

Forex currencies
Over 1997 to 2025 (29 years of data), GBPNZD has tended to move short between 06.10 and 09.10, closing higher in 75.9% of those years for an average +0.41% move and an annualized Sharpe of 2.45.
Best window
06.10 - 09.10
Direction
Short
Win rate
75.9%
Avg return
+0.41%
Sample
29 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.10 | Short | 75.9% | +0.41% | 2.45 | 29 |
| 05.10 → 09.10 | Short | 72.4% | +0.62% | 2.94 | 29 |
| 05.10 → 15.10 | Short | 69.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8512 |
| 3 | 99.9408 |
| 4 | 99.9802 |
| 5 | 99.9823 |
| 6 | 100.0404 |
| 7 | 100.078 |
| 8 | 100.0348 |
| 9 | 99.9464 |
| 10 | 99.8896 |
| 11 | 99.7623 |
| 12 | 99.704 |
| 13 | 99.762 |
| 14 | 99.8703 |
| 15 | 99.7234 |
| 16 | 99.9184 |
| 17 | 100.2662 |
| 18 | 100.2587 |
| 19 | 100.3733 |
| 20 | 100.1596 |
| 21 | 100.2405 |
| 22 | 100.4958 |
| 23 | 100.398 |
| 24 | 100.6304 |
| 25 | 100.6967 |
| 26 | 100.7236 |
| 27 | 100.9354 |
| 28 | 100.9241 |
| 29 | 100.7412 |
| 30 | 100.726 |
| 31 | 100.9253 |
| 32 | 100.9561 |
| 33 | 100.8795 |
| 34 | 100.5821 |
| 35 | 100.5799 |
| 36 | 100.3395 |
| 37 | 100.3633 |
| 38 | 100.5793 |
| 39 | 100.6797 |
| 40 | 100.5409 |
| 41 | 100.5483 |
| 42 | 100.5153 |
| 43 | 100.7147 |
| 44 | 100.8387 |
| 45 | 100.6468 |
| 46 | 100.516 |
| 47 | 100.4696 |
| 48 | 100.4289 |
| 49 | 100.5973 |
| 50 | 100.571 |
| 51 | 100.6552 |
| 52 | 100.7846 |
| 53 | 100.3587 |
| 54 | 100.3865 |
| 55 | 100.112 |
| 56 | 100.1503 |
| 57 | 100.4998 |
| 58 | 100.8363 |
| 59 | 100.8294 |
| 60 | 100.5431 |
| 61 | 100.6668 |
| 62 | 100.7758 |
| 63 | 100.6398 |
| 64 | 100.5859 |
| 65 | 100.6487 |
| 66 | 100.6251 |
| 67 | 100.626 |
| 68 | 100.8799 |
| 69 | 100.8657 |
| 70 | 101.0164 |
| 71 | 100.7814 |
| 72 | 101.0951 |
| 73 | 100.8279 |
| 74 | 100.8854 |
| 75 | 101.2065 |
| 76 | 100.7498 |
| 77 | 100.8481 |
| 78 | 100.8477 |
| 79 | 100.9221 |
| 80 | 101.2507 |
| 81 | 101.2025 |
| 82 | 101.327 |
| 83 | 101.1018 |
| 84 | 101.1819 |
| 85 | 101.2405 |
| 86 | 101.4568 |
| 87 | 101.4911 |
| 88 | 101.3371 |
| 89 | 101.245 |
| 90 | 101.3258 |
| 91 | 101.4483 |
| 92 | 101.5704 |
| 93 | 101.3981 |
| 94 | 101.4867 |
| 95 | 101.6209 |
| 96 | 101.7965 |
| 97 | 101.4453 |
| 98 | 101.5695 |
| 99 | 101.2933 |
| 100 | 101.1395 |
| 101 | 101.2899 |
| 102 | 101.2264 |
| 103 | 101.2078 |
| 104 | 101.1218 |
| 105 | 101.2553 |
| 106 | 101.471 |
| 107 | 101.4203 |
| 108 | 101.6015 |
| 109 | 101.6188 |
| 110 | 101.6557 |
| 111 | 101.6131 |
| 112 | 101.6984 |
| 113 | 101.878 |
