

Forex major currencies
Over 1986 to 2025 (40 years of data), GBPUSD has tended to move long between 12.10 and 15.10, closing higher in 72.5% of those years for an average +0.35% move and an annualized Sharpe of 3.64.
Best window
12.10 - 15.10
Direction
Long
Win rate
72.5%
Avg return
+0.35%
Sample
40 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.10 | Long | 72.5% | +0.35% | 3.64 | 40 |
| 10.10 → 18.10 | Long | 65.0% | +0.35% | 1.38 | 40 |
| 11.10 → 15.10 | Long | 65.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.5304 |
| 3 | 99.4517 |
| 4 | 99.6657 |
| 5 | 99.6649 |
| 6 | 100.0197 |
| 7 | 99.9777 |
| 8 | 99.8465 |
| 9 | 99.765 |
| 10 | 99.5985 |
| 11 | 99.7277 |
| 12 | 99.9872 |
| 13 | 99.9957 |
| 14 | 99.8999 |
| 15 | 99.831 |
| 16 | 99.669 |
| 17 | 99.6929 |
| 18 | 99.8171 |
| 19 | 99.9424 |
| 20 | 100.2167 |
| 21 | 100.1216 |
| 22 | 100.2323 |
| 23 | 100.4359 |
| 24 | 100.5002 |
| 25 | 100.6849 |
| 26 | 100.6079 |
| 27 | 100.6719 |
| 28 | 100.6503 |
| 29 | 100.6752 |
| 30 | 100.3441 |
| 31 | 100.2676 |
| 32 | 100.6142 |
| 33 | 100.0455 |
| 34 | 100.0869 |
| 35 | 99.9542 |
| 36 | 99.6555 |
| 37 | 99.7715 |
| 38 | 99.8 |
| 39 | 99.8392 |
| 40 | 99.9943 |
| 41 | 99.8038 |
| 42 | 99.9652 |
| 43 | 99.9297 |
| 44 | 100.2856 |
| 45 | 100.2642 |
| 46 | 100.0927 |
| 47 | 100.0207 |
| 48 | 100.1256 |
| 49 | 100.0073 |
| 50 | 99.8505 |
| 51 | 100.0899 |
| 52 | 100.1686 |
| 53 | 100.1817 |
| 54 | 100.0576 |
| 55 | 99.6165 |
| 56 | 99.8481 |
| 57 | 99.8065 |
| 58 | 99.7841 |
| 59 | 99.7478 |
| 60 | 99.4453 |
| 61 | 99.4981 |
| 62 | 99.6583 |
| 63 | 99.6552 |
| 64 | 99.7994 |
| 65 | 99.8749 |
| 66 | 99.4971 |
| 67 | 99.4695 |
| 68 | 99.9898 |
| 69 | 99.9407 |
| 70 | 99.8882 |
| 71 | 99.8992 |
| 72 | 99.8279 |
| 73 | 99.7059 |
| 74 | 99.5732 |
| 75 | 99.8657 |
| 76 | 100.153 |
| 77 | 100.0647 |
| 78 | 100.3357 |
| 79 | 100.2409 |
| 80 | 100.2197 |
| 81 | 100.2295 |
| 82 | 100.2021 |
| 83 | 100.0798 |
| 84 | 100.012 |
| 85 | 99.9528 |
| 86 | 100.0098 |
| 87 | 99.9147 |
| 88 | 99.8531 |
| 89 | 99.9363 |
| 90 | 99.9353 |
| 91 | 100.0091 |
| 92 | 99.876 |
| 93 | 100.1304 |
| 94 | 100.0849 |
| 95 | 99.9515 |
| 96 | 99.9952 |
| 97 | 99.9299 |
| 98 | 99.9229 |
| 99 | 100.1219 |
| 100 | 100.3841 |
| 101 | 100.3552 |
| 102 | 100.362 |
| 103 | 100.6027 |
| 104 | 100.5597 |
| 105 | 100.6482 |
| 106 | 100.5434 |
| 107 | 100.5127 |
| 108 | 100.5889 |
| 109 | 100.5285 |
| 110 | 100.6357 |
| 111 | 100.6272 |
| 112 | 100.1658 |
| 113 | 100.0822 |
