

Over 1990 to 2025 (36 years of data), GBPCHF has tended to move short between 13.07 and 02.09, closing higher in 77.1% of those years for an average +1.25% move and an annualized Sharpe of 1.30.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7843 |
| 3 | 99.8248 |
| 4 | 99.857 |
| 5 | 100.0987 |
| 6 | 100.1591 |
| 7 | 100.2514 |
| 8 | 100.216 |
| 9 | 100.1982 |
| 10 | 100.1936 |
| 11 | 100.2901 |
| 12 | 100.2017 |
| 13 | 100.1387 |
| 14 | 100.2295 |
| 15 | 99.5779 |
| 16 | 99.5402 |
| 17 | 99.8052 |
| 18 | 99.7062 |
| 19 | 99.76 |
| 20 | 99.802 |
| 21 | 99.7461 |
| 22 | 99.8229 |
| 23 | 99.7841 |
| 24 | 99.7706 |
| 25 | 99.7827 |
| 26 | 100.0061 |
| 27 | 100.0827 |
| 28 | 100.1798 |
| 29 | 100.2579 |
| 30 | 100.3345 |
| 31 | 100.3476 |
| 32 | 100.3529 |
| 33 | 100.2808 |
| 34 | 100.2316 |
| 35 | 100.3192 |
| 36 | 100.2895 |
| 37 | 100.1938 |
| 38 | 100.254 |
| 39 | 100.2186 |
| 40 | 100.1729 |
| 41 | 100.1533 |
| 42 | 100.2102 |
| 43 | 100.4517 |
| 44 | 100.5526 |
| 45 | 100.5272 |
| 46 | 100.5037 |
| 47 | 100.3224 |
| 48 | 100.3929 |
| 49 | 100.485 |
| 50 | 100.3968 |
| 51 | 100.3408 |
| 52 | 100.3084 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 02.09 | Short | 77.1% | +1.25% | 1.30 | 35 |
| 13.07 → 01.09 | Short | 74.3% | +1.27% | 1.35 | 35 |
| 13.07 → 03.09 | Short | 74.3% | +1.22% | 1.31 | 35 |
| 13.07 → 04.09 | Short | 74.3% | +1.20% | 1.20 | 35 |
| 13.07 → 24.08 | Short | 74.3% | +1.13% | 1.48 | 35 |
| 07.07 → 03.09 | Short | 71.4% | +1.16% | 1.01 | 35 |
| 13.07 → 31.08 | Short | 71.4% |
| 53 |
|---|
| 100.2008 |
| 54 | 100.3009 |
|---|
| 55 | 100.1822 |
|---|
| 56 | 100.1305 |
|---|
| 57 | 100.1117 |
|---|
| 58 | 100.0004 |
|---|
| 59 | 99.8195 |
|---|
| 60 | 99.7692 |
|---|
| 61 | 99.7303 |
|---|
| 62 | 99.7281 |
|---|
| 63 | 99.7004 |
|---|
| 64 | 99.8796 |
|---|
| 65 | 99.7478 |
|---|
| 66 | 99.618 |
|---|
| 67 | 99.7067 |
|---|
| 68 | 99.5984 |
|---|
| 69 | 99.4349 |
|---|
| 70 | 99.4535 |
|---|
| 71 | 99.4328 |
|---|
| 72 | 99.4664 |
|---|
| 73 | 99.4355 |
|---|
| 74 | 99.3708 |
|---|
| 75 | 99.2887 |
|---|
| 76 | 99.3088 |
|---|
| 77 | 99.1543 |
|---|
| 78 | 99.0819 |
|---|
| 79 | 99.111 |
|---|
| 80 | 99.2784 |
|---|
| 81 | 99.3621 |
|---|
| 82 | 99.2508 |
|---|
| 83 | 99.151 |
|---|
| 84 | 99.2902 |
