

Forex currencies
Over 1990 to 2025 (36 years of data), GBPCHF has tended to move long between 08.10 and 13.11, closing higher in 72.2% of those years for an average +0.56% move and an annualized Sharpe of 0.50.
Best window
08.10 - 13.11
Direction
Long
Win rate
72.2%
Avg return
+0.56%
Sample
36 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 13.11 | Long | 72.2% | +0.56% | 0.50 | 36 |
| 07.10 → 07.11 | Long | 69.4% | +0.78% | 0.90 | 36 |
| 07.10 → 03.11 | Long | 69.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8098 |
| 3 | 100.0449 |
| 4 | 100.1202 |
| 5 | 100.2638 |
| 6 | 100.5192 |
| 7 | 100.593 |
| 8 | 100.4333 |
| 9 | 100.4025 |
| 10 | 100.4979 |
| 11 | 100.7674 |
| 12 | 100.6839 |
| 13 | 100.6876 |
| 14 | 100.5691 |
| 15 | 100.6437 |
| 16 | 100.5466 |
| 17 | 100.6426 |
| 18 | 100.6922 |
| 19 | 100.7362 |
| 20 | 100.7442 |
| 21 | 100.7337 |
| 22 | 100.661 |
| 23 | 100.7321 |
| 24 | 100.6626 |
| 25 | 100.8535 |
| 26 | 100.8955 |
| 27 | 100.7011 |
| 28 | 100.7463 |
| 29 | 100.7102 |
| 30 | 100.7982 |
| 31 | 100.4803 |
| 32 | 100.4035 |
| 33 | 100.3723 |
| 34 | 100.5584 |
| 35 | 100.4416 |
| 36 | 100.1598 |
| 37 | 100.3035 |
| 38 | 100.353 |
| 39 | 100.4092 |
| 40 | 100.3912 |
| 41 | 100.3153 |
| 42 | 100.5694 |
| 43 | 100.5411 |
| 44 | 100.7659 |
| 45 | 100.6683 |
| 46 | 100.4568 |
| 47 | 100.4222 |
| 48 | 100.4812 |
| 49 | 100.5369 |
| 50 | 100.5308 |
| 51 | 100.5625 |
| 52 | 100.5505 |
| 53 | 100.6798 |
| 54 | 100.629 |
| 55 | 100.4874 |
| 56 | 100.5721 |
| 57 | 100.5587 |
| 58 | 100.4579 |
| 59 | 100.4098 |
| 60 | 100.21 |
| 61 | 100.5621 |
| 62 | 100.4814 |
| 63 | 100.2378 |
| 64 | 100.5182 |
| 65 | 100.192 |
| 66 | 100.0612 |
| 67 | 100.1266 |
| 68 | 100.2754 |
| 69 | 100.1174 |
| 70 | 100.3313 |
| 71 | 100.3475 |
| 72 | 100.2977 |
| 73 | 100.3808 |
| 74 | 100.7779 |
| 75 | 100.9382 |
| 76 | 100.9069 |
| 77 | 100.8172 |
| 78 | 101.0852 |
| 79 | 101.1883 |
| 80 | 100.9962 |
| 81 | 101.1558 |
| 82 | 101.0242 |
| 83 | 100.9809 |
| 84 | 101.027 |
| 85 | 101.1043 |
| 86 | 101.229 |
| 87 | 101.326 |
| 88 | 101.0924 |
| 89 | 100.8805 |
| 90 | 100.9267 |
| 91 | 100.9877 |
| 92 | 100.9433 |
| 93 | 100.7547 |
| 94 | 100.4842 |
| 95 | 100.4662 |
| 96 | 100.2692 |
| 97 | 100.2412 |
| 98 | 99.9628 |
| 99 | 100.3988 |
| 100 | 99.8343 |
| 101 | 99.6895 |
| 102 | 99.581 |
| 103 | 99.6419 |
| 104 | 99.7906 |
| 105 | 99.9776 |
| 106 | 99.7424 |
| 107 | 99.8658 |
| 108 | 99.8208 |
| 109 | 100.0494 |
| 110 | 99.7194 |
