

Forex currencies
Over 1991 to 2025 (35 years of data), GBPJPY has tended to move short between 19.09 and 24.09, closing higher in 74.3% of those years for an average +0.43% move and an annualized Sharpe of 1.78.
Best window
19.09 - 24.09
Direction
Short
Win rate
74.3%
Avg return
+0.43%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 24.09 | Short | 74.3% | +0.43% | 1.78 | 35 |
| 16.09 → 07.11 | Long | 74.3% | +0.09% | 0.04 | 35 |
| 15.09 → 07.11 | Long | 74.3% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.4772 |
| 3 | 99.4545 |
| 4 | 99.6491 |
| 5 | 99.5583 |
| 6 | 99.6219 |
| 7 | 99.68 |
| 8 | 99.5382 |
| 9 | 99.401 |
| 10 | 99.4129 |
| 11 | 99.4315 |
| 12 | 99.24 |
| 13 | 99.0516 |
| 14 | 99.1816 |
| 15 | 98.7969 |
| 16 | 98.9717 |
| 17 | 99.3213 |
| 18 | 99.4816 |
| 19 | 99.3587 |
| 20 | 99.2771 |
| 21 | 99.0835 |
| 22 | 99.2457 |
| 23 | 99.1854 |
| 24 | 99.3182 |
| 25 | 99.3101 |
| 26 | 99.5519 |
| 27 | 99.6922 |
| 28 | 99.6978 |
| 29 | 99.6689 |
| 30 | 99.5919 |
| 31 | 99.7096 |
| 32 | 99.7827 |
| 33 | 99.5398 |
| 34 | 99.5722 |
| 35 | 99.5033 |
| 36 | 99.4384 |
| 37 | 99.463 |
| 38 | 99.4515 |
| 39 | 99.41 |
| 40 | 99.5545 |
| 41 | 99.3302 |
| 42 | 99.3679 |
| 43 | 99.579 |
| 44 | 99.7237 |
| 45 | 99.7226 |
| 46 | 99.7277 |
| 47 | 99.6999 |
| 48 | 99.7997 |
| 49 | 99.8838 |
| 50 | 99.9487 |
| 51 | 99.9695 |
| 52 | 100.0449 |
| 53 | 99.8882 |
| 54 | 99.7965 |
| 55 | 99.9322 |
| 56 | 99.7673 |
| 57 | 99.7696 |
| 58 | 99.5481 |
| 59 | 99.4422 |
| 60 | 99.1507 |
| 61 | 99.1213 |
| 62 | 99.2138 |
| 63 | 99.26 |
| 64 | 99.3738 |
| 65 | 99.4208 |
| 66 | 99.2133 |
| 67 | 99.2921 |
| 68 | 99.3377 |
| 69 | 99.1659 |
| 70 | 99.2446 |
| 71 | 99.2363 |
| 72 | 99.1113 |
| 73 | 99.3977 |
| 74 | 99.0062 |
| 75 | 99.009 |
| 76 | 99.0337 |
| 77 | 98.9572 |
| 78 | 98.9144 |
| 79 | 99.0692 |
| 80 | 99.2384 |
| 81 | 99.2288 |
| 82 | 98.9906 |
| 83 | 99.1444 |
| 84 | 99.2172 |
| 85 | 99.4584 |
| 86 | 99.4468 |
| 87 | 99.5474 |
| 88 | 99.6339 |
| 89 | 99.7515 |
| 90 | 100.0148 |
| 91 | 100.1471 |
| 92 | 100.2414 |
| 93 | 100.3528 |
| 94 | 100.589 |
| 95 | 100.6644 |
| 96 | 100.4397 |
| 97 | 100.4393 |
| 98 | 100.3147 |
| 99 | 100.3878 |
| 100 | 100.4267 |
| 101 | 100.3888 |
| 102 | 100.3284 |
| 103 | 100.4955 |
| 104 | 100.5225 |
| 105 | 100.4539 |
| 106 | 100.4726 |
| 107 | 100.5332 |
| 108 | 100.5733 |
| 109 | 101.0311 |
| 110 | 100.8592 |
| 111 | 100.9954 |
| 112 | 100.7477 |
| 113 | 101.0104 |
| 114 | 100.9909 |
| 115 | 101.057 |