| 114 | 101.9653 |
| 115 | 101.997 |
| 116 | 102.0844 |
| 117 | 102.1105 |
| 118 | 102.1526 |
| 119 | 102.2961 |
| 120 | 102.3188 |
| 121 | 102.3941 |
| 122 | 102.0641 |
| 123 | 102.198 |
| 124 | 102.1253 |
| 125 | 102.0354 |
| 126 | 101.9273 |
| 127 | 102.0505 |
| 128 | 101.8851 |
| 129 | 102.0811 |
| 130 | 102.2153 |
| 131 | 102.1569 |
| 132 | 102.4091 |
| 133 | 102.2708 |
| 134 | 102.4117 |
| 135 | 102.3908 |
| 136 | 102.3391 |
| 137 | 102.4106 |
| 138 | 102.3062 |
| 139 | 102.3333 |
| 140 | 102.3167 |
| 141 | 102.1102 |
| 142 | 102.0758 |
| 143 | 101.9357 |
| 144 | 102.0209 |
| 145 | 102.0635 |
| 146 | 102.0032 |
| 147 | 101.888 |
| 148 | 101.8059 |
| 149 | 101.9385 |
| 150 | 101.7985 |
| 151 | 101.8742 |
| 152 | 101.684 |
| 153 | 101.3339 |
| 154 | 101.3233 |
| 155 | 100.9087 |
| 156 | 100.9265 |
| 157 | 100.8287 |
| 158 | 101.0417 |
| 159 | 100.9828 |
| 160 | 100.6412 |
| 161 | 100.615 |
| 162 | 100.6942 |
| 163 | 100.6188 |
| 164 | 100.5689 |
| 165 | 100.5251 |
| 166 | 100.7043 |
| 167 | 100.5536 |
| 168 | 100.5907 |
| 169 | 100.6199 |
| 170 | 100.6704 |
| 171 | 100.7912 |
| 172 | 100.8961 |
| 173 | 100.8671 |
| 174 | 100.8927 |
| 175 | 100.5487 |
| 176 | 100.0652 |
| 177 | 99.9581 |
| 178 | 99.9383 |
| 179 | 100.0537 |
| 180 | 100.1812 |
| 181 | 100.0027 |
| 182 | 99.947 |
| 183 | 99.8308 |
| 184 | 99.7141 |
| 185 | 99.6987 |
| 186 | 99.5832 |
| 187 | 99.555 |
| 188 | 99.5294 |
| 189 | 99.5056 |
| 190 | 99.449 |
| 191 | 99.4226 |
| 192 | 99.6618 |
| 193 | 99.6161 |
| 194 | 99.7543 |
| 195 | 99.6171 |
| 196 | 99.8675 |
| 197 | 99.7182 |
| 198 | 99.7601 |
| 199 | 99.7965 |
| 200 | 99.7944 |
| 201 | 99.5784 |
| 202 | 99.9065 |
| 203 | 99.7691 |
| 204 | 99.7456 |
| 205 | 99.773 |
| 206 | 99.9323 |
| 207 | 99.9454 |
| 208 | 99.9632 |
| 209 | 100.0917 |
| 210 | 100.0216 |
| 211 | 99.9336 |
| 212 | 100.0081 |
| 213 | 100.202 |
| 214 | 100.3185 |
| 215 | 100.1436 |
| 216 | 100.1432 |
| 217 | 99.9279 |
| 218 | 100.0362 |
| 219 | 100.0245 |
| 220 | 100.1076 |
| 221 | 100.0089 |
| 222 | 100.0223 |
| 223 | 99.8368 |
| 224 | 99.9086 |
| 225 | 99.8495 |
| 226 | 99.9741 |
| 227 | 100.2682 |
| 228 | 100.332 |
| 229 | 100.4435 |
| 230 | 100.4443 |
| 231 | 100.6118 |
| 232 | 100.5591 |
| 233 | 100.5853 |
| 234 | 100.6119 |
| 235 | 100.6663 |
| 236 | 100.581 |
| 237 | 100.5574 |
| 238 | 100.5583 |
| 239 | 100.5984 |
| 240 | 100.5244 |
| 241 | 100.4187 |
| 242 | 100.5455 |
| 243 | 100.4307 |
| 244 | 100.5254 |
| 245 | 100.3206 |
| 246 | 100.2201 |
| 247 | 100.5755 |
| 248 | 100.6107 |
