
|---|
| 112 | 100.2348 |
|---|
| 113 | 100.1692 |
|---|
| 114 | 100.4861 |
|---|
| 115 | 100.3977 |
|---|
| 116 | 100.3688 |
|---|
| 117 | 100.2433 |
|---|
| 118 | 100.3552 |
|---|
| 119 | 100.5068 |
|---|
| 120 | 100.4691 |
|---|
| 121 | 100.3843 |
|---|
| 122 | 100.3106 |
|---|
| 123 | 100.3479 |
|---|
| 124 | 100.277 |
|---|
| 125 | 99.9235 |
|---|
| 126 | 100.0904 |
|---|
| 127 | 100.08 |
|---|
| 128 | 100.2318 |
|---|
| 129 | 100.5048 |
|---|
| 130 | 100.4304 |
|---|
| 131 | 100.2093 |
|---|
| 132 | 100.028 |
|---|
| 133 | 100.0661 |
|---|
| 134 | 99.9475 |
|---|
| 135 | 99.9081 |
|---|
| 136 | 99.9409 |
|---|
| 137 | 100.1169 |
|---|
| 138 | 100.1612 |
|---|
| 139 | 100.3456 |
|---|
| 140 | 100.4482 |
|---|
| 141 | 100.5 |
|---|
| 142 | 100.5593 |
|---|
| 143 | 100.6633 |
|---|
| 144 | 100.8039 |
|---|
| 145 | 100.8696 |
|---|
| 146 | 100.8384 |
|---|
| 147 | 100.8003 |
|---|
| 148 | 100.6743 |
|---|
| 149 | 100.7479 |
|---|
| 150 | 100.6113 |
|---|
| 151 | 100.5258 |
|---|
| 152 | 100.3397 |
|---|
| 153 | 100.2911 |
|---|
| 154 | 100.1684 |
|---|
| 155 | 100.2555 |
|---|
| 156 | 100.2385 |
|---|
| 157 | 100.2124 |
|---|
| 158 | 100.197 |
|---|
| 159 | 100.3764 |
|---|
| 160 | 100.6262 |
|---|
| 161 | 100.3171 |
|---|
| 162 | 100.513 |
|---|
| 163 | 100.4246 |
|---|
| 164 | 100.3519 |
|---|
| 165 | 100.3452 |
|---|
| 166 | 100.3547 |
|---|
| 167 | 100.8212 |
|---|
| 168 | 100.6467 |
|---|
| 169 | 100.5812 |
|---|
| 170 | 100.6471 |
|---|
| 171 | 100.6473 |
|---|
| 172 | 100.3863 |
|---|
| 173 | 100.373 |
|---|
| 174 | 100.5727 |
|---|
| 175 | 100.5098 |
|---|
| 176 | 100.5948 |
|---|
| 177 | 100.5494 |
|---|
| 178 | 100.611 |
|---|
| 179 | 100.432 |
|---|
| 180 | 100.3971 |
|---|
| 181 | 100.4506 |
|---|
| 182 | 100.4883 |
|---|
| 183 | 100.4092 |
|---|
| 184 | 100.428 |
|---|
| 185 | 100.4251 |
|---|
| 186 | 100.48 |
|---|
| 187 | 100.7832 |
|---|
| 188 | 100.9231 |
|---|
| 189 | 100.8159 |
|---|
| 190 | 100.8602 |
|---|
| 191 | 100.7759 |
|---|
| 192 | 100.6845 |
|---|
| 193 | 100.8481 |
|---|
| 194 | 100.999 |
|---|
| 195 | 101.1564 |
|---|
| 196 | 101.0079 |
|---|
| 197 | 101.0525 |
|---|
| 198 | 101.1173 |
|---|
| 199 | 101.0649 |
|---|
| 200 | 100.7789 |
|---|
| 201 | 100.6456 |
|---|
| 202 | 100.7621 |
|---|
| 203 | 100.7748 |
|---|
| 204 | 100.9356 |
|---|
| 205 | 100.7297 |
|---|
| 206 | 100.8821 |
|---|
| 207 | 100.9133 |
|---|
| 208 | 100.9077 |
|---|
| 209 | 100.9594 |
|---|
| 210 | 100.9943 |
|---|
| 211 | 100.9536 |
|---|
| 212 | 100.7776 |
|---|
| 213 | 100.9918 |
|---|
| 214 | 100.7756 |
|---|
| 215 | 100.837 |
|---|
| 216 | 100.9859 |
|---|
| 217 | 100.9334 |
|---|
| 218 | 100.8526 |
|---|
| 219 | 100.8458 |
|---|
| 220 | 100.7423 |
|---|
| 221 | 100.7952 |
|---|
| 222 | 100.8123 |
|---|
| 223 | 100.8212 |
|---|
| 224 | 100.824 |
|---|
| 225 | 100.9579 |
|---|
| 226 | 101.0881 |
|---|
| 227 | 101.2216 |
|---|
| 228 | 101.3866 |
|---|
| 229 | 101.5097 |
|---|
| 230 | 101.2579 |
|---|
| 231 | 101.2171 |
|---|
| 232 | 101.1905 |
|---|
| 233 | 101.2469 |
|---|
| 234 | 101.2775 |
|---|
| 235 | 101.229 |
|---|
| 236 | 101.096 |
|---|
| 237 | 101.068 |
|---|
| 238 | 101.0563 |
|---|
| 239 | 100.9456 |
|---|
| 240 | 100.9681 |
|---|
