

Over 1997 to 2025 (29 years of data), GBPNZD has tended to move long between 07.07 and 04.09, closing higher in 75.9% of those years for an average +1.42% move and an annualized Sharpe of 0.74.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.67 |
| 3 | 99.5958 |
| 4 | 99.641 |
| 5 | 99.6165 |
| 6 | 99.5225 |
| 7 | 99.5956 |
| 8 | 99.4929 |
| 9 | 99.4195 |
| 10 | 99.2522 |
| 11 | 99.2457 |
| 12 | 99.3729 |
| 13 | 99.3377 |
| 14 | 99.5087 |
| 15 | 99.5 |
| 16 | 99.5447 |
| 17 | 99.7378 |
| 18 | 99.7 |
| 19 | 99.8405 |
| 20 | 99.8988 |
| 21 | 99.9835 |
| 22 | 99.9851 |
| 23 | 99.9117 |
| 24 | 100.0058 |
| 25 | 99.9957 |
| 26 | 100.105 |
| 27 | 100.2972 |
| 28 | 100.3845 |
| 29 | 100.4801 |
| 30 | 100.7199 |
| 31 | 100.7124 |
| 32 | 100.5643 |
| 33 | 100.4455 |
| 34 | 100.3557 |
| 35 | 100.3095 |
| 36 | 100.1713 |
| 37 | 100.0573 |
| 38 | 100.0998 |
| 39 | 100.198 |
| 40 | 100.0417 |
| 41 | 100.0738 |
| 42 | 99.9721 |
| 43 | 100.1589 |
| 44 | 100.0994 |
| 45 | 100.0506 |
| 46 | 100.0261 |
| 47 | 99.9049 |
| 48 | 99.9424 |
| 49 | 99.9277 |
| 50 | 99.8607 |
| 51 | 99.9044 |
| 52 | 99.8917 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.09 | Long | 75.9% | +1.42% | 0.74 | 29 |
| 07.07 → 05.09 | Long | 75.9% | +1.19% | 0.64 | 29 |
| 07.07 → 26.08 | Long | 75.9% | +1.18% | 0.78 | 29 |
| 09.07 → 04.09 | Long | 72.4% | +1.54% | 0.83 | 29 |
| 08.07 → 04.09 | Long | 72.4% | +1.48% | 0.79 | 29 |
| 10.07 → 04.09 | Long | 72.4% | +1.40% | 0.80 | 29 |
| 09.07 → 29.08 | Long | 72.4% |
| 53 |
|---|
| 99.8335 |
| 54 | 99.9714 |
|---|
| 55 | 99.7832 |
|---|
| 56 | 99.6249 |
|---|
| 57 | 99.8222 |
|---|
| 58 | 99.9884 |
|---|
| 59 | 100.0248 |
|---|
| 60 | 99.9548 |
|---|
| 61 | 100.0491 |
|---|
| 62 | 100.0871 |
|---|
| 63 | 99.9871 |
|---|
| 64 | 100.076 |
|---|
| 65 | 100.092 |
|---|
| 66 | 100.2255 |
|---|
| 67 | 100.1317 |
|---|
| 68 | 100.2471 |
|---|
| 69 | 100.1011 |
|---|
| 70 | 100.1864 |
|---|
| 71 | 99.9851 |
|---|
| 72 | 100.2176 |
|---|
| 73 | 100.0111 |
|---|
| 74 | 99.9712 |
|---|
| 75 | 100.067 |
|---|
| 76 | 99.9485 |
|---|
| 77 | 99.8222 |
|---|
| 78 | 99.7214 |
|---|
| 79 | 99.6788 |
|---|
| 80 | 99.909 |
|---|
| 81 | 99.8573 |
|---|
| 82 | 99.8519 |
|---|
| 83 | 99.8254 |
|---|
| 84 | 99.6973 |
|---|
| 85 | 99.6899 |
|---|
| 86 | 99.801 |
|---|
