

Over 1990 to 2025 (36 years of data), GBPCHF has tended to move short between 24.08 and 03.10, closing higher in 66.7% of those years for an average +0.71% move and an annualized Sharpe of 0.47.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8074 |
| 3 | 99.6695 |
| 4 | 99.7618 |
| 5 | 100.3709 |
| 6 | 100.3512 |
| 7 | 100.4176 |
| 8 | 100.3477 |
| 9 | 100.2409 |
| 10 | 100.153 |
| 11 | 100.1205 |
| 12 | 99.827 |
| 13 | 99.7807 |
| 14 | 99.9619 |
| 15 | 98.1367 |
| 16 | 98.2119 |
| 17 | 98.587 |
| 18 | 98.472 |
| 19 | 98.5066 |
| 20 | 98.4838 |
| 21 | 98.328 |
| 22 | 98.4198 |
| 23 | 98.2268 |
| 24 | 98.1063 |
| 25 | 98.014 |
| 26 | 98.5258 |
| 27 | 98.7008 |
| 28 | 98.8082 |
| 29 | 98.9869 |
| 30 | 98.9549 |
| 31 | 99.2153 |
| 32 | 99.0603 |
| 33 | 98.9221 |
| 34 | 98.8282 |
| 35 | 99.0537 |
| 36 | 99.2252 |
| 37 | 99.1456 |
| 38 | 99.3622 |
| 39 | 99.3033 |
| 40 | 99.2465 |
| 41 | 99.0766 |
| 42 | 99.034 |
| 43 | 99.3694 |
| 44 | 99.4301 |
| 45 | 99.3917 |
| 46 | 99.3635 |
| 47 | 99.1042 |
| 48 | 99.1687 |
| 49 | 99.2682 |
| 50 | 99.1547 |
| 51 | 98.9259 |
| 52 | 98.8976 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 03.10 | Short | 66.7% | +0.71% | 0.47 | 36 |
| 27.08 → 16.09 | Short | 66.7% | +0.17% | 0.25 | 36 |
| 26.08 → 16.09 | Short | 66.7% | +0.07% | 0.09 | 36 |
| 23.08 → 03.09 | Short | 65.7% | +0.39% | 1.32 | 35 |
| 24.08 → 06.10 | Short | 63.9% | +0.86% | 0.54 | 36 |
| 24.08 → 05.10 | Short | 63.9% | +0.72% | 0.45 | 36 |
| 23.08 → 03.10 | Short | 63.9% |
| 53 |
|---|
| 98.5881 |
| 54 | 98.7155 |
|---|
| 55 | 98.3848 |
|---|
| 56 | 98.3159 |
|---|
| 57 | 98.1841 |
|---|
| 58 | 98.1291 |
|---|
| 59 | 98.0685 |
|---|
| 60 | 97.9299 |
|---|
| 61 | 97.8885 |
|---|
| 62 | 97.9337 |
|---|
| 63 | 98.0525 |
|---|
| 64 | 98.269 |
|---|
| 65 | 98.0591 |
|---|
| 66 | 97.8454 |
|---|
| 67 | 97.9538 |
|---|
| 68 | 97.6609 |
|---|
| 69 | 97.5804 |
|---|
| 70 | 97.4122 |
|---|
| 71 | 97.7475 |
|---|
| 72 | 97.6668 |
|---|
| 73 | 97.8077 |
|---|
| 74 | 97.4197 |
|---|
| 75 | 97.2571 |
|---|
| 76 | 97.2346 |
|---|
| 77 | 96.8981 |
|---|
| 78 | 96.9955 |
|---|
| 79 | 96.8178 |
|---|
| 80 | 97.0376 |
|---|
| 81 | 97.0448 |
|---|
| 82 | 96.8611 |
|---|
| 83 | 96.6935 |
|---|
| 84 | 96.8202 |
|---|
| 85 | 96.7875 |
|---|