| 116 | 100.9922 |
| 117 | 101.1454 |
| 118 | 101.465 |
| 119 | 101.5001 |
| 120 | 101.3561 |
| 121 | 101.5527 |
| 122 | 101.4263 |
| 123 | 101.4489 |
| 124 | 101.3165 |
| 125 | 101.1268 |
| 126 | 100.9821 |
| 127 | 100.8543 |
| 128 | 100.9061 |
| 129 | 101.0489 |
| 130 | 101.0631 |
| 131 | 101.1029 |
| 132 | 101.0232 |
| 133 | 100.7848 |
| 134 | 100.775 |
| 135 | 100.7698 |
| 136 | 100.6186 |
| 137 | 100.87 |
| 138 | 100.6657 |
| 139 | 100.9658 |
| 140 | 100.9293 |
| 141 | 100.9832 |
| 142 | 100.9903 |
| 143 | 100.9894 |
| 144 | 100.74 |
| 145 | 100.908 |
| 146 | 100.9527 |
| 147 | 101.2281 |
| 148 | 101.2628 |
| 149 | 101.155 |
| 150 | 101.3148 |
| 151 | 101.2311 |
| 152 | 101.3519 |
| 153 | 101.341 |
| 154 | 101.3352 |
| 155 | 101.1787 |
| 156 | 101.2774 |
| 157 | 101.3743 |
| 158 | 101.5787 |
| 159 | 101.5664 |
| 160 | 101.5702 |
| 161 | 101.586 |
| 162 | 101.4622 |
| 163 | 101.3136 |
| 164 | 101.5072 |
| 165 | 101.4065 |
| 166 | 101.475 |
| 167 | 101.5903 |
| 168 | 101.6317 |
| 169 | 101.564 |
| 170 | 101.5315 |
| 171 | 101.6562 |
| 172 | 101.8148 |
| 173 | 101.8145 |
| 174 | 102.0346 |
| 175 | 101.8592 |
| 176 | 101.4214 |
| 177 | 101.3547 |
| 178 | 101.3484 |
| 179 | 101.2372 |
| 180 | 101.3679 |
| 181 | 101.5181 |
| 182 | 101.561 |
| 183 | 101.3749 |
| 184 | 101.4319 |
| 185 | 101.5 |
| 186 | 101.3234 |
| 187 | 101.1082 |
| 188 | 100.9649 |
| 189 | 100.7489 |
| 190 | 100.9225 |
| 191 | 100.8401 |
| 192 | 100.8557 |
| 193 | 100.7429 |
| 194 | 101.2398 |
| 195 | 101.3428 |
| 196 | 101.6257 |
| 197 | 101.2691 |
| 198 | 101.2862 |
| 199 | 101.3797 |
| 200 | 101.4462 |
| 201 | 101.4342 |
| 202 | 101.4253 |
| 203 | 101.3872 |
| 204 | 101.4846 |
| 205 | 101.3892 |
| 206 | 101.3096 |
| 207 | 101.1005 |
| 208 | 101.0545 |
| 209 | 101.0704 |
| 210 | 100.8643 |
| 211 | 100.833 |
| 212 | 100.91 |
| 213 | 100.7141 |
| 214 | 100.649 |
| 215 | 100.5619 |
| 216 | 100.6919 |
| 217 | 100.5738 |
| 218 | 100.5321 |
| 219 | 100.5322 |
| 220 | 100.5347 |
| 221 | 100.3552 |
| 222 | 100.0235 |
| 223 | 99.9742 |
| 224 | 100.0979 |
| 225 | 99.9905 |
| 226 | 99.9032 |
| 227 | 99.804 |
| 228 | 99.8911 |
| 229 | 99.7897 |
| 230 | 99.8352 |
| 231 | 99.7395 |
| 232 | 99.679 |
| 233 | 99.7594 |
| 234 | 99.9184 |
| 235 | 99.8355 |
| 236 | 99.6989 |
| 237 | 99.7273 |
| 238 | 99.6649 |
| 239 | 99.6753 |
| 240 | 99.6071 |
| 241 | 99.9465 |
| 242 | 99.7804 |
| 243 | 99.6481 |
| 244 | 99.6478 |
| 245 | 99.6914 |
| 246 | 99.6724 |
| 247 | 99.6302 |