| 111 | 99.7802 |
| 112 | 99.9397 |
| 113 | 99.9784 |
| 114 | 100.1981 |
| 115 | 100.1077 |
| 116 | 100.0721 |
| 117 | 100.2586 |
| 118 | 100.4198 |
| 119 | 100.6404 |
| 120 | 100.5322 |
| 121 | 100.5059 |
| 122 | 100.2821 |
| 123 | 100.1197 |
| 124 | 100.1145 |
| 125 | 100.1033 |
| 126 | 100.2859 |
| 127 | 100.2137 |
| 128 | 100.2125 |
| 129 | 100.3877 |
| 130 | 100.3766 |
| 131 | 100.2248 |
| 132 | 100.4015 |
| 133 | 100.5339 |
| 134 | 100.4839 |
| 135 | 100.4256 |
| 136 | 100.5427 |
| 137 | 100.7783 |
| 138 | 100.6454 |
| 139 | 100.594 |
| 140 | 100.5584 |
| 141 | 100.5697 |
| 142 | 100.6195 |
| 143 | 100.6701 |
| 144 | 100.4548 |
| 145 | 100.6341 |
| 146 | 100.6451 |
| 147 | 100.7307 |
| 148 | 100.7298 |
| 149 | 100.4588 |
| 150 | 100.4947 |
| 151 | 100.4538 |
| 152 | 100.5104 |
| 153 | 100.5099 |
| 154 | 100.6119 |
| 155 | 100.4284 |
| 156 | 100.3055 |
| 157 | 100.6443 |
| 158 | 100.8006 |
| 159 | 100.8555 |
| 160 | 101.0429 |
| 161 | 100.8536 |
| 162 | 100.8291 |
| 163 | 100.7242 |
| 164 | 100.7373 |
| 165 | 100.4814 |
| 166 | 100.3933 |
| 167 | 100.2605 |
| 168 | 99.9648 |
| 169 | 100.0137 |
| 170 | 100.0227 |
| 171 | 100.0255 |
| 172 | 99.975 |
| 173 | 99.9675 |
| 174 | 99.9463 |
| 175 | 99.831 |
| 176 | 99.9424 |
| 177 | 99.9341 |
| 178 | 99.7788 |
| 179 | 99.6384 |
| 180 | 99.5158 |
| 181 | 99.5229 |
| 182 | 99.5717 |
| 183 | 99.4878 |
| 184 | 99.6526 |
| 185 | 99.7336 |
| 186 | 99.6497 |
| 187 | 99.6646 |
| 188 | 99.9515 |
| 189 | 99.8999 |
| 190 | 99.9167 |
| 191 | 99.9064 |
| 192 | 99.7766 |
| 193 | 99.5798 |
| 194 | 99.6304 |
| 195 | 99.5712 |
| 196 | 99.5323 |
| 197 | 99.5193 |
| 198 | 99.5378 |
| 199 | 99.2859 |
| 200 | 99.0826 |
| 201 | 99.1471 |
| 202 | 99.0765 |
| 203 | 98.9406 |
| 204 | 99.0291 |
| 205 | 99.0204 |
| 206 | 98.8961 |
| 207 | 98.6451 |
| 208 | 98.838 |
| 209 | 98.9663 |
| 210 | 98.9721 |
| 211 | 99.0456 |
| 212 | 98.8888 |
| 213 | 98.7335 |
| 214 | 98.3998 |
| 215 | 98.1633 |
| 216 | 98.1404 |
| 217 | 98.1057 |
| 218 | 98.1748 |
| 219 | 98.1135 |
| 220 | 98.2346 |
| 221 | 98.4459 |
| 222 | 98.2993 |
| 223 | 98.3724 |
| 224 | 98.2018 |
| 225 | 98.3296 |
| 226 | 98.4928 |
| 227 | 98.4476 |
| 228 | 98.8878 |
| 229 | 98.812 |
| 230 | 98.7534 |
| 231 | 98.6437 |
| 232 | 98.484 |
| 233 | 98.3165 |
| 234 | 98.34 |
| 235 | 98.3887 |
| 236 | 98.4234 |
| 237 | 98.389 |
| 238 | 98.2485 |
| 239 | 98.2308 |
| 240 | 98.1988 |
| 241 | 98.0402 |
| 242 | 98.2438 |
| 243 | 98.3128 |
| 244 | 98.2379 |
| 245 | 98.0699 |