| 86 | 96.7774 |
|---|
| 87 | 96.7154 |
|---|
| 88 | 96.834 |
|---|
| 89 | 97.1383 |
|---|
| 90 | 97.1624 |
|---|
| 91 | 97.234 |
|---|
| 92 | 97.2189 |
|---|
| 93 | 97.2275 |
|---|
| 94 | 97.3064 |
|---|
| 95 | 97.5982 |
|---|
| 96 | 97.4432 |
|---|
| 97 | 97.4732 |
|---|
| 98 | 97.471 |
|---|
| 99 | 97.4913 |
|---|
| 100 | 97.3695 |
|---|
| 101 | 97.3288 |
|---|
| 102 | 97.1237 |
|---|
| 103 | 97.0321 |
|---|
| 104 | 97.3514 |
|---|
| 105 | 97.3491 |
|---|
| 106 | 97.4189 |
|---|
| 107 | 97.4439 |
|---|
| 108 | 97.7324 |
|---|
| 109 | 98.0716 |
|---|
| 110 | 97.9638 |
|---|
| 111 | 98.2006 |
|---|
| 112 | 98.2592 |
|---|
| 113 | 98.2193 |
|---|
| 114 | 98.2816 |
|---|
| 115 | 98.5011 |
|---|
| 116 | 98.4248 |
|---|
| 117 | 98.8681 |
|---|
| 118 | 98.7856 |
|---|
| 119 | 98.716 |
|---|
| 120 | 98.3439 |
|---|
| 121 | 98.2554 |
|---|
| 122 | 98.3307 |
|---|
| 123 | 98.3915 |
|---|
| 124 | 98.3034 |
|---|
| 125 | 98.5848 |
|---|
| 126 | 98.5874 |
|---|
| 127 | 98.5866 |
|---|
| 128 | 98.6019 |
|---|
| 129 | 98.7146 |
|---|
| 130 | 98.815 |
|---|
| 131 | 99.0896 |
|---|
| 132 | 98.8386 |
|---|
| 133 | 98.6514 |
|---|
| 134 | 98.7808 |
|---|
| 135 | 98.9927 |
|---|
| 136 | 98.838 |
|---|
| 137 | 98.8305 |
|---|
| 138 | 98.8874 |
|---|
| 139 | 99.2033 |
|---|
| 140 | 99.261 |
|---|
| 141 | 99.2867 |
|---|
| 142 | 99.0801 |
|---|
| 143 | 99.2087 |
|---|
| 144 | 99.0906 |
|---|
| 145 | 99.1832 |
|---|
| 146 | 99.1768 |
|---|
| 147 | 99.122 |
|---|
| 148 | 99.0554 |
|---|
| 149 | 99.0332 |
|---|
| 150 | 99.0427 |
|---|
| 151 | 99.0006 |
|---|
| 152 | 98.9883 |
|---|
| 153 | 98.7342 |
|---|
| 154 | 98.4325 |
|---|
| 155 | 98.2268 |
|---|
| 156 | 98.2122 |
|---|
| 157 | 98.0977 |
|---|
| 158 | 98.1402 |
|---|
| 159 | 97.9328 |
|---|
| 160 | 98.0447 |
|---|
| 161 | 98.3148 |
|---|
| 162 | 98.1476 |
|---|
| 163 | 98.1282 |
|---|
| 164 | 98.2889 |
|---|
| 165 | 98.4293 |
|---|
| 166 | 98.4075 |
|---|
| 167 | 98.4552 |
|---|
| 168 | 98.4825 |
|---|
| 169 | 98.3052 |
|---|
| 170 | 98.2842 |
|---|
| 171 | 98.4202 |
|---|
| 172 | 98.4308 |
|---|
| 173 | 98.3238 |
|---|
| 174 | 98.3662 |
|---|
| 175 | 98.3211 |
|---|
| 176 | 97.8735 |
|---|
| 177 | 97.8208 |
|---|
| 178 | 97.5775 |
|---|
| 179 | 97.5254 |
|---|
| 180 | 97.5287 |
|---|
