

Forex currencies
Over 1991 to 2025 (35 years of data), GBPJPY has tended to move long between 10.10 and 08.12, closing higher in 71.4% of those years for an average +1.51% move and an annualized Sharpe of 0.58.
Best window
10.10 - 08.12
Direction
Long
Win rate
71.4%
Avg return
+1.51%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.12 | Long | 71.4% | +1.51% | 0.58 | 35 |
| 11.10 → 10.12 | Long | 71.4% | +1.42% | 0.50 | 35 |
| 10.10 → 01.12 | Long | 71.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7158 |
| 3 | 99.6942 |
| 4 | 99.9966 |
| 5 | 99.9893 |
| 6 | 100.0532 |
| 7 | 99.994 |
| 8 | 99.9231 |
| 9 | 99.7795 |
| 10 | 99.6994 |
| 11 | 99.806 |
| 12 | 99.6957 |
| 13 | 99.5896 |
| 14 | 99.5206 |
| 15 | 99.253 |
| 16 | 99.2888 |
| 17 | 99.4004 |
| 18 | 99.5851 |
| 19 | 99.477 |
| 20 | 99.4429 |
| 21 | 99.3155 |
| 22 | 99.4395 |
| 23 | 99.4537 |
| 24 | 99.5988 |
| 25 | 99.5277 |
| 26 | 99.5412 |
| 27 | 99.5782 |
| 28 | 99.7116 |
| 29 | 99.68 |
| 30 | 99.6215 |
| 31 | 99.7222 |
| 32 | 99.6531 |
| 33 | 99.3685 |
| 34 | 99.4231 |
| 35 | 99.3163 |
| 36 | 99.3312 |
| 37 | 99.2911 |
| 38 | 99.3335 |
| 39 | 99.3812 |
| 40 | 99.3595 |
| 41 | 99.2446 |
| 42 | 99.2009 |
| 43 | 99.3868 |
| 44 | 99.4245 |
| 45 | 99.2928 |
| 46 | 99.3239 |
| 47 | 99.5058 |
| 48 | 99.5884 |
| 49 | 99.5796 |
| 50 | 99.6638 |
| 51 | 99.6868 |
| 52 | 99.7711 |
| 53 | 99.6702 |
| 54 | 99.616 |
| 55 | 99.6844 |
| 56 | 99.4513 |
| 57 | 99.4232 |
| 58 | 99.1973 |
| 59 | 99.1128 |
| 60 | 99.0476 |
| 61 | 99.0261 |
| 62 | 99.0891 |
| 63 | 99.239 |
| 64 | 99.3199 |
| 65 | 99.3046 |
| 66 | 99.0662 |
| 67 | 99.0173 |
| 68 | 99.0447 |
| 69 | 98.7998 |
| 70 | 98.8742 |
| 71 | 98.9243 |
| 72 | 98.8396 |
| 73 | 98.959 |
| 74 | 98.6657 |
| 75 | 98.7216 |
| 76 | 98.6941 |
| 77 | 98.7054 |
| 78 | 98.7061 |
| 79 | 98.8051 |
| 80 | 98.9371 |
| 81 | 98.9273 |
| 82 | 98.8569 |
| 83 | 99.0023 |
| 84 | 98.9356 |
| 85 | 99.109 |
| 86 | 99.0972 |
| 87 | 99.2173 |
| 88 | 99.1887 |
| 89 | 99.4009 |
| 90 | 99.4495 |
| 91 | 99.4729 |
| 92 | 99.5513 |
| 93 | 99.5501 |
| 94 | 99.7197 |
| 95 | 99.7595 |
| 96 | 99.5969 |
| 97 | 99.5788 |
| 98 | 99.5673 |
| 99 | 99.6575 |
| 100 | 99.5811 |
| 101 | 99.5877 |
| 102 | 99.5894 |
| 103 | 99.7107 |
| 104 | 99.7344 |
| 105 | 99.6039 |
| 106 | 99.5486 |
| 107 | 99.5417 |
| 108 | 99.4325 |
| 109 | 99.6599 |
| 110 | 99.7491 |
| 111 | 99.7837 |
| 112 | 99.6198 |
| 113 | 99.7677 |
