← All seasonality|Forex currencies1991–2025

Pound Sterling vs Japanese Yen (GBPJPY) Seasonality

Over 1991 to 2025 (35 years of data), GBPJPY has tended to move short between 13.07 and 02.09, closing higher in 68.6% of those years for an average +1.13% move and an annualized Sharpe of 0.69.

Average seasonal curve

GBPJPY average seasonal curve, 1991 to 2025
Index	Value
1	100
2	99.6857
3	99.8431
4	100.4334
5	100.4389
6	100.716
7	100.8303
8	100.6152
9	100.5895
10	100.527
11	100.5774
12	100.3328
13	100.016
14	100.0923
15	99.8436
16	99.8386
17	100.1484
18	100.2484
19	100.4058
20	100.5974
21	100.6177
22	100.6566
23	100.8434
24	100.8011
25	100.772
26	100.9905
27	100.842
28	101.0075
29	100.9558
30	100.7476
31	100.6832
32	100.6581
33	100.3532
34	100.8023
35	100.8039
36	100.6939
37	100.4569
38	100.3064
39	100.6071
40	100.7335
41	100.6868
42	100.8697
43	101.186
44	101.6562
45	101.6628
46	101.6965
47	101.7322
48	101.7187
49	101.8906
50	101.7175
51	101.6632
52	101.8652

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
13.07 → 02.09	Short	68.6%	+1.13%	0.69	35
07.07 → 14.07	Long	68.6%	+0.46%	1.73	35
11.07 → 14.07	Long	68.6%	+0.46%	2.67	35
13.07 → 26.08	Short	65.7%	+1.14%	0.87	35
13.07 → 03.09	Short	65.7%	+1.13%	0.69	35
13.07 → 25.08	Short	65.7%	+1.08%	0.83	35
13.07 → 30.08	Short	65.7%

Explore further

Open in the seasonality screener →Browse all instruments How to read seasonality