| 241 | 100.8334 |
|---|
| 242 | 100.9217 |
|---|
| 243 | 100.7319 |
|---|
| 244 | 100.715 |
|---|
| 245 | 100.429 |
|---|
| 246 | 100.5667 |
|---|
| 247 | 100.6537 |
|---|
| 248 | 100.8741 |
|---|
| 249 | 100.7388 |
|---|
| 250 | 100.7769 |
|---|
| 251 | 100.6517 |
|---|
| 252 | 100.6848 |
|---|
| 253 | 100.6511 |
|---|
| 254 | 100.7855 |
|---|
| 255 | 100.6437 |
|---|
| 256 | 100.7443 |
|---|
| 257 | 100.5973 |
|---|
| 258 | 100.5285 |
|---|
| 259 | 100.532 |
|---|
| 260 | 100.6929 |
|---|
| 261 | 100.4997 |
|---|
| 262 | 100.3701 |
|---|
| 263 | 100.4355 |
|---|
| 264 | 100.3976 |
|---|
| 265 | 100.4458 |
|---|
| 266 | 99.8837 |
|---|
| 267 | 99.8617 |
|---|
| 268 | 99.5119 |
|---|
| 269 | 99.6692 |
|---|
| 270 | 99.7006 |
|---|
| 271 | 99.8624 |
|---|
| 272 | 100.6796 |
|---|
| 273 | 100.9162 |
|---|
| 274 | 100.9914 |
|---|
| 275 | 100.6421 |
|---|
| 276 | 100.8358 |
|---|
| 277 | 100.866 |
|---|
| 278 | 100.8417 |
|---|
| 279 | 100.7693 |
|---|
| 280 | 100.5546 |
|---|
| 281 | 100.4983 |
|---|
| 282 | 100.4076 |
|---|
| 283 | 100.6414 |
|---|
| 284 | 100.5251 |
|---|
| 285 | 100.7605 |
|---|
| 286 | 100.9803 |
|---|
| 287 | 100.9245 |
|---|
| 288 | 101.1122 |
|---|
| 289 | 101.2734 |
|---|
| 290 | 101.0457 |
|---|
| 291 | 101.1677 |
|---|
| 292 | 101.051 |
|---|
| 293 | 101.1236 |
|---|
| 294 | 100.9546 |
|---|
| 295 | 100.8153 |
|---|
| 296 | 100.9677 |
|---|
| 297 | 100.83 |
|---|
| 298 | 101.0871 |
|---|
| 299 | 101.4354 |
|---|
| 300 | 101.4016 |
|---|
| 301 | 101.3818 |
|---|
| 302 | 101.2492 |
|---|
| 303 | 101.361 |
|---|
| 304 | 101.1159 |
|---|
| 305 | 101.0971 |
|---|
| 306 | 100.9886 |
|---|
| 307 | 100.8866 |
|---|
| 308 | 100.7658 |
|---|
| 309 | 100.7764 |
|---|
| 310 | 100.9417 |
|---|
| 311 | 101.0866 |
|---|
| 312 | 101.1042 |
|---|
| 313 | 100.8054 |
|---|
| 314 | 101.1044 |
|---|
| 315 | 101.1718 |
|---|
| 316 | 101.076 |
|---|
| 317 | 101.0231 |
|---|
| 318 | 101.2543 |
|---|
| 319 | 101.2947 |
|---|
| 320 | 101.4817 |
|---|
| 321 | 101.4243 |
|---|
| 322 | 101.452 |
|---|
| 323 | 101.4062 |
|---|
| 324 | 101.5296 |
|---|
| 325 | 101.5396 |
|---|
| 326 | 101.3364 |
|---|
| 327 | 101.5879 |
|---|
| 328 | 101.6832 |
|---|
| 329 | 101.8013 |
|---|
| 330 | 101.9853 |
|---|
| 331 | 101.9852 |
|---|
| 332 | 102.0478 |
|---|
| 333 | 102.1831 |
|---|
| 334 | 102.0353 |
|---|
| 335 | 102.4095 |
|---|
| 336 | 102.4638 |
|---|
| 337 | 102.6052 |
|---|
| 338 | 102.5564 |
|---|
| 339 | 102.4635 |
|---|
| 340 | 102.4155 |
|---|
| 341 | 102.7995 |
|---|
| 342 | 102.6971 |
|---|
| 343 | 102.7632 |
|---|
| 344 | 102.8542 |
|---|
| 345 | 102.8664 |
|---|
| 346 | 102.8115 |
|---|
| 347 | 102.7668 |
|---|
| 348 | 102.874 |
|---|
| 349 | 102.4819 |
|---|
| 350 | 102.5088 |
|---|
| 351 | 102.5813 |
|---|
| 352 | 102.7466 |
|---|
| 353 | 102.7062 |
|---|
| 354 | 102.3869 |
|---|
| 355 | 102.2372 |
|---|
| 356 | 102.2718 |
|---|
| 357 | 102.1886 |
|---|
| 358 | 102.0931 |
|---|
| 359 | 102.1179 |
|---|
| 360 | 102.0202 |
|---|
| 361 | 102.0612 |
|---|
| 362 | 102.2066 |
|---|
| 363 | 102.2553 |
|---|
| 364 | 102.2388 |
|---|
| 365 | 102.1698 |
|---|
| 366 | 102.0978 |
|---|
| +1.02% |
| 1.31 |
| 35 |
| 09.07 → 05.08 | Long | 68.6% | +0.99% | 1.20 | 35 |