| 114 | 100.5117 |
| 115 | 100.2088 |
| 116 | 100.1081 |
| 117 | 100.0677 |
| 118 | 100.2476 |
| 119 | 100.3551 |
| 120 | 100.4616 |
| 121 | 100.1338 |
| 122 | 100.0445 |
| 123 | 100.2133 |
| 124 | 100.3736 |
| 125 | 100.1176 |
| 126 | 100.1994 |
| 127 | 100.0925 |
| 128 | 99.9764 |
| 129 | 100.0847 |
| 130 | 100.0459 |
| 131 | 99.7338 |
| 132 | 99.3234 |
| 133 | 99.5847 |
| 134 | 99.3953 |
| 135 | 99.5046 |
| 136 | 99.6757 |
| 137 | 99.8863 |
| 138 | 99.8132 |
| 139 | 100.0808 |
| 140 | 100.2306 |
| 141 | 100.3002 |
| 142 | 100.2901 |
| 143 | 100.5523 |
| 144 | 100.4693 |
| 145 | 100.5482 |
| 146 | 100.6222 |
| 147 | 100.5018 |
| 148 | 100.4786 |
| 149 | 100.5614 |
| 150 | 100.5373 |
| 151 | 100.5909 |
| 152 | 100.5743 |
| 153 | 100.7147 |
| 154 | 100.4936 |
| 155 | 100.5995 |
| 156 | 100.4623 |
| 157 | 100.4563 |
| 158 | 100.5799 |
| 159 | 100.5964 |
| 160 | 100.631 |
| 161 | 100.2601 |
| 162 | 100.4309 |
| 163 | 100.3699 |
| 164 | 100.294 |
| 165 | 100.182 |
| 166 | 100.4433 |
| 167 | 100.8266 |
| 168 | 100.2174 |
| 169 | 100.1139 |
| 170 | 100.2021 |
| 171 | 100.1623 |
| 172 | 100.0588 |
| 173 | 100.0238 |
| 174 | 100.0751 |
| 175 | 100.1212 |
| 176 | 100.3608 |
| 177 | 100.4239 |
| 178 | 100.3355 |
| 179 | 100.0897 |
| 180 | 100.0393 |
| 181 | 100.2255 |
| 182 | 100.1861 |
| 183 | 100.1345 |
| 184 | 100.2528 |
| 185 | 100.369 |
| 186 | 100.096 |
| 187 | 100.2753 |
| 188 | 100.5611 |
| 189 | 100.4949 |
| 190 | 100.5343 |
| 191 | 100.4857 |
| 192 | 100.3578 |
| 193 | 100.527 |
| 194 | 100.8179 |
| 195 | 100.6132 |
| 196 | 100.5693 |
| 197 | 100.6032 |
| 198 | 100.6677 |
| 199 | 100.7191 |
| 200 | 100.5676 |
| 201 | 100.3619 |
| 202 | 100.4862 |
| 203 | 100.5728 |
| 204 | 100.6559 |
| 205 | 100.4218 |
| 206 | 100.5462 |
| 207 | 100.502 |
| 208 | 100.5235 |
| 209 | 100.5062 |
| 210 | 100.504 |
| 211 | 100.3577 |
| 212 | 100.2049 |
| 213 | 100.424 |
| 214 | 99.9229 |
| 215 | 100.0462 |
| 216 | 100.1324 |
| 217 | 99.9586 |
| 218 | 100.0562 |
| 219 | 100.0744 |
| 220 | 100.0432 |
| 221 | 100.0819 |
| 222 | 100.2514 |
| 223 | 100.2421 |
| 224 | 100.2295 |
| 225 | 100.389 |
| 226 | 100.435 |
| 227 | 100.3107 |
| 228 | 100.4711 |
| 229 | 100.5538 |
| 230 | 100.2598 |
| 231 | 100.0513 |
| 232 | 100.11 |
| 233 | 100.1292 |
| 234 | 100.2356 |
| 235 | 100.3339 |
| 236 | 100.2182 |
| 237 | 100.1616 |
| 238 | 100.0583 |
| 239 | 100.0907 |
| 240 | 100.1437 |
| 241 | 100.1304 |
| 242 | 100.0982 |
| 243 | 99.8748 |
| 244 | 99.713 |
| 245 | 99.4004 |