| 114 | 99.7725 |
| 115 | 99.7724 |
| 116 | 99.8711 |
| 117 | 100.0093 |
| 118 | 100.1723 |
| 119 | 100.1426 |
| 120 | 100.0461 |
| 121 | 100.1639 |
| 122 | 100.0464 |
| 123 | 99.9994 |
| 124 | 100.0064 |
| 125 | 99.8038 |
| 126 | 99.7169 |
| 127 | 99.5656 |
| 128 | 99.6302 |
| 129 | 99.6881 |
| 130 | 99.7229 |
| 131 | 99.7133 |
| 132 | 99.6555 |
| 133 | 99.5576 |
| 134 | 99.5378 |
| 135 | 99.5613 |
| 136 | 99.4603 |
| 137 | 99.5572 |
| 138 | 99.5022 |
| 139 | 99.6972 |
| 140 | 99.6161 |
| 141 | 99.5806 |
| 142 | 99.6096 |
| 143 | 99.5025 |
| 144 | 99.2455 |
| 145 | 99.4599 |
| 146 | 99.4111 |
| 147 | 99.5697 |
| 148 | 99.6187 |
| 149 | 99.5699 |
| 150 | 99.6265 |
| 151 | 99.6034 |
| 152 | 99.7613 |
| 153 | 99.7088 |
| 154 | 99.6797 |
| 155 | 99.6178 |
| 156 | 99.7656 |
| 157 | 99.7343 |
| 158 | 99.7587 |
| 159 | 99.637 |
| 160 | 99.5487 |
| 161 | 99.6332 |
| 162 | 99.6105 |
| 163 | 99.5649 |
| 164 | 99.7443 |
| 165 | 99.6885 |
| 166 | 99.8119 |
| 167 | 99.8372 |
| 168 | 99.8498 |
| 169 | 99.9124 |
| 170 | 99.8672 |
| 171 | 99.9073 |
| 172 | 99.9578 |
| 173 | 99.9164 |
| 174 | 100.0171 |
| 175 | 99.9841 |
| 176 | 99.6411 |
| 177 | 99.5733 |
| 178 | 99.6169 |
| 179 | 99.5869 |
| 180 | 99.7079 |
| 181 | 99.6718 |
| 182 | 99.7347 |
| 183 | 99.7242 |
| 184 | 99.7461 |
| 185 | 99.7679 |
| 186 | 99.7495 |
| 187 | 99.6613 |
| 188 | 99.4623 |
| 189 | 99.4475 |
| 190 | 99.524 |
| 191 | 99.4281 |
| 192 | 99.4732 |
| 193 | 99.4085 |
| 194 | 99.768 |
| 195 | 99.7074 |
| 196 | 99.9095 |
| 197 | 99.6806 |
| 198 | 99.7678 |
| 199 | 99.7771 |
| 200 | 99.8521 |
| 201 | 99.8041 |
| 202 | 99.7473 |
| 203 | 99.688 |
| 204 | 99.8531 |
| 205 | 99.8398 |
| 206 | 99.851 |
| 207 | 99.7758 |
| 208 | 99.7381 |
| 209 | 99.7865 |
| 210 | 99.8017 |
| 211 | 99.7904 |
| 212 | 99.7991 |
| 213 | 99.5785 |
| 214 | 99.6382 |
| 215 | 99.5856 |
| 216 | 99.6746 |
| 217 | 99.6276 |
| 218 | 99.5217 |
| 219 | 99.4671 |
| 220 | 99.4818 |
| 221 | 99.2992 |
| 222 | 99.0799 |
| 223 | 99.0913 |
| 224 | 99.0557 |
| 225 | 98.9059 |
| 226 | 98.8813 |
| 227 | 98.8413 |
| 228 | 98.9208 |
| 229 | 98.7833 |
| 230 | 98.7186 |
| 231 | 98.692 |
| 232 | 98.6512 |
| 233 | 98.7276 |
| 234 | 98.8757 |
| 235 | 98.7071 |
| 236 | 98.6134 |
| 237 | 98.628 |
| 238 | 98.6167 |
| 239 | 98.5568 |
| 240 | 98.5806 |
| 241 | 98.8385 |
| 242 | 98.6577 |
| 243 | 98.6321 |
| 244 | 98.5728 |
| 245 | 98.6232 |
| 246 | 98.5503 |
| 247 | 98.5494 |
| 248 | 98.559 |
