

Over 1986 to 2025 (40 years of data), GBPUSD has tended to move long between 07.07 and 27.07, closing higher in 72.5% of those years for an average +0.65% move and an annualized Sharpe of 1.63.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7596 |
| 3 | 99.69 |
| 4 | 99.7248 |
| 5 | 99.6667 |
| 6 | 99.6809 |
| 7 | 99.6175 |
| 8 | 99.6318 |
| 9 | 99.5325 |
| 10 | 99.4856 |
| 11 | 99.5938 |
| 12 | 99.6975 |
| 13 | 99.6774 |
| 14 | 99.6458 |
| 15 | 99.4321 |
| 16 | 99.3602 |
| 17 | 99.5214 |
| 18 | 99.5621 |
| 19 | 99.5278 |
| 20 | 99.5704 |
| 21 | 99.6036 |
| 22 | 99.6563 |
| 23 | 99.7279 |
| 24 | 99.76 |
| 25 | 99.7428 |
| 26 | 99.7628 |
| 27 | 99.7306 |
| 28 | 99.6741 |
| 29 | 99.5796 |
| 30 | 99.5748 |
| 31 | 99.6497 |
| 32 | 99.6606 |
| 33 | 99.4827 |
| 34 | 99.4437 |
| 35 | 99.4689 |
| 36 | 99.4659 |
| 37 | 99.3923 |
| 38 | 99.3363 |
| 39 | 99.2792 |
| 40 | 99.348 |
| 41 | 99.2389 |
| 42 | 99.1828 |
| 43 | 99.2414 |
| 44 | 99.29 |
| 45 | 99.4197 |
| 46 | 99.356 |
| 47 | 99.4723 |
| 48 | 99.4696 |
| 49 | 99.4226 |
| 50 | 99.4712 |
| 51 | 99.4172 |
| 52 | 99.3643 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 72.5% | +0.65% | 1.63 | 40 |
| 09.07 → 28.07 | Long | 72.5% | +0.57% | 1.47 | 40 |
| 07.07 → 28.07 | Long | 70.0% | +0.64% | 1.47 | 40 |
| 09.07 → 27.07 | Long | 70.0% | +0.58% | 1.61 | 40 |
| 09.07 → 31.07 | Long | 70.0% | +0.56% | 1.16 | 40 |
| 09.07 → 29.07 | Long | 70.0% | +0.53% | 1.27 | 40 |
| 09.07 → 30.07 | Long | 67.5% |
| 53 |
|---|
| 99.3746 |
| 54 | 99.4575 |
|---|
| 55 | 99.4315 |
|---|
| 56 | 99.3245 |
|---|
| 57 | 99.2427 |
|---|
| 58 | 99.2093 |
|---|
| 59 | 99.1224 |
|---|
| 60 | 98.9462 |
|---|
| 61 | 99.0363 |
|---|
| 62 | 98.9936 |
|---|
| 63 | 99.0411 |
|---|
| 64 | 99.0364 |
|---|
| 65 | 99.0314 |
|---|
| 66 | 98.9357 |
|---|
| 67 | 98.9286 |
|---|
| 68 | 98.9669 |
|---|
| 69 | 98.8179 |
|---|
| 70 | 98.8163 |
|---|
| 71 | 98.8399 |
|---|
| 72 | 98.8181 |
|---|
| 73 | 98.7922 |
|---|
| 74 | 98.6581 |
|---|
| 75 | 98.8369 |
|---|
| 76 | 98.9192 |
|---|
| 77 | 98.9607 |
|---|
| 78 | 98.8443 |
|---|
| 79 | 98.8225 |
|---|
| 80 | 98.9209 |
|---|
| 81 | 98.9141 |
|---|
| 82 | 98.8964 |
|---|
| 83 | 98.7699 |
|---|
| 84 | 98.6975 |
|---|
| 85 | 98.8698 |
|---|
| 86 | 98.9263 |
|---|