| 181 | 97.5841 |
|---|
| 182 | 97.5824 |
|---|
| 183 | 97.5828 |
|---|
| 184 | 97.5329 |
|---|
| 185 | 97.6211 |
|---|
| 186 | 97.4236 |
|---|
| 187 | 97.2129 |
|---|
| 188 | 97.0182 |
|---|
| 189 | 96.8915 |
|---|
| 190 | 97.1521 |
|---|
| 191 | 97.0528 |
|---|
| 192 | 96.9082 |
|---|
| 193 | 96.8662 |
|---|
| 194 | 97.2718 |
|---|
| 195 | 97.4179 |
|---|
| 196 | 97.6943 |
|---|
| 197 | 97.5334 |
|---|
| 198 | 97.5332 |
|---|
| 199 | 97.5817 |
|---|
| 200 | 97.7675 |
|---|
| 201 | 97.6745 |
|---|
| 202 | 97.5687 |
|---|
| 203 | 97.6599 |
|---|
| 204 | 97.8928 |
|---|
| 205 | 97.8367 |
|---|
| 206 | 97.7357 |
|---|
| 207 | 97.7313 |
|---|
| 208 | 98.0988 |
|---|
| 209 | 98.1976 |
|---|
| 210 | 97.9176 |
|---|
| 211 | 97.9879 |
|---|
| 212 | 97.9723 |
|---|
| 213 | 97.7959 |
|---|
| 214 | 97.665 |
|---|
| 215 | 97.914 |
|---|
| 216 | 97.8849 |
|---|
| 217 | 97.8612 |
|---|
| 218 | 97.6655 |
|---|
| 219 | 97.7477 |
|---|
| 220 | 97.5375 |
|---|
| 221 | 97.195 |
|---|
| 222 | 97.0244 |
|---|
| 223 | 97.569 |
|---|
| 224 | 97.5215 |
|---|
| 225 | 97.4295 |
|---|
| 226 | 97.5111 |
|---|
| 227 | 97.4566 |
|---|
| 228 | 97.5023 |
|---|
| 229 | 97.3638 |
|---|
| 230 | 97.5905 |
|---|
| 231 | 97.1404 |
|---|
| 232 | 96.9505 |
|---|
| 233 | 96.8281 |
|---|
| 234 | 96.8055 |
|---|
| 235 | 96.8688 |
|---|
| 236 | 96.5898 |
|---|
| 237 | 96.5593 |
|---|
| 238 | 96.6974 |
|---|
| 239 | 96.7291 |
|---|
| 240 | 96.7165 |
|---|
| 241 | 96.9418 |
|---|
| 242 | 96.9234 |
|---|
| 243 | 96.5498 |
|---|
| 244 | 96.4168 |
|---|
| 245 | 96.3727 |
|---|
| 246 | 96.4785 |
|---|
| 247 | 96.3846 |
|---|
| 248 | 96.4119 |
|---|
| 249 | 97.1908 |
|---|
| 250 | 97.1285 |
|---|
| 251 | 97.4547 |
|---|
| 252 | 97.3404 |
|---|
| 253 | 97.5829 |
|---|
| 254 | 97.7143 |
|---|
| 255 | 97.7658 |
|---|
| 256 | 97.7467 |
|---|
| 257 | 97.665 |
|---|
| 258 | 97.6816 |
|---|
| 259 | 97.7927 |
|---|
| 260 | 97.6733 |
|---|
| 261 | 97.5972 |
|---|
| 262 | 97.6213 |
|---|
| 263 | 97.6748 |
|---|
| 264 | 97.7254 |
|---|
| 265 | 97.5261 |
|---|
| 266 | 97.4495 |
|---|
| 267 | 97.3462 |
|---|
| 268 | 97.2869 |
|---|
| 269 | 97.2276 |
|---|
| 270 | 97.2355 |
|---|
| 271 | 97.2294 |
|---|
| 272 | 97.1664 |
|---|
| 273 | 97.0836 |
|---|
| 274 | 97.3061 |
|---|
| 275 | 97.0998 |
