

Over 1986 to 2025 (40 years of data), GBPUSD has tended to move long between 11.07 and 28.07, closing higher in 70.0% of those years for an average +0.47% move and an annualized Sharpe of 1.40.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.6477 |
| 3 | 99.5271 |
| 4 | 99.611 |
| 5 | 99.5863 |
| 6 | 99.6738 |
| 7 | 99.658 |
| 8 | 99.6896 |
| 9 | 99.611 |
| 10 | 99.6231 |
| 11 | 99.7402 |
| 12 | 99.7765 |
| 13 | 99.713 |
| 14 | 99.7384 |
| 15 | 99.5787 |
| 16 | 99.4635 |
| 17 | 99.6471 |
| 18 | 99.6522 |
| 19 | 99.5047 |
| 20 | 99.5245 |
| 21 | 99.6095 |
| 22 | 99.7061 |
| 23 | 99.7787 |
| 24 | 99.8061 |
| 25 | 99.7636 |
| 26 | 99.9188 |
| 27 | 99.9747 |
| 28 | 99.9289 |
| 29 | 99.8722 |
| 30 | 99.9571 |
| 31 | 100.0916 |
| 32 | 100.1945 |
| 33 | 99.9126 |
| 34 | 99.9065 |
| 35 | 99.9063 |
| 36 | 99.7775 |
| 37 | 99.7082 |
| 38 | 99.641 |
| 39 | 99.5786 |
| 40 | 99.6507 |
| 41 | 99.5637 |
| 42 | 99.5611 |
| 43 | 99.7123 |
| 44 | 99.7669 |
| 45 | 99.8587 |
| 46 | 99.8447 |
| 47 | 99.806 |
| 48 | 99.7774 |
| 49 | 99.7233 |
| 50 | 99.7914 |
| 51 | 99.7042 |
| 52 | 99.6637 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 70.0% | +0.47% | 1.40 | 40 |
| 11.07 → 31.07 | Long | 65.0% | +0.58% | 1.29 | 40 |
| 11.07 → 29.07 | Long | 65.0% | +0.50% | 1.35 | 40 |
| 11.07 → 26.07 | Long | 65.0% | +0.41% | 1.37 | 40 |
| 12.07 → 16.07 | Long | 65.0% | +0.25% | 2.47 | 40 |
| 12.07 → 31.07 | Long | 62.5% | +0.69% | 1.46 | 40 |
| 12.07 → 28.07 | Long | 62.5% |
| 53 |
|---|
| 99.6165 |
| 54 | 99.7379 |
|---|
| 55 | 99.6742 |
|---|
| 56 | 99.5474 |
|---|
| 57 | 99.4666 |
|---|
| 58 | 99.4762 |
|---|
| 59 | 99.462 |
|---|
| 60 | 99.2794 |
|---|
| 61 | 99.2803 |
|---|
| 62 | 99.2515 |
|---|
| 63 | 99.2916 |
|---|
| 64 | 99.3915 |
|---|
| 65 | 99.3996 |
|---|
| 66 | 99.2406 |
|---|
| 67 | 99.2185 |
|---|
| 68 | 99.2518 |
|---|
| 69 | 99.0577 |
|---|
| 70 | 99.0853 |
|---|
| 71 | 99.0687 |
|---|
| 72 | 99.0712 |
|---|
| 73 | 98.9986 |
|---|
| 74 | 98.8371 |
|---|
| 75 | 99.0567 |
|---|
| 76 | 99.1632 |
|---|
| 77 | 99.2307 |
|---|
| 78 | 99.0532 |
|---|
| 79 | 99.0406 |
|---|
| 80 | 99.0887 |
|---|
| 81 | 99.0713 |
|---|
| 82 | 98.9184 |
|---|
| 83 | 98.8101 |
|---|
| 84 | 98.8213 |
|---|
| 85 | 98.9112 |
|---|
| 86 | 99.0391 |
|---|
| 87 | 98.987 |