| 249 | 98.6373 |
| 250 | 98.4872 |
| 251 | 98.6376 |
| 252 | 98.5528 |
| 253 | 98.6973 |
| 254 | 98.6747 |
| 255 | 98.7924 |
| 256 | 98.8675 |
| 257 | 98.8414 |
| 258 | 98.9194 |
| 259 | 98.6896 |
| 260 | 98.7256 |
| 261 | 98.8212 |
| 262 | 98.7863 |
| 263 | 98.7293 |
| 264 | 98.6575 |
| 265 | 98.421 |
| 266 | 98.399 |
| 267 | 98.3511 |
| 268 | 98.3241 |
| 269 | 98.3934 |
| 270 | 98.5632 |
| 271 | 98.5616 |
| 272 | 98.679 |
| 273 | 98.7171 |
| 274 | 98.7698 |
| 275 | 98.5751 |
| 276 | 98.6115 |
| 277 | 98.6131 |
| 278 | 98.6721 |
| 279 | 98.6032 |
| 280 | 98.1672 |
| 281 | 98.0407 |
| 282 | 97.8126 |
| 283 | 97.8454 |
| 284 | 97.9258 |
| 285 | 97.9664 |
| 286 | 98.1581 |
| 287 | 98.2729 |
| 288 | 98.2837 |
| 289 | 98.1819 |
| 290 | 98.2158 |
| 291 | 98.1928 |
| 292 | 98.1555 |
| 293 | 98.359 |
| 294 | 98.4143 |
| 295 | 98.2144 |
| 296 | 98.1569 |
| 297 | 98.1385 |
| 298 | 98.0393 |
| 299 | 98.1634 |
| 300 | 97.9955 |
| 301 | 97.9029 |
| 302 | 98.2346 |
| 303 | 98.2101 |
| 304 | 98.607 |
| 305 | 98.5393 |
| 306 | 98.4678 |
| 307 | 98.5658 |
| 308 | 98.5862 |
| 309 | 98.751 |
| 310 | 98.6642 |
| 311 | 98.5886 |
| 312 | 98.4406 |
| 313 | 98.2767 |
| 314 | 98.3992 |
| 315 | 98.4554 |
| 316 | 98.3174 |
| 317 | 98.2144 |
| 318 | 98.3893 |
| 319 | 98.3182 |
| 320 | 98.3371 |
| 321 | 98.2989 |
| 322 | 98.4234 |
| 323 | 98.4487 |
| 324 | 98.378 |
| 325 | 98.3132 |
| 326 | 98.4212 |
| 327 | 98.3828 |
| 328 | 98.5048 |
| 329 | 98.5895 |
| 330 | 98.3703 |
| 331 | 98.3918 |
| 332 | 98.5252 |
| 333 | 98.5729 |
| 334 | 98.683 |
| 335 | 98.8393 |
| 336 | 98.9015 |
| 337 | 98.9592 |
| 338 | 98.9159 |
| 339 | 98.8868 |
| 340 | 98.9379 |
| 341 | 98.9456 |
| 342 | 98.9962 |
| 343 | 99.0435 |
| 344 | 99.0369 |
| 345 | 99.0946 |
| 346 | 99.3213 |
| 347 | 99.1717 |
| 348 | 99.2782 |
| 349 | 99.2127 |
| 350 | 99.279 |
| 351 | 99.2154 |
| 352 | 99.3324 |
| 353 | 99.3735 |
| 354 | 99.2039 |
| 355 | 99.2341 |
| 356 | 99.1224 |
| 357 | 99.0651 |
| 358 | 99.0956 |
| 359 | 99.1732 |
| 360 | 99.3419 |
| 361 | 99.4561 |
| 362 | 99.4526 |
| 363 | 99.3038 |
| 364 | 99.1297 |
| 365 | 99.2467 |
| 366 | 99.6301 |
| +1.25% |
| 0.50 |
| 35 |
| 11.10 → 01.12 | Long | 71.4% | +1.20% | 0.47 | 35 |
| 10.10 → 07.11 | Long | 71.4% | +0.94% | 0.80 | 35 |
| 11.10 → 07.11 | Long | 71.4% | +0.88% | 0.73 | 35 |
| 09.10 → 07.11 | Long | 71.4% | +0.87% | 0.71 | 35 |
| 11.10 → 08.11 | Long | 71.4% | +0.74% | 0.60 | 35 |