| 87 | 99.895 |
|---|
| 88 | 99.7835 |
|---|
| 89 | 99.8666 |
|---|
| 90 | 99.9506 |
|---|
| 91 | 100.0304 |
|---|
| 92 | 99.9714 |
|---|
| 93 | 100.0168 |
|---|
| 94 | 100.0984 |
|---|
| 95 | 100.1598 |
|---|
| 96 | 100.2106 |
|---|
| 97 | 100.1256 |
|---|
| 98 | 99.9961 |
|---|
| 99 | 99.7841 |
|---|
| 100 | 99.6463 |
|---|
| 101 | 99.6363 |
|---|
| 102 | 99.47 |
|---|
| 103 | 99.5105 |
|---|
| 104 | 99.5668 |
|---|
| 105 | 99.7947 |
|---|
| 106 | 99.8077 |
|---|
| 107 | 99.8559 |
|---|
| 108 | 99.9878 |
|---|
| 109 | 100.0117 |
|---|
| 110 | 100.026 |
|---|
| 111 | 100.0043 |
|---|
| 112 | 99.9974 |
|---|
| 113 | 100.1167 |
|---|
| 114 | 100.1462 |
|---|
| 115 | 100.2837 |
|---|
| 116 | 100.311 |
|---|
| 117 | 100.4469 |
|---|
| 118 | 100.4003 |
|---|
| 119 | 100.5506 |
|---|
| 120 | 100.4648 |
|---|
| 121 | 100.5145 |
|---|
| 122 | 100.2992 |
|---|
| 123 | 100.3335 |
|---|
| 124 | 100.4093 |
|---|
| 125 | 100.3687 |
|---|
| 126 | 100.2283 |
|---|
| 127 | 100.2955 |
|---|
| 128 | 100.2935 |
|---|
| 129 | 100.3345 |
|---|
| 130 | 100.4639 |
|---|
| 131 | 100.6251 |
|---|
| 132 | 100.6966 |
|---|
| 133 | 100.5527 |
|---|
| 134 | 100.7655 |
|---|
| 135 | 100.9296 |
|---|
| 136 | 100.811 |
|---|
| 137 | 100.863 |
|---|
| 138 | 100.7829 |
|---|
| 139 | 100.8754 |
|---|
| 140 | 100.9423 |
|---|
| 141 | 100.8673 |
|---|
| 142 | 100.727 |
|---|
| 143 | 100.7083 |
|---|
| 144 | 100.6048 |
|---|
| 145 | 100.6369 |
|---|
| 146 | 100.5965 |
|---|
| 147 | 100.4509 |
|---|
| 148 | 100.317 |
|---|
| 149 | 100.4306 |
|---|
| 150 | 100.486 |
|---|
| 151 | 100.5494 |
|---|
| 152 | 100.5042 |
|---|
| 153 | 100.3586 |
|---|
| 154 | 100.3524 |
|---|
| 155 | 100.2556 |
|---|
| 156 | 100.3412 |
|---|
| 157 | 100.2195 |
|---|
| 158 | 100.3134 |
|---|
| 159 | 100.0461 |
|---|
| 160 | 99.8553 |
|---|
| 161 | 99.9605 |
|---|
| 162 | 99.9093 |
|---|
| 163 | 99.8927 |
|---|
| 164 | 99.9228 |
|---|
| 165 | 100.0403 |
|---|
| 166 | 100.2052 |
|---|
| 167 | 100.1898 |
|---|
| 168 | 100.3282 |
|---|
| 169 | 100.2754 |
|---|
| 170 | 100.2791 |
|---|
| 171 | 100.2812 |
|---|
| 172 | 100.3016 |
|---|
| 173 | 100.3183 |
|---|
| 174 | 100.2401 |
|---|
| 175 | 100.193 |
|---|
| 176 | 99.9901 |
|---|
| 177 | 100.0882 |
|---|
| 178 | 100.0767 |
|---|
| 179 | 100.214 |
|---|
| 180 | 100.2025 |
|---|