|---|
| 276 | 97.043 |
|---|
| 277 | 96.9417 |
|---|
| 278 | 96.8757 |
|---|
| 279 | 96.514 |
|---|
| 280 | 96.7017 |
|---|
| 281 | 96.6783 |
|---|
| 282 | 96.2751 |
|---|
| 283 | 96.1054 |
|---|
| 284 | 96.1432 |
|---|
| 285 | 95.9393 |
|---|
| 286 | 95.8505 |
|---|
| 287 | 96.0089 |
|---|
| 288 | 96.2419 |
|---|
| 289 | 96.1564 |
|---|
| 290 | 96.2031 |
|---|
| 291 | 96.1863 |
|---|
| 292 | 96.2442 |
|---|
| 293 | 96.2615 |
|---|
| 294 | 96.3667 |
|---|
| 295 | 96.2194 |
|---|
| 296 | 95.8856 |
|---|
| 297 | 95.896 |
|---|
| 298 | 95.8643 |
|---|
| 299 | 96.2617 |
|---|
| 300 | 96.1317 |
|---|
| 301 | 96.0276 |
|---|
| 302 | 96.3238 |
|---|
| 303 | 96.3819 |
|---|
| 304 | 96.8104 |
|---|
| 305 | 96.9965 |
|---|
| 306 | 96.4383 |
|---|
| 307 | 96.5778 |
|---|
| 308 | 96.6688 |
|---|
| 309 | 96.6474 |
|---|
| 310 | 96.7103 |
|---|
| 311 | 96.8883 |
|---|
| 312 | 96.8309 |
|---|
| 313 | 96.87 |
|---|
| 314 | 97.1096 |
|---|
| 315 | 97.1572 |
|---|
| 316 | 97.0081 |
|---|
| 317 | 96.7127 |
|---|
| 318 | 96.6441 |
|---|
| 319 | 96.6839 |
|---|
| 320 | 96.7793 |
|---|
| 321 | 96.896 |
|---|
| 322 | 97.1144 |
|---|
| 323 | 96.9648 |
|---|
| 324 | 97.0969 |
|---|
| 325 | 97.0671 |
|---|
| 326 | 97.0683 |
|---|
| 327 | 96.9467 |
|---|
| 328 | 96.8155 |
|---|
| 329 | 96.9377 |
|---|
| 330 | 96.8698 |
|---|
| 331 | 97.044 |
|---|
| 332 | 97.0782 |
|---|
| 333 | 97.1687 |
|---|
| 334 | 97.284 |
|---|
| 335 | 97.3164 |
|---|
| 336 | 96.7425 |
|---|
| 337 | 96.7509 |
|---|
| 338 | 96.7522 |
|---|
| 339 | 96.5425 |
|---|
| 340 | 96.7082 |
|---|
| 341 | 96.9954 |
|---|
| 342 | 96.7073 |
|---|
| 343 | 96.7472 |
|---|
| 344 | 96.6811 |
|---|
| 345 | 96.6559 |
|---|
| 346 | 96.7565 |
|---|
| 347 | 96.5062 |
|---|
| 348 | 96.4559 |
|---|
| 349 | 96.1793 |
|---|
| 350 | 96.193 |
|---|
| 351 | 96.0088 |
|---|
| 352 | 95.7442 |
|---|
| 353 | 95.5288 |
|---|
| 354 | 95.5377 |
|---|
| 355 | 95.5281 |
|---|
| 356 | 95.21 |
|---|
| 357 | 94.9573 |
|---|
| 358 | 94.8776 |
|---|
| 359 | 94.7621 |
|---|
| 360 | 94.8823 |
|---|
| 361 | 94.6582 |
|---|
| 362 | 94.4575 |
|---|
| 363 | 94.3681 |
|---|
| 364 | 94.053 |
|---|
| 365 | 94.4469 |
|---|
| 366 | 95.4796 |
|---|
| +0.71% |
| 0.47 |
| 36 |
| 24.08 → 15.10 | Short | 63.9% | +0.70% | 0.39 | 36 |