| 246 | 98.1513 |
| 247 | 98.1426 |
| 248 | 98.0978 |
| 249 | 98.0531 |
| 250 | 97.829 |
| 251 | 97.5852 |
| 252 | 97.6058 |
| 253 | 97.7067 |
| 254 | 97.7191 |
| 255 | 97.7364 |
| 256 | 97.6943 |
| 257 | 97.6857 |
| 258 | 97.5399 |
| 259 | 97.3937 |
| 260 | 97.4663 |
| 261 | 97.423 |
| 262 | 97.4955 |
| 263 | 97.4516 |
| 264 | 97.5006 |
| 265 | 97.6112 |
| 266 | 96.9937 |
| 267 | 96.9521 |
| 268 | 96.8707 |
| 269 | 97.0701 |
| 270 | 97.115 |
| 271 | 96.8254 |
| 272 | 97.4026 |
| 273 | 97.6634 |
| 274 | 97.8101 |
| 275 | 97.437 |
| 276 | 98.0468 |
| 277 | 97.8107 |
| 278 | 97.8114 |
| 279 | 97.6724 |
| 280 | 97.6543 |
| 281 | 97.5071 |
| 282 | 97.4866 |
| 283 | 97.5796 |
| 284 | 97.3078 |
| 285 | 97.4628 |
| 286 | 97.7464 |
| 287 | 97.5203 |
| 288 | 97.6654 |
| 289 | 97.7339 |
| 290 | 97.6715 |
| 291 | 97.5524 |
| 292 | 97.4257 |
| 293 | 97.4237 |
| 294 | 97.4802 |
| 295 | 97.3809 |
| 296 | 97.4781 |
| 297 | 97.2854 |
| 298 | 97.5012 |
| 299 | 97.7399 |
| 300 | 97.7693 |
| 301 | 97.8594 |
| 302 | 97.8419 |
| 303 | 97.9981 |
| 304 | 97.9897 |
| 305 | 97.7925 |
| 306 | 97.8603 |
| 307 | 97.9209 |
| 308 | 97.7852 |
| 309 | 97.7331 |
| 310 | 97.8012 |
| 311 | 97.9385 |
| 312 | 97.974 |
| 313 | 97.6248 |
| 314 | 97.7814 |
| 315 | 97.3735 |
| 316 | 97.3239 |
| 317 | 97.1539 |
| 318 | 97.204 |
| 319 | 97.296 |
| 320 | 97.2697 |
| 321 | 97.3986 |
| 322 | 97.5598 |
| 323 | 97.536 |
| 324 | 97.6109 |
| 325 | 97.7095 |
| 326 | 97.5625 |
| 327 | 97.8157 |
| 328 | 97.9571 |
| 329 | 98.0353 |
| 330 | 97.9511 |
| 331 | 97.9746 |
| 332 | 97.9309 |
| 333 | 97.9435 |
| 334 | 97.8881 |
| 335 | 98.0101 |
| 336 | 98.045 |
| 337 | 98.1564 |
| 338 | 98.2345 |
| 339 | 98.1949 |
| 340 | 97.9963 |
| 341 | 98.1347 |
| 342 | 98.1651 |
| 343 | 98.1124 |
| 344 | 98.078 |
| 345 | 98.0746 |
| 346 | 98.0771 |
| 347 | 98.1172 |
| 348 | 98.1956 |
| 349 | 97.8419 |
| 350 | 97.9229 |
| 351 | 98.0008 |
| 352 | 97.9238 |
| 353 | 97.7656 |
| 354 | 97.5098 |
| 355 | 97.2294 |
| 356 | 97.3079 |
| 357 | 97.3125 |
| 358 | 97.3487 |
| 359 | 97.4658 |
| 360 | 97.4864 |
| 361 | 97.1632 |
| 362 | 97.1948 |
| 363 | 97.0948 |
| 364 | 97.2193 |
| 365 | 97.2237 |
| 366 | 97.3918 |
| +0.68% |
| 0.95 |
| 36 |
| 07.10 → 13.11 | Long | 69.4% | +0.64% | 0.55 | 36 |
| 09.10 → 13.11 | Long | 69.4% | +0.62% | 0.60 | 36 |
| 06.10 → 07.11 | Long | 69.4% | +0.60% | 0.71 | 36 |
| 09.10 → 07.11 | Long | 66.7% | +0.76% | 0.97 | 36 |
| 07.10 → 06.11 | Long | 66.7% | +0.72% | 0.85 | 36 |