| 181 | 100.1457 |
|---|
| 182 | 100.1721 |
|---|
| 183 | 100.1838 |
|---|
| 184 | 100.0371 |
|---|
| 185 | 99.9843 |
|---|
| 186 | 99.915 |
|---|
| 187 | 99.8378 |
|---|
| 188 | 99.6488 |
|---|
| 189 | 99.5366 |
|---|
| 190 | 99.4097 |
|---|
| 191 | 99.5802 |
|---|
| 192 | 99.7114 |
|---|
| 193 | 99.6412 |
|---|
| 194 | 99.699 |
|---|
| 195 | 99.5686 |
|---|
| 196 | 99.8534 |
|---|
| 197 | 99.7517 |
|---|
| 198 | 99.8174 |
|---|
| 199 | 99.8915 |
|---|
| 200 | 99.8068 |
|---|
| 201 | 99.6549 |
|---|
| 202 | 99.7484 |
|---|
| 203 | 99.7418 |
|---|
| 204 | 99.7295 |
|---|
| 205 | 99.8401 |
|---|
| 206 | 100.0159 |
|---|
| 207 | 100.0812 |
|---|
| 208 | 100.1791 |
|---|
| 209 | 100.2604 |
|---|
| 210 | 100.2367 |
|---|
| 211 | 100.2317 |
|---|
| 212 | 100.2885 |
|---|
| 213 | 100.3499 |
|---|
| 214 | 100.4806 |
|---|
| 215 | 100.5327 |
|---|
| 216 | 100.6802 |
|---|
| 217 | 100.6256 |
|---|
| 218 | 100.4459 |
|---|
| 219 | 100.3692 |
|---|
| 220 | 100.4028 |
|---|
| 221 | 100.2768 |
|---|
| 222 | 100.3072 |
|---|
| 223 | 100.1971 |
|---|
| 224 | 100.1568 |
|---|
| 225 | 100.1299 |
|---|
| 226 | 100.0781 |
|---|
| 227 | 100.2981 |
|---|
| 228 | 100.3446 |
|---|
| 229 | 100.2133 |
|---|
| 230 | 100.3144 |
|---|
| 231 | 100.4237 |
|---|
| 232 | 100.3386 |
|---|
| 233 | 100.3163 |
|---|
| 234 | 100.1906 |
|---|
| 235 | 100.1967 |
|---|
| 236 | 100.28 |
|---|
| 237 | 100.3126 |
|---|
| 238 | 100.2869 |
|---|
| 239 | 100.3161 |
|---|
| 240 | 100.3343 |
|---|
| 241 | 100.231 |
|---|
| 242 | 100.3271 |
|---|
| 243 | 100.3214 |
|---|
| 244 | 100.2648 |
|---|
| 245 | 100.2282 |
|---|
| 246 | 100.3165 |
|---|
| 247 | 100.4408 |
|---|
| 248 | 100.6423 |
|---|
| 249 | 100.384 |
|---|
| 250 | 100.3198 |
|---|
| 251 | 100.1647 |
|---|
| 252 | 100.2411 |
|---|
| 253 | 100.3501 |
|---|
| 254 | 100.2645 |
|---|
| 255 | 100.2506 |
|---|
| 256 | 100.3517 |
|---|
| 257 | 100.3772 |
|---|
| 258 | 100.2762 |
|---|
| 259 | 100.2619 |
|---|
| 260 | 100.4375 |
|---|
| 261 | 100.3812 |
|---|
| 262 | 100.1626 |
|---|
| 263 | 100.1013 |
|---|
| 264 | 100.2407 |
|---|
| 265 | 100.1999 |
|---|
| 266 | 100.3168 |
|---|
| 267 | 100.4859 |
|---|
| 268 | 100.29 |
|---|
| 269 | 100.4716 |
|---|
| 270 | 100.403 |
|---|
| 271 | 100.3215 |
|---|
| 272 | 100.4331 |
|---|
| 273 | 100.4445 |
|---|
| 274 | 100.3353 |