| 87 | 98.8901 |
|---|
| 88 | 98.89 |
|---|
| 89 | 98.9562 |
|---|
| 90 | 99.0663 |
|---|
| 91 | 99.1996 |
|---|
| 92 | 99.1814 |
|---|
| 93 | 99.2516 |
|---|
| 94 | 99.2388 |
|---|
| 95 | 99.2385 |
|---|
| 96 | 99.1136 |
|---|
| 97 | 99.0359 |
|---|
| 98 | 99.1382 |
|---|
| 99 | 99.164 |
|---|
| 100 | 99.265 |
|---|
| 101 | 99.3161 |
|---|
| 102 | 99.352 |
|---|
| 103 | 99.4844 |
|---|
| 104 | 99.453 |
|---|
| 105 | 99.5169 |
|---|
| 106 | 99.5316 |
|---|
| 107 | 99.6559 |
|---|
| 108 | 99.6551 |
|---|
| 109 | 99.7672 |
|---|
| 110 | 99.7309 |
|---|
| 111 | 99.7183 |
|---|
| 112 | 99.5561 |
|---|
| 113 | 99.701 |
|---|
| 114 | 99.7709 |
|---|
| 115 | 99.8153 |
|---|
| 116 | 99.8234 |
|---|
| 117 | 99.8538 |
|---|
| 118 | 99.9725 |
|---|
| 119 | 100.0309 |
|---|
| 120 | 100.0224 |
|---|
| 121 | 99.9767 |
|---|
| 122 | 99.9144 |
|---|
| 123 | 99.9663 |
|---|
| 124 | 100.0302 |
|---|
| 125 | 99.9629 |
|---|
| 126 | 99.9716 |
|---|
| 127 | 99.8501 |
|---|
| 128 | 99.7677 |
|---|
| 129 | 99.7989 |
|---|
| 130 | 99.7129 |
|---|
| 131 | 99.6194 |
|---|
| 132 | 99.5511 |
|---|
| 133 | 99.5043 |
|---|
| 134 | 99.5458 |
|---|
| 135 | 99.4897 |
|---|
| 136 | 99.4293 |
|---|
| 137 | 99.3373 |
|---|
| 138 | 99.3057 |
|---|
| 139 | 99.4598 |
|---|
| 140 | 99.5911 |
|---|
| 141 | 99.5501 |
|---|
| 142 | 99.3348 |
|---|
| 143 | 99.3105 |
|---|
| 144 | 99.2495 |
|---|
| 145 | 99.4056 |
|---|
| 146 | 99.3773 |
|---|
| 147 | 99.4765 |
|---|
| 148 | 99.4305 |
|---|
| 149 | 99.4522 |
|---|
| 150 | 99.4917 |
|---|
| 151 | 99.3984 |
|---|
| 152 | 99.4276 |
|---|
| 153 | 99.5167 |
|---|
| 154 | 99.4561 |
|---|
| 155 | 99.3675 |
|---|
| 156 | 99.4029 |
|---|
| 157 | 99.4043 |
|---|
| 158 | 99.4941 |
|---|
| 159 | 99.4437 |
|---|
| 160 | 99.3982 |
|---|
| 161 | 99.4163 |
|---|
| 162 | 99.4368 |
|---|
| 163 | 99.3605 |
|---|
| 164 | 99.4167 |
|---|
| 165 | 99.3745 |
|---|
| 166 | 99.3313 |
|---|
| 167 | 99.4566 |
|---|
| 168 | 99.57 |
|---|
| 169 | 99.5404 |
|---|
| 170 | 99.5342 |
|---|
| 171 | 99.5593 |
|---|
| 172 | 99.6312 |
|---|
| 173 | 99.4282 |
|---|
| 174 | 99.5682 |
|---|
| 175 | 99.5557 |
|---|
| 176 | 99.4141 |
|---|
| 177 | 99.4176 |
|---|
| 178 | 99.388 |
|---|
| 179 | 99.2759 |
|---|
| 180 | 99.3844 |
|---|
| 181 | 99.4571 |
