

Forex currencies
Over 1990 to 2025 (36 years of data), GBPCAD has tended to move long between 11.10 and 21.10, closing higher in 74.3% of those years for an average +0.35% move and an annualized Sharpe of 0.84.
Best window
11.10 - 21.10
Direction
Long
Win rate
74.3%
Avg return
+0.35%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 21.10 | Long | 74.3% | +0.35% | 0.84 | 35 |
| 09.10 → 10.11 | Long | 72.2% | +0.48% | 0.48 | 36 |
| 09.10 → 09.11 | Long | 72.2% |
| 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 |
| 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 | 100.4998 |
| 187 | 100.8031 |
| 188 | 100.943 |
| 189 | 100.8358 |
| 190 | 100.8801 |
| 191 | 100.7958 |
| 192 | 100.7044 |
| 193 | 100.868 |
| 194 | 101.0189 |
| 195 | 101.1763 |
| 196 | 101.0278 |
| 197 | 101.0725 |
| 198 | 101.1373 |
| 199 | 101.0848 |
| 200 | 100.7988 |
| 201 | 100.6654 |
| 202 | 100.7819 |
| 203 | 100.7947 |
| 204 | 100.9555 |
| 205 | 100.7496 |
| 206 | 100.902 |
| 207 | 100.9332 |
| 208 | 100.9276 |
| 209 | 100.9793 |
| 210 | 101.0143 |
| 211 | 100.9735 |
| 212 | 100.7975 |
| 213 | 101.0117 |
| 214 | 100.7955 |
| 215 | 100.8569 |
| 216 | 101.0058 |
| 217 | 100.9533 |
| 218 | 100.8725 |
| 219 | 100.8657 |
| 220 | 100.7622 |
| 221 | 100.8151 |
| 222 | 100.8322 |
| 223 | 100.8411 |
| 224 | 100.8439 |
| 225 | 100.9778 |
| 226 | 101.108 |
| 227 | 101.2416 |
| 228 | 101.4066 |
| 229 | 101.5298 |
| 230 | 101.2779 |
| 231 | 101.237 |
| 232 | 101.2105 |
| 233 | 101.2668 |
| 234 | 101.2975 |
| 235 | 101.249 |
| 236 | 101.116 |
| 237 | 101.088 |
| 238 | 101.0763 |
| 239 | 100.9655 |
| 240 | 100.988 |
| 241 | 100.8533 |
| 242 | 100.9416 |
| 243 | 100.7518 |
| 244 | 100.7349 |
| 245 | 100.4488 |
| 246 | 100.5865 |
| 247 | 100.6736 |
| 248 | 100.8941 |
| 249 | 100.7587 |
| 250 | 100.7968 |
| 251 | 100.6716 |
| 252 | 100.7047 |
| 253 | 100.671 |
| 254 | 100.8054 |
| 255 | 100.6635 |
| 256 | 100.7642 |
| 257 | 100.6172 |
| 258 | 100.5483 |
| 259 | 100.5518 |
| 260 | 100.7128 |
| 261 | 100.5195 |
| 262 | 100.39 |
| 263 | 100.4553 |
| 264 | 100.4174 |
| 265 | 100.4657 |
| 266 | 99.9034 |
| 267 | 99.8814 |
| 268 | 99.5315 |
| 269 | 99.6889 |
| 270 | 99.7203 |
| 271 | 99.8821 |
| 272 | 100.6994 |
| 273 | 100.9361 |
| 274 | 101.0113 |
| 275 | 100.662 |
| 276 | 100.8557 |
| 277 | 100.8859 |
| 278 | 100.8616 |
| 279 | 100.7892 |
| 280 | 100.5744 |
| 281 | 100.5181 |
| 282 | 100.4275 |
| 283 | 100.6613 |
| 284 | 100.545 |
| 285 | 100.7804 |
| 286 | 101.0003 |
| 287 | 100.9444 |
| 288 | 101.1321 |
| 289 | 101.2934 |
| 290 | 101.0656 |
| 291 | 101.1876 |
| 292 | 101.071 |
| 293 | 101.1435 |
| 294 | 100.9746 |
| 295 | 100.8352 |
| 296 | 100.9876 |
| 297 | 100.8499 |
| 298 | 101.107 |
| 299 | 101.4555 |
| 300 | 101.4216 |
| 301 | 101.4018 |
| 302 | 101.2691 |
| 303 | 101.381 |
| 304 | 101.1359 |
| 305 | 101.117 |
| 306 | 101.0085 |
| 307 | 100.9065 |
| 308 | 100.7857 |
| 309 | 100.7963 |
| 310 | 100.9616 |
| 311 | 101.1065 |
| 312 | 101.1242 |
| 313 | 100.8253 |
| 314 | 101.1244 |
| 315 | 101.1918 |
| 316 | 101.096 |
| 317 | 101.0431 |
| 318 | 101.2743 |
| 319 | 101.3147 |
| 320 | 101.5018 |
| 321 | 101.4444 |
| 322 | 101.472 |
| 323 | 101.4262 |
| 324 | 101.5496 |
| 325 | 101.5596 |
| 326 | 101.3564 |
| 327 | 101.608 |
| 328 | 101.7032 |
| 329 | 101.8214 |
| 330 | 102.0054 |
| 331 | 102.0053 |
| 332 | 102.068 |
| 333 | 102.2033 |
| 334 | 102.0555 |
| 335 | 102.4297 |
| 336 | 102.484 |
| 337 | 102.6254 |
| 338 | 102.5766 |
| 339 | 102.4838 |
| 340 | 102.4357 |
| 341 | 102.8198 |
| 342 | 102.7173 |
| 343 | 102.7835 |
| 344 | 102.8745 |
| 345 | 102.8867 |
| 346 | 102.8318 |
| 347 | 102.7871 |
| 348 | 102.8943 |
| 349 | 102.5022 |
| 350 | 102.529 |
| 351 | 102.6015 |
| 352 | 102.7669 |
| 353 | 102.7265 |
| 354 | 102.4071 |
| 355 | 102.2574 |
| 356 | 102.2919 |
| 357 | 102.2088 |
| 358 | 102.1132 |
| 359 | 102.1381 |
| 360 | 102.0403 |
| 361 | 102.0814 |
| 362 | 102.2268 |
| 363 | 102.2755 |
| 364 | 102.259 |
| 365 | 102.19 |
| 366 | 102.1179 |
| +0.43% |
| 0.42 |
| 36 |
| 09.10 → 07.11 | Long | 72.2% | +0.41% | 0.42 | 36 |
| 09.10 → 06.11 | Long | 72.2% | +0.30% | 0.30 | 36 |
| 08.10 → 07.11 | Long | 72.2% | +0.29% | 0.29 | 36 |
| 10.10 → 06.11 | Long | 72.2% | +0.23% | 0.22 | 36 |
| 08.10 → 06.11 | Long | 72.2% | +0.18% | 0.17 | 36 |