|---|
| 88 | 98.9467 |
|---|
| 89 | 99.0761 |
|---|
| 90 | 99.1507 |
|---|
| 91 | 99.3387 |
|---|
| 92 | 99.3436 |
|---|
| 93 | 99.4374 |
|---|
| 94 | 99.3963 |
|---|
| 95 | 99.449 |
|---|
| 96 | 99.3076 |
|---|
| 97 | 99.168 |
|---|
| 98 | 99.2387 |
|---|
| 99 | 99.2652 |
|---|
| 100 | 99.3924 |
|---|
| 101 | 99.4669 |
|---|
| 102 | 99.5169 |
|---|
| 103 | 99.6518 |
|---|
| 104 | 99.6106 |
|---|
| 105 | 99.6509 |
|---|
| 106 | 99.6601 |
|---|
| 107 | 99.7364 |
|---|
| 108 | 99.843 |
|---|
| 109 | 100.0029 |
|---|
| 110 | 99.9178 |
|---|
| 111 | 99.9472 |
|---|
| 112 | 99.7039 |
|---|
| 113 | 99.8069 |
|---|
| 114 | 99.916 |
|---|
| 115 | 99.9368 |
|---|
| 116 | 99.9639 |
|---|
| 117 | 100.0148 |
|---|
| 118 | 100.2132 |
|---|
| 119 | 100.3334 |
|---|
| 120 | 100.293 |
|---|
| 121 | 100.2605 |
|---|
| 122 | 100.1798 |
|---|
| 123 | 100.2415 |
|---|
| 124 | 100.2344 |
|---|
| 125 | 100.2324 |
|---|
| 126 | 100.235 |
|---|
| 127 | 100.0952 |
|---|
| 128 | 100.0125 |
|---|
| 129 | 100.0406 |
|---|
| 130 | 99.9765 |
|---|
| 131 | 99.9813 |
|---|
| 132 | 99.8297 |
|---|
| 133 | 99.6958 |
|---|
| 134 | 99.6104 |
|---|
| 135 | 99.6253 |
|---|
| 136 | 99.5881 |
|---|
| 137 | 99.6131 |
|---|
| 138 | 99.5638 |
|---|
| 139 | 99.7531 |
|---|
| 140 | 99.9362 |
|---|
| 141 | 99.9477 |
|---|
| 142 | 99.865 |
|---|
| 143 | 99.8145 |
|---|
| 144 | 99.7481 |
|---|
| 145 | 99.8489 |
|---|
| 146 | 99.8907 |
|---|
| 147 | 99.9793 |
|---|
| 148 | 99.8898 |
|---|
| 149 | 100.0112 |
|---|
| 150 | 100.043 |
|---|
| 151 | 99.9867 |
|---|
| 152 | 99.9303 |
|---|
| 153 | 100.1252 |
|---|
| 154 | 100.0547 |
|---|
| 155 | 100.0269 |
|---|
| 156 | 100.0995 |
|---|
| 157 | 100.0562 |
|---|
| 158 | 100.2028 |
|---|
| 159 | 100.0832 |
|---|
| 160 | 100.0829 |
|---|
| 161 | 100.0193 |
|---|
| 162 | 100.0607 |
|---|
| 163 | 99.9761 |
|---|
| 164 | 100.0372 |
|---|
| 165 | 100.0147 |
|---|
| 166 | 100.0705 |
|---|
| 167 | 100.2767 |
|---|
| 168 | 100.3274 |
|---|
| 169 | 100.3397 |
|---|
| 170 | 100.2559 |
|---|
| 171 | 100.312 |
|---|
| 172 | 100.4234 |
|---|
| 173 | 100.2423 |
|---|
| 174 | 100.352 |
|---|
| 175 | 100.2623 |
|---|
| 176 | 100.1039 |
|---|
| 177 | 100.1521 |
|---|
| 178 | 100.0565 |
|---|
| 179 | 99.9111 |
|---|
| 180 | 100.0342 |
|---|