|---|
| 182 | 99.4489 |
|---|
| 183 | 99.4504 |
|---|
| 184 | 99.5212 |
|---|
| 185 | 99.4872 |
|---|
| 186 | 99.377 |
|---|
| 187 | 99.3811 |
|---|
| 188 | 99.2637 |
|---|
| 189 | 99.3559 |
|---|
| 190 | 99.3344 |
|---|
| 191 | 99.3749 |
|---|
| 192 | 99.2992 |
|---|
| 193 | 99.4479 |
|---|
| 194 | 99.6007 |
|---|
| 195 | 99.5336 |
|---|
| 196 | 99.6018 |
|---|
| 197 | 99.5148 |
|---|
| 198 | 99.5286 |
|---|
| 199 | 99.6127 |
|---|
| 200 | 99.6766 |
|---|
| 201 | 99.7192 |
|---|
| 202 | 99.7273 |
|---|
| 203 | 99.7774 |
|---|
| 204 | 99.7721 |
|---|
| 205 | 99.7557 |
|---|
| 206 | 99.7511 |
|---|
| 207 | 99.7758 |
|---|
| 208 | 99.8022 |
|---|
| 209 | 99.9052 |
|---|
| 210 | 99.8889 |
|---|
| 211 | 99.8532 |
|---|
| 212 | 99.9166 |
|---|
| 213 | 99.8771 |
|---|
| 214 | 99.8691 |
|---|
| 215 | 99.9145 |
|---|
| 216 | 99.8616 |
|---|
| 217 | 99.868 |
|---|
| 218 | 99.6741 |
|---|
| 219 | 99.5897 |
|---|
| 220 | 99.6005 |
|---|
| 221 | 99.4907 |
|---|
| 222 | 99.3542 |
|---|
| 223 | 99.3445 |
|---|
| 224 | 99.3326 |
|---|
| 225 | 99.3094 |
|---|
| 226 | 99.3009 |
|---|
| 227 | 99.27 |
|---|
| 228 | 99.3318 |
|---|
| 229 | 99.2959 |
|---|
| 230 | 99.3073 |
|---|
| 231 | 99.2621 |
|---|
| 232 | 99.2919 |
|---|
| 233 | 99.4007 |
|---|
| 234 | 99.4956 |
|---|
| 235 | 99.4581 |
|---|
| 236 | 99.3542 |
|---|
| 237 | 99.2959 |
|---|
| 238 | 99.2713 |
|---|
| 239 | 99.3129 |
|---|
| 240 | 99.3573 |
|---|
| 241 | 99.5152 |
|---|
| 242 | 99.373 |
|---|
| 243 | 99.3435 |
|---|
| 244 | 99.3605 |
|---|
| 245 | 99.3238 |
|---|
| 246 | 99.3967 |
|---|
| 247 | 99.3053 |
|---|
| 248 | 99.4048 |
|---|
| 249 | 99.4171 |
|---|
| 250 | 99.3707 |
|---|
| 251 | 99.3804 |
|---|
| 252 | 99.3943 |
|---|
| 253 | 99.3345 |
|---|
| 254 | 99.329 |
|---|
| 255 | 99.3563 |
|---|
| 256 | 99.4625 |
|---|
| 257 | 99.4722 |
|---|
| 258 | 99.4606 |
|---|
| 259 | 99.3123 |
|---|
| 260 | 99.2611 |
|---|
| 261 | 99.4031 |
|---|
| 262 | 99.2808 |
|---|
| 263 | 99.2998 |
|---|
| 264 | 99.2753 |
|---|
| 265 | 99.0861 |
|---|
| 266 | 99.053 |
|---|
| 267 | 99.0923 |
|---|
| 268 | 99.1343 |
|---|
| 269 | 99.0304 |
|---|
| 270 | 99.1018 |
|---|
| 271 | 99.1451 |
|---|
| 272 | 99.2582 |
|---|
| 273 | 99.2766 |
|---|
| 274 | 99.3458 |
|---|
| 275 | 99.1591 |
|---|