|---|
| 85 | 99.3083 |
|---|
| 86 | 99.3827 |
|---|
| 87 | 99.4515 |
|---|
| 88 | 99.3794 |
|---|
| 89 | 99.4675 |
|---|
| 90 | 99.4847 |
|---|
| 91 | 99.585 |
|---|
| 92 | 99.6719 |
|---|
| 93 | 99.7259 |
|---|
| 94 | 99.648 |
|---|
| 95 | 99.691 |
|---|
| 96 | 99.5962 |
|---|
| 97 | 99.5452 |
|---|
| 98 | 99.4409 |
|---|
| 99 | 99.5937 |
|---|
| 100 | 99.5165 |
|---|
| 101 | 99.4674 |
|---|
| 102 | 99.4322 |
|---|
| 103 | 99.4558 |
|---|
| 104 | 99.6678 |
|---|
| 105 | 99.6455 |
|---|
| 106 | 99.6031 |
|---|
| 107 | 99.7067 |
|---|
| 108 | 99.7395 |
|---|
| 109 | 99.9141 |
|---|
| 110 | 99.7762 |
|---|
| 111 | 99.8911 |
|---|
| 112 | 99.8642 |
|---|
| 113 | 99.8867 |
|---|
| 114 | 99.9461 |
|---|
| 115 | 100.0102 |
|---|
| 116 | 99.968 |
|---|
| 117 | 100.2158 |
|---|
| 118 | 100.2135 |
|---|
| 119 | 100.2005 |
|---|
| 120 | 100.0122 |
|---|
| 121 | 99.989 |
|---|
| 122 | 99.8876 |
|---|
| 123 | 99.9037 |
|---|
| 124 | 99.82 |
|---|
| 125 | 99.9575 |
|---|
| 126 | 99.9908 |
|---|
| 127 | 99.9585 |
|---|
| 128 | 100.0014 |
|---|
| 129 | 100.0387 |
|---|
| 130 | 100.0349 |
|---|
| 131 | 100.1163 |
|---|
| 132 | 99.9779 |
|---|
| 133 | 99.849 |
|---|
| 134 | 99.9788 |
|---|
| 135 | 100.0394 |
|---|
| 136 | 99.8663 |
|---|
| 137 | 99.8973 |
|---|
| 138 | 99.7913 |
|---|
| 139 | 99.9754 |
|---|
| 140 | 100.0324 |
|---|
| 141 | 100.0228 |
|---|
| 142 | 99.9093 |
|---|
| 143 | 99.9386 |
|---|
| 144 | 99.8157 |
|---|
| 145 | 99.8953 |
|---|
| 146 | 99.9403 |
|---|
| 147 | 99.9583 |
|---|
| 148 | 99.9383 |
|---|
| 149 | 99.8574 |
|---|
| 150 | 99.8643 |
|---|
| 151 | 99.8471 |
|---|
| 152 | 99.8513 |
|---|
| 153 | 99.785 |
|---|
| 154 | 99.714 |
|---|
| 155 | 99.6204 |
|---|
| 156 | 99.4911 |
|---|
| 157 | 99.5799 |
|---|
| 158 | 99.6177 |
|---|
| 159 | 99.5464 |
|---|
| 160 | 99.5235 |
|---|
| 161 | 99.6383 |
|---|
| 162 | 99.6135 |
|---|
| 163 | 99.5539 |
|---|
| 164 | 99.6466 |
|---|
| 165 | 99.6812 |
|---|
| 166 | 99.661 |
|---|
| 167 | 99.7732 |
|---|
| 168 | 99.7918 |
|---|
| 169 | 99.7184 |
|---|
| 170 | 99.5869 |
|---|
| 171 | 99.5862 |
|---|
| 172 | 99.5931 |
|---|
| 173 | 99.4723 |
|---|
| 174 | 99.5115 |
|---|
| 175 | 99.4527 |
|---|
| 176 | 99.2357 |
|---|
| 177 | 99.2956 |
|---|
| 178 | 99.1124 |
|---|
| 179 | 99.1303 |
|---|