| 181 | 100.061 |
|---|
| 182 | 100.0604 |
|---|
| 183 | 100.001 |
|---|
| 184 | 99.9939 |
|---|
| 185 | 99.939 |
|---|
| 186 | 99.7081 |
|---|
| 187 | 99.6552 |
|---|
| 188 | 99.5543 |
|---|
| 189 | 99.572 |
|---|
| 190 | 99.6371 |
|---|
| 191 | 99.7731 |
|---|
| 192 | 99.7419 |
|---|
| 193 | 99.822 |
|---|
| 194 | 100.0576 |
|---|
| 195 | 100.0312 |
|---|
| 196 | 100.1373 |
|---|
| 197 | 100.0486 |
|---|
| 198 | 100.0098 |
|---|
| 199 | 100.1164 |
|---|
| 200 | 100.0885 |
|---|
| 201 | 100.0567 |
|---|
| 202 | 100.2009 |
|---|
| 203 | 100.2705 |
|---|
| 204 | 100.2025 |
|---|
| 205 | 100.122 |
|---|
| 206 | 100.2183 |
|---|
| 207 | 100.205 |
|---|
| 208 | 100.2805 |
|---|
| 209 | 100.3925 |
|---|
| 210 | 100.3385 |
|---|
| 211 | 100.3261 |
|---|
| 212 | 100.3318 |
|---|
| 213 | 100.3773 |
|---|
| 214 | 100.3418 |
|---|
| 215 | 100.5104 |
|---|
| 216 | 100.4991 |
|---|
| 217 | 100.4489 |
|---|
| 218 | 100.2468 |
|---|
| 219 | 100.2345 |
|---|
| 220 | 100.1384 |
|---|
| 221 | 100.0058 |
|---|
| 222 | 99.8782 |
|---|
| 223 | 99.911 |
|---|
| 224 | 99.9016 |
|---|
| 225 | 99.8586 |
|---|
| 226 | 99.8222 |
|---|
| 227 | 99.8239 |
|---|
| 228 | 99.8984 |
|---|
| 229 | 99.8751 |
|---|
| 230 | 99.8088 |
|---|
| 231 | 99.7306 |
|---|
| 232 | 99.7326 |
|---|
| 233 | 99.7621 |
|---|
| 234 | 99.7688 |
|---|
| 235 | 99.7958 |
|---|
| 236 | 99.6964 |
|---|
| 237 | 99.6287 |
|---|
| 238 | 99.5639 |
|---|
| 239 | 99.6163 |
|---|
| 240 | 99.6221 |
|---|
| 241 | 99.7563 |
|---|
| 242 | 99.6861 |
|---|
| 243 | 99.6027 |
|---|
| 244 | 99.6257 |
|---|
| 245 | 99.5373 |
|---|
| 246 | 99.5965 |
|---|
| 247 | 99.4955 |
|---|
| 248 | 99.6126 |
|---|
| 249 | 99.5281 |
|---|
| 250 | 99.5066 |
|---|
| 251 | 99.5871 |
|---|
| 252 | 99.56 |
|---|
| 253 | 99.6204 |
|---|
| 254 | 99.6769 |
|---|
| 255 | 99.737 |
|---|
| 256 | 99.8464 |
|---|
| 257 | 99.8566 |
|---|
| 258 | 99.8937 |
|---|
| 259 | 99.7845 |
|---|
| 260 | 99.8142 |
|---|
| 261 | 99.9323 |
|---|
| 262 | 99.9097 |
|---|
| 263 | 99.9137 |
|---|
| 264 | 99.8454 |
|---|
| 265 | 99.7458 |
|---|
| 266 | 99.6171 |
|---|
| 267 | 99.562 |
|---|
| 268 | 99.5284 |
|---|
| 269 | 99.4278 |
|---|
| 270 | 99.4011 |
|---|
| 271 | 99.4377 |
|---|
| 272 | 99.5476 |
|---|
| 273 | 99.4442 |
|---|
| 274 | 99.4796 |
|---|