| 276 | 99.0918 |
|---|
| 277 | 99.106 |
|---|
| 278 | 99.1382 |
|---|
| 279 | 99.0911 |
|---|
| 280 | 98.9687 |
|---|
| 281 | 98.9827 |
|---|
| 282 | 98.8228 |
|---|
| 283 | 98.8539 |
|---|
| 284 | 98.8364 |
|---|
| 285 | 98.8804 |
|---|
| 286 | 99.0507 |
|---|
| 287 | 99.1259 |
|---|
| 288 | 99.2471 |
|---|
| 289 | 99.2443 |
|---|
| 290 | 99.2266 |
|---|
| 291 | 99.1839 |
|---|
| 292 | 99.2203 |
|---|
| 293 | 99.2519 |
|---|
| 294 | 99.2518 |
|---|
| 295 | 99.0202 |
|---|
| 296 | 99.0284 |
|---|
| 297 | 98.9766 |
|---|
| 298 | 99.0161 |
|---|
| 299 | 99.0751 |
|---|
| 300 | 99.0463 |
|---|
| 301 | 99.054 |
|---|
| 302 | 99.1818 |
|---|
| 303 | 99.2345 |
|---|
| 304 | 99.2927 |
|---|
| 305 | 99.288 |
|---|
| 306 | 99.2047 |
|---|
| 307 | 99.2183 |
|---|
| 308 | 99.2865 |
|---|
| 309 | 99.3262 |
|---|
| 310 | 99.3462 |
|---|
| 311 | 99.3185 |
|---|
| 312 | 99.3536 |
|---|
| 313 | 99.1915 |
|---|
| 314 | 99.2845 |
|---|
| 315 | 99.3318 |
|---|
| 316 | 99.1973 |
|---|
| 317 | 99.138 |
|---|
| 318 | 99.1877 |
|---|
| 319 | 99.027 |
|---|
| 320 | 98.9341 |
|---|
| 321 | 98.9562 |
|---|
| 322 | 99.0303 |
|---|
| 323 | 98.9555 |
|---|
| 324 | 98.9598 |
|---|
| 325 | 98.9046 |
|---|
| 326 | 99.0209 |
|---|
| 327 | 98.9801 |
|---|
| 328 | 99.0052 |
|---|
| 329 | 99.0879 |
|---|
| 330 | 99.0822 |
|---|
| 331 | 99.0691 |
|---|
| 332 | 99.2176 |
|---|
| 333 | 99.143 |
|---|
| 334 | 99.2663 |
|---|
| 335 | 99.383 |
|---|
| 336 | 99.4487 |
|---|
| 337 | 99.535 |
|---|
| 338 | 99.4906 |
|---|
| 339 | 99.3968 |
|---|
| 340 | 99.4536 |
|---|
| 341 | 99.439 |
|---|
| 342 | 99.4495 |
|---|
| 343 | 99.6114 |
|---|
| 344 | 99.5617 |
|---|
| 345 | 99.593 |
|---|
| 346 | 99.8135 |
|---|
| 347 | 99.7313 |
|---|
| 348 | 99.7147 |
|---|
| 349 | 99.5707 |
|---|
| 350 | 99.7066 |
|---|
| 351 | 99.7365 |
|---|
| 352 | 99.8501 |
|---|
| 353 | 99.6673 |
|---|
| 354 | 99.5553 |
|---|
| 355 | 99.4658 |
|---|
| 356 | 99.4413 |
|---|
| 357 | 99.3913 |
|---|
| 358 | 99.421 |
|---|
| 359 | 99.4511 |
|---|
| 360 | 99.5624 |
|---|
| 361 | 99.5993 |
|---|
| 362 | 99.7149 |
|---|
| 363 | 99.6007 |
|---|
| 364 | 99.5815 |
|---|
| 365 | 99.7697 |
|---|
| 366 | 100.0381 |
|---|
| +0.60% |
| 1.31 |
| 40 |
| 10.07 → 30.07 | Long | 67.5% | +0.56% | 1.26 | 40 |