| 180 | 99.0751 |
|---|
| 181 | 99.1047 |
|---|
| 182 | 99.0906 |
|---|
| 183 | 99.0701 |
|---|
| 184 | 99.0563 |
|---|
| 185 | 99.1474 |
|---|
| 186 | 99.109 |
|---|
| 187 | 98.9847 |
|---|
| 188 | 98.9969 |
|---|
| 189 | 98.842 |
|---|
| 190 | 98.9309 |
|---|
| 191 | 98.8712 |
|---|
| 192 | 98.8335 |
|---|
| 193 | 98.7798 |
|---|
| 194 | 98.9943 |
|---|
| 195 | 98.9669 |
|---|
| 196 | 99.0236 |
|---|
| 197 | 98.9018 |
|---|
| 198 | 98.8599 |
|---|
| 199 | 98.7579 |
|---|
| 200 | 98.7785 |
|---|
| 201 | 98.7231 |
|---|
| 202 | 98.7519 |
|---|
| 203 | 98.7755 |
|---|
| 204 | 98.9055 |
|---|
| 205 | 98.9302 |
|---|
| 206 | 98.9034 |
|---|
| 207 | 98.8005 |
|---|
| 208 | 98.9683 |
|---|
| 209 | 99.0404 |
|---|
| 210 | 98.9541 |
|---|
| 211 | 98.9811 |
|---|
| 212 | 98.9681 |
|---|
| 213 | 98.8111 |
|---|
| 214 | 98.6529 |
|---|
| 215 | 98.6631 |
|---|
| 216 | 98.6651 |
|---|
| 217 | 98.5957 |
|---|
| 218 | 98.5383 |
|---|
| 219 | 98.5123 |
|---|
| 220 | 98.445 |
|---|
| 221 | 98.2238 |
|---|
| 222 | 98.1458 |
|---|
| 223 | 98.4109 |
|---|
| 224 | 98.3655 |
|---|
| 225 | 98.2811 |
|---|
| 226 | 98.3048 |
|---|
| 227 | 98.2733 |
|---|
| 228 | 98.4 |
|---|
| 229 | 98.2558 |
|---|
| 230 | 98.3663 |
|---|
| 231 | 98.1597 |
|---|
| 232 | 98.0898 |
|---|
| 233 | 98.056 |
|---|
| 234 | 98.153 |
|---|
| 235 | 98.1573 |
|---|
| 236 | 98.0672 |
|---|
| 237 | 97.9987 |
|---|
| 238 | 98.0454 |
|---|
| 239 | 98.0625 |
|---|
| 240 | 98.0716 |
|---|
| 241 | 98.2066 |
|---|
| 242 | 98.2431 |
|---|
| 243 | 98.1186 |
|---|
| 244 | 98.0403 |
|---|
| 245 | 97.9797 |
|---|
| 246 | 98.0222 |
|---|
| 247 | 98.0296 |
|---|
| 248 | 98.0874 |
|---|
| 249 | 98.3299 |
|---|
| 250 | 98.2432 |
|---|
| 251 | 98.3134 |
|---|
| 252 | 98.2396 |
|---|
| 253 | 98.459 |
|---|
| 254 | 98.4399 |
|---|
| 255 | 98.4674 |
|---|
| 256 | 98.5089 |
|---|
| 257 | 98.4177 |
|---|
| 258 | 98.3917 |
|---|
| 259 | 98.4149 |
|---|
| 260 | 98.3874 |
|---|
| 261 | 98.3907 |
|---|
| 262 | 98.3882 |
|---|
| 263 | 98.3224 |
|---|
| 264 | 98.2403 |
|---|
| 265 | 98.089 |
|---|
| 266 | 97.9753 |
|---|
| 267 | 98.0316 |
|---|
| 268 | 98.0133 |
|---|
| 269 | 98.0877 |
|---|
| 270 | 98.1429 |
|---|
| 271 | 98.0653 |
|---|
| 272 | 98.1219 |
|---|
| 273 | 98.0667 |
|---|
| 274 | 98.2458 |
|---|