|---|
| 275 | 100.1314 |
|---|
| 276 | 100.3194 |
|---|
| 277 | 100.2575 |
|---|
| 278 | 100.1138 |
|---|
| 279 | 100.0182 |
|---|
| 280 | 99.9167 |
|---|
| 281 | 99.9052 |
|---|
| 282 | 99.9007 |
|---|
| 283 | 99.9473 |
|---|
| 284 | 99.9007 |
|---|
| 285 | 99.7528 |
|---|
| 286 | 99.8404 |
|---|
| 287 | 99.7278 |
|---|
| 288 | 99.7421 |
|---|
| 289 | 100.0803 |
|---|
| 290 | 99.9688 |
|---|
| 291 | 99.8302 |
|---|
| 292 | 99.8033 |
|---|
| 293 | 99.9281 |
|---|
| 294 | 99.8004 |
|---|
| 295 | 99.6448 |
|---|
| 296 | 99.5573 |
|---|
| 297 | 99.5812 |
|---|
| 298 | 99.9692 |
|---|
| 299 | 100.0414 |
|---|
| 300 | 99.8179 |
|---|
| 301 | 100.0547 |
|---|
| 302 | 100.0304 |
|---|
| 303 | 100.0646 |
|---|
| 304 | 100.0994 |
|---|
| 305 | 100.0173 |
|---|
| 306 | 99.8923 |
|---|
| 307 | 99.7708 |
|---|
| 308 | 99.6014 |
|---|
| 309 | 99.4039 |
|---|
| 310 | 99.3391 |
|---|
| 311 | 99.5768 |
|---|
| 312 | 99.4845 |
|---|
| 313 | 99.6175 |
|---|
| 314 | 99.6532 |
|---|
| 315 | 99.7467 |
|---|
| 316 | 99.7026 |
|---|
| 317 | 99.5004 |
|---|
| 318 | 99.388 |
|---|
| 319 | 99.3313 |
|---|
| 320 | 99.2926 |
|---|
| 321 | 99.4265 |
|---|
| 322 | 99.4886 |
|---|
| 323 | 99.4308 |
|---|
| 324 | 99.4661 |
|---|
| 325 | 99.6039 |
|---|
| 326 | 99.6775 |
|---|
| 327 | 99.5948 |
|---|
| 328 | 99.699 |
|---|
| 329 | 99.6881 |
|---|
| 330 | 99.8568 |
|---|
| 331 | 99.7195 |
|---|
| 332 | 99.6783 |
|---|
| 333 | 99.5725 |
|---|
| 334 | 99.4765 |
|---|
| 335 | 99.422 |
|---|
| 336 | 99.3067 |
|---|
| 337 | 99.4432 |
|---|
| 338 | 99.3802 |
|---|
| 339 | 99.2853 |
|---|
| 340 | 99.1781 |
|---|
| 341 | 99.4245 |
|---|
| 342 | 99.4508 |
|---|
| 343 | 99.3211 |
|---|
| 344 | 99.2009 |
|---|
| 345 | 99.1764 |
|---|
| 346 | 99.2617 |
|---|
| 347 | 99.1245 |
|---|
| 348 | 99.2962 |
|---|
| 349 | 99.2582 |
|---|
| 350 | 99.2931 |
|---|
| 351 | 99.4874 |
|---|
| 352 | 99.3723 |
|---|
| 353 | 99.3887 |
|---|
| 354 | 99.3449 |
|---|
| 355 | 99.2027 |
|---|
| 356 | 99.1411 |
|---|
| 357 | 98.9387 |
|---|
| 358 | 98.923 |
|---|
| 359 | 98.9557 |
|---|
| 360 | 98.9087 |
|---|
| 361 | 98.9218 |
|---|
| 362 | 98.6949 |
|---|
| 363 | 98.4986 |
|---|
| 364 | 98.2965 |
|---|
| 365 | 98.4723 |
|---|
| 366 | 98.7157 |
|---|
| +1.39% |
| 0.85 |
| 29 |
| 09.07 → 05.09 | Long | 72.4% | +1.31% | 0.73 | 29 |