| 246 | 99.5157 |
| 247 | 99.4784 |
| 248 | 99.6898 |
| 249 | 99.5327 |
| 250 | 99.4231 |
| 251 | 99.4935 |
| 252 | 99.5707 |
| 253 | 99.5332 |
| 254 | 99.6928 |
| 255 | 99.6952 |
| 256 | 99.5162 |
| 257 | 99.4208 |
| 258 | 99.2933 |
| 259 | 99.3358 |
| 260 | 99.4477 |
| 261 | 99.2771 |
| 262 | 99.236 |
| 263 | 99.136 |
| 264 | 98.9113 |
| 265 | 98.9074 |
| 266 | 98.1756 |
| 267 | 98.1265 |
| 268 | 97.929 |
| 269 | 97.7011 |
| 270 | 97.7522 |
| 271 | 98.0088 |
| 272 | 98.6423 |
| 273 | 98.64 |
| 274 | 98.6817 |
| 275 | 98.2811 |
| 276 | 98.6412 |
| 277 | 98.7317 |
| 278 | 98.5614 |
| 279 | 98.3702 |
| 280 | 98.1754 |
| 281 | 98.0674 |
| 282 | 97.9481 |
| 283 | 98.0573 |
| 284 | 97.8862 |
| 285 | 97.9018 |
| 286 | 98.1732 |
| 287 | 97.9134 |
| 288 | 98.0906 |
| 289 | 98.3485 |
| 290 | 98.3392 |
| 291 | 98.2079 |
| 292 | 98.1108 |
| 293 | 98.1398 |
| 294 | 98.22 |
| 295 | 98.1055 |
| 296 | 98.2742 |
| 297 | 97.9511 |
| 298 | 98.2024 |
| 299 | 98.5711 |
| 300 | 98.4426 |
| 301 | 98.4317 |
| 302 | 98.3248 |
| 303 | 98.3771 |
| 304 | 98.0426 |
| 305 | 98.0368 |
| 306 | 97.8795 |
| 307 | 97.8104 |
| 308 | 98.0523 |
| 309 | 98.0925 |
| 310 | 98.2328 |
| 311 | 98.247 |
| 312 | 98.4546 |
| 313 | 97.9032 |
| 314 | 98.5174 |
| 315 | 98.7156 |
| 316 | 98.6241 |
| 317 | 98.4749 |
| 318 | 98.7158 |
| 319 | 98.754 |
| 320 | 98.7031 |
| 321 | 98.6743 |
| 322 | 98.7203 |
| 323 | 98.6759 |
| 324 | 98.8155 |
| 325 | 98.7281 |
| 326 | 98.6445 |
| 327 | 98.9193 |
| 328 | 99.1018 |
| 329 | 99.2526 |
| 330 | 99.283 |
| 331 | 99.3424 |
| 332 | 99.4527 |
| 333 | 99.4322 |
| 334 | 99.6094 |
| 335 | 99.9797 |
| 336 | 99.9888 |
| 337 | 100.1243 |
| 338 | 100.0172 |
| 339 | 99.8295 |
| 340 | 99.7672 |
| 341 | 99.9087 |
| 342 | 99.8833 |
| 343 | 99.9164 |
| 344 | 100.06 |
| 345 | 100.0645 |
| 346 | 100.0798 |
| 347 | 100.1624 |
| 348 | 100.4075 |
| 349 | 99.9019 |
| 350 | 99.8984 |
| 351 | 99.9169 |
| 352 | 99.9741 |
| 353 | 99.8486 |
| 354 | 99.6513 |
| 355 | 99.6461 |
| 356 | 99.7333 |
| 357 | 99.8052 |
| 358 | 99.7132 |
| 359 | 99.774 |
| 360 | 99.857 |
| 361 | 99.8545 |
| 362 | 99.8357 |
| 363 | 99.8907 |
| 364 | 99.9017 |
| 365 | 99.8636 |
| 366 | 99.5691 |
| +0.33% |
| 3.04 |
| 40 |
| 12.10 → 03.11 | Long | 62.5% | +0.47% | 0.69 | 40 |
| 11.10 → 03.11 | Long | 62.5% | +0.45% | 0.63 | 40 |
| 12.10 → 31.10 | Long | 62.5% | +0.36% | 0.55 | 40 |
| 10.10 → 20.10 | Long | 62.5% | +0.35% | 1.17 | 40 |
| 10.10 → 19.10 | Long | 62.5% | +0.34% | 1.24 | 40 |