| 275 | 98.0386 |
|---|
| 276 | 98.2968 |
|---|
| 277 | 98.2358 |
|---|
| 278 | 98.2502 |
|---|
| 279 | 98.0271 |
|---|
| 280 | 98.0053 |
|---|
| 281 | 97.8833 |
|---|
| 282 | 97.724 |
|---|
| 283 | 97.7549 |
|---|
| 284 | 97.7881 |
|---|
| 285 | 97.722 |
|---|
| 286 | 97.8 |
|---|
| 287 | 97.7766 |
|---|
| 288 | 98.0132 |
|---|
| 289 | 98.0015 |
|---|
| 290 | 98.0405 |
|---|
| 291 | 97.9618 |
|---|
| 292 | 97.9639 |
|---|
| 293 | 97.9599 |
|---|
| 294 | 97.9896 |
|---|
| 295 | 97.9153 |
|---|
| 296 | 97.8207 |
|---|
| 297 | 97.7222 |
|---|
| 298 | 97.7201 |
|---|
| 299 | 97.9405 |
|---|
| 300 | 97.8773 |
|---|
| 301 | 97.9027 |
|---|
| 302 | 97.9924 |
|---|
| 303 | 98.0095 |
|---|
| 304 | 98.3029 |
|---|
| 305 | 98.308 |
|---|
| 306 | 98.1115 |
|---|
| 307 | 98.2727 |
|---|
| 308 | 98.247 |
|---|
| 309 | 98.1949 |
|---|
| 310 | 98.2294 |
|---|
| 311 | 98.277 |
|---|
| 312 | 98.2822 |
|---|
| 313 | 98.1418 |
|---|
| 314 | 98.3489 |
|---|
| 315 | 98.2413 |
|---|
| 316 | 98.069 |
|---|
| 317 | 97.9833 |
|---|
| 318 | 97.8791 |
|---|
| 319 | 97.7869 |
|---|
| 320 | 97.8082 |
|---|
| 321 | 97.8888 |
|---|
| 322 | 97.9201 |
|---|
| 323 | 97.8261 |
|---|
| 324 | 97.8413 |
|---|
| 325 | 97.8739 |
|---|
| 326 | 97.8678 |
|---|
| 327 | 97.8772 |
|---|
| 328 | 97.9054 |
|---|
| 329 | 97.958 |
|---|
| 330 | 97.7712 |
|---|
| 331 | 97.8838 |
|---|
| 332 | 97.9187 |
|---|
| 333 | 97.9855 |
|---|
| 334 | 98.0386 |
|---|
| 335 | 98.1656 |
|---|
| 336 | 97.9285 |
|---|
| 337 | 97.9559 |
|---|
| 338 | 97.9086 |
|---|
| 339 | 97.7546 |
|---|
| 340 | 97.8065 |
|---|
| 341 | 97.9761 |
|---|
| 342 | 97.8327 |
|---|
| 343 | 97.8854 |
|---|
| 344 | 97.8033 |
|---|
| 345 | 97.78 |
|---|
| 346 | 97.9505 |
|---|
| 347 | 97.8518 |
|---|
| 348 | 97.8518 |
|---|
| 349 | 97.6767 |
|---|
| 350 | 97.7291 |
|---|
| 351 | 97.6464 |
|---|
| 352 | 97.5405 |
|---|
| 353 | 97.3391 |
|---|
| 354 | 97.2762 |
|---|
| 355 | 97.2243 |
|---|
| 356 | 97.0987 |
|---|
| 357 | 96.9042 |
|---|
| 358 | 96.9382 |
|---|
| 359 | 96.9317 |
|---|
| 360 | 97.0525 |
|---|
| 361 | 96.8114 |
|---|
| 362 | 96.654 |
|---|
| 363 | 96.5349 |
|---|
| 364 | 96.3485 |
|---|
| 365 | 96.5756 |
|---|
| 366 | 97.2767 |
|---|
| +1.11% |
| 1.31 |
| 35 |
| 07.07 → 24.08 | Short | 71.4% | +1.07% | 1.14 | 35 |