| 249 | 100.6038 |
| 250 | 100.56 |
| 251 | 100.3831 |
| 252 | 100.4938 |
| 253 | 100.6253 |
| 254 | 100.4258 |
| 255 | 100.4299 |
| 256 | 100.667 |
| 257 | 100.8893 |
| 258 | 100.9677 |
| 259 | 100.8851 |
| 260 | 100.9296 |
| 261 | 100.8533 |
| 262 | 100.7508 |
| 263 | 100.7604 |
| 264 | 100.7184 |
| 265 | 100.4976 |
| 266 | 100.2966 |
| 267 | 100.6246 |
| 268 | 100.5019 |
| 269 | 100.6788 |
| 270 | 100.5783 |
| 271 | 100.4068 |
| 272 | 100.7673 |
| 273 | 100.962 |
| 274 | 100.9552 |
| 275 | 100.7287 |
| 276 | 100.9652 |
| 277 | 101.0109 |
| 278 | 101.0583 |
| 279 | 101.1911 |
| 280 | 100.9815 |
| 281 | 101.0466 |
| 282 | 100.9878 |
| 283 | 101.4505 |
| 284 | 101.3905 |
| 285 | 101.3868 |
| 286 | 101.5429 |
| 287 | 101.3688 |
| 288 | 101.4858 |
| 289 | 101.6894 |
| 290 | 101.4188 |
| 291 | 101.3113 |
| 292 | 101.2832 |
| 293 | 101.3609 |
| 294 | 101.3329 |
| 295 | 101.3392 |
| 296 | 101.2113 |
| 297 | 101.2476 |
| 298 | 101.5074 |
| 299 | 101.3937 |
| 300 | 101.3278 |
| 301 | 101.3135 |
| 302 | 101.2384 |
| 303 | 101.1384 |
| 304 | 101.2051 |
| 305 | 101.0138 |
| 306 | 100.7453 |
| 307 | 100.5302 |
| 308 | 100.5265 |
| 309 | 100.5402 |
| 310 | 100.6926 |
| 311 | 100.7598 |
| 312 | 100.5326 |
| 313 | 100.4842 |
| 314 | 100.6616 |
| 315 | 100.8733 |
| 316 | 100.7806 |
| 317 | 100.8343 |
| 318 | 100.9098 |
| 319 | 100.5225 |
| 320 | 100.699 |
| 321 | 100.7715 |
| 322 | 100.8842 |
| 323 | 100.8092 |
| 324 | 100.8682 |
| 325 | 100.8244 |
| 326 | 100.8872 |
| 327 | 100.7405 |
| 328 | 101.0284 |
| 329 | 101.0777 |
| 330 | 100.996 |
| 331 | 100.8582 |
| 332 | 100.7543 |
| 333 | 100.5753 |
| 334 | 100.522 |
| 335 | 100.5299 |
| 336 | 100.4106 |
| 337 | 100.54 |
| 338 | 100.6505 |
| 339 | 100.855 |
| 340 | 100.7396 |
| 341 | 100.8645 |
| 342 | 100.5755 |
| 343 | 100.556 |
| 344 | 100.4733 |
| 345 | 100.2659 |
| 346 | 100.4821 |
| 347 | 100.2733 |
| 348 | 100.5503 |
| 349 | 100.4443 |
| 350 | 100.428 |
| 351 | 100.5428 |
| 352 | 100.5864 |
| 353 | 100.7583 |
| 354 | 100.6123 |
| 355 | 100.5773 |
| 356 | 100.6491 |
| 357 | 100.4696 |
| 358 | 100.4952 |
| 359 | 100.5734 |
| 360 | 100.4539 |
| 361 | 100.5838 |
| 362 | 100.529 |
| 363 | 100.4632 |
| 364 | 100.4135 |
| 365 | 100.6986 |
| 366 | 101.0574 |
| +0.58% |
| 1.08 |
| 29 |
| 06.10 → 11.10 | Short | 69.0% | +0.58% | 2.03 | 29 |
| 05.10 → 08.10 | Short | 69.0% | +0.56% | 2.77 | 29 |
| 05.10 → 05.11 | Short | 65.5% | +0.92% | 0.91 | 29 |
| 05.10 → 04.11 | Short | 65.5% | +0.89% | 0.89 | 29 |
| 05.10 → 06.11 | Short | 65.5% | +0.89% | 0.83 | 29 |