| 248 | 99.4816 |
| 249 | 99.5526 |
| 250 | 99.3388 |
| 251 | 99.5664 |
| 252 | 99.3649 |
| 253 | 99.5841 |
| 254 | 99.5843 |
| 255 | 99.7175 |
| 256 | 99.89 |
| 257 | 99.8021 |
| 258 | 100.0047 |
| 259 | 99.8685 |
| 260 | 100.0059 |
| 261 | 100.1471 |
| 262 | 100.1811 |
| 263 | 100.2163 |
| 264 | 100.1113 |
| 265 | 99.7678 |
| 266 | 99.7034 |
| 267 | 99.5801 |
| 268 | 99.4466 |
| 269 | 99.505 |
| 270 | 99.5104 |
| 271 | 99.4318 |
| 272 | 99.6461 |
| 273 | 99.4735 |
| 274 | 99.4827 |
| 275 | 99.2585 |
| 276 | 99.3253 |
| 277 | 99.3655 |
| 278 | 99.5428 |
| 279 | 99.4761 |
| 280 | 99.1102 |
| 281 | 99.1125 |
| 282 | 98.884 |
| 283 | 98.9563 |
| 284 | 99.1904 |
| 285 | 99.243 |
| 286 | 99.3884 |
| 287 | 99.5366 |
| 288 | 99.8113 |
| 289 | 99.7295 |
| 290 | 99.8989 |
| 291 | 99.8438 |
| 292 | 99.8647 |
| 293 | 99.9839 |
| 294 | 99.9543 |
| 295 | 99.6684 |
| 296 | 99.5424 |
| 297 | 99.4079 |
| 298 | 99.194 |
| 299 | 99.3621 |
| 300 | 99.1624 |
| 301 | 99.0753 |
| 302 | 99.6059 |
| 303 | 99.6401 |
| 304 | 100.1417 |
| 305 | 99.9737 |
| 306 | 99.9184 |
| 307 | 100.0931 |
| 308 | 100.1283 |
| 309 | 100.2127 |
| 310 | 100.1178 |
| 311 | 100.0625 |
| 312 | 100.0685 |
| 313 | 99.7649 |
| 314 | 100.0761 |
| 315 | 100.0958 |
| 316 | 99.7779 |
| 317 | 99.6318 |
| 318 | 99.7679 |
| 319 | 99.6467 |
| 320 | 99.757 |
| 321 | 99.6698 |
| 322 | 99.9307 |
| 323 | 99.8741 |
| 324 | 99.7949 |
| 325 | 99.6234 |
| 326 | 99.8573 |
| 327 | 99.7521 |
| 328 | 99.9546 |
| 329 | 100.145 |
| 330 | 99.8731 |
| 331 | 99.9346 |
| 332 | 100.0768 |
| 333 | 100.0384 |
| 334 | 100.1513 |
| 335 | 100.3234 |
| 336 | 100.1024 |
| 337 | 100.146 |
| 338 | 100.1863 |
| 339 | 100.1046 |
| 340 | 100.2011 |
| 341 | 100.16 |
| 342 | 100.0214 |
| 343 | 100.096 |
| 344 | 100.1055 |
| 345 | 100.1595 |
| 346 | 100.5033 |
| 347 | 100.2889 |
| 348 | 100.33 |
| 349 | 100.2421 |
| 350 | 100.3234 |
| 351 | 100.2083 |
| 352 | 100.2357 |
| 353 | 100.3536 |
| 354 | 99.9947 |
| 355 | 99.9847 |
| 356 | 99.978 |
| 357 | 99.9156 |
| 358 | 99.8837 |
| 359 | 99.9564 |
| 360 | 100.1157 |
| 361 | 100.199 |
| 362 | 100.1325 |
| 363 | 99.9827 |
| 364 | 99.847 |
| 365 | 99.9726 |
| 366 | 100.5851 |
| +0.08% |
| 0.03 |
| 35 |
| 16.09 → 05.11 | Long | 74.3% | +0.06% | 0.02 | 35 |
| 15.09 → 05.11 | Long | 71.4% | +0.05% | 0.02 | 35 |
| 15.09 → 03.11 | Long | 71.4% | -0.04% | -0.01 | 35 |
| 16.09 → 06.11 | Long | 71.4% | -0.04% | -0.02 | 35 |
| 15.09 → 06.11 | Long | 71.4% | -0.05% | -0.02 | 35 |