| 275 | 99.3049 |
|---|
| 276 | 99.2443 |
|---|
| 277 | 99.243 |
|---|
| 278 | 99.211 |
|---|
| 279 | 99.2125 |
|---|
| 280 | 98.9823 |
|---|
| 281 | 98.9756 |
|---|
| 282 | 98.8135 |
|---|
| 283 | 98.872 |
|---|
| 284 | 98.8015 |
|---|
| 285 | 98.8477 |
|---|
| 286 | 98.95 |
|---|
| 287 | 99.0384 |
|---|
| 288 | 99.2467 |
|---|
| 289 | 99.2756 |
|---|
| 290 | 99.3274 |
|---|
| 291 | 99.2595 |
|---|
| 292 | 99.2687 |
|---|
| 293 | 99.3682 |
|---|
| 294 | 99.3954 |
|---|
| 295 | 99.208 |
|---|
| 296 | 99.0737 |
|---|
| 297 | 98.9562 |
|---|
| 298 | 99.0228 |
|---|
| 299 | 99.1662 |
|---|
| 300 | 99.1731 |
|---|
| 301 | 99.1299 |
|---|
| 302 | 99.2816 |
|---|
| 303 | 99.3517 |
|---|
| 304 | 99.4095 |
|---|
| 305 | 99.3596 |
|---|
| 306 | 99.2353 |
|---|
| 307 | 99.2566 |
|---|
| 308 | 99.3267 |
|---|
| 309 | 99.2596 |
|---|
| 310 | 99.3014 |
|---|
| 311 | 99.3513 |
|---|
| 312 | 99.3404 |
|---|
| 313 | 99.1743 |
|---|
| 314 | 99.3018 |
|---|
| 315 | 99.3561 |
|---|
| 316 | 99.136 |
|---|
| 317 | 99.0702 |
|---|
| 318 | 99.0233 |
|---|
| 319 | 98.8265 |
|---|
| 320 | 98.7475 |
|---|
| 321 | 98.7879 |
|---|
| 322 | 98.9756 |
|---|
| 323 | 98.8192 |
|---|
| 324 | 98.8281 |
|---|
| 325 | 98.742 |
|---|
| 326 | 98.8879 |
|---|
| 327 | 98.8318 |
|---|
| 328 | 98.9197 |
|---|
| 329 | 99.0266 |
|---|
| 330 | 99.0777 |
|---|
| 331 | 99.067 |
|---|
| 332 | 99.2617 |
|---|
| 333 | 99.1907 |
|---|
| 334 | 99.3628 |
|---|
| 335 | 99.55 |
|---|
| 336 | 99.4873 |
|---|
| 337 | 99.6593 |
|---|
| 338 | 99.6503 |
|---|
| 339 | 99.4854 |
|---|
| 340 | 99.5211 |
|---|
| 341 | 99.5143 |
|---|
| 342 | 99.4371 |
|---|
| 343 | 99.6 |
|---|
| 344 | 99.5418 |
|---|
| 345 | 99.5215 |
|---|
| 346 | 99.7866 |
|---|
| 347 | 99.7289 |
|---|
| 348 | 99.7501 |
|---|
| 349 | 99.5186 |
|---|
| 350 | 99.7127 |
|---|
| 351 | 99.6877 |
|---|
| 352 | 99.7749 |
|---|
| 353 | 99.5294 |
|---|
| 354 | 99.3914 |
|---|
| 355 | 99.2787 |
|---|
| 356 | 99.1902 |
|---|
| 357 | 99.0632 |
|---|
| 358 | 99.1158 |
|---|
| 359 | 99.1553 |
|---|
| 360 | 99.2266 |
|---|
| 361 | 99.2665 |
|---|
| 362 | 99.2295 |
|---|
| 363 | 99.2394 |
|---|
| 364 | 99.2833 |
|---|
| 365 | 99.4944 |
|---|
| 366 | 99.7275 |
|---|
| +0.58% |
| 1.61 |
| 40 |
| 12.07 → 21.07 | Long | 62.5% | +0.44% | 2.10 | 40 |