

Forex currencies
Over 2002 to 2025 (24 years of data), NZDCAD has tended to move long between 17.09 and 20.09, closing higher in 70.8% of those years for an average +0.33% move and an annualized Sharpe of 3.18.
Best window
17.09 - 20.09
Direction
Long
Win rate
70.8%
Avg return
+0.33%
Sample
24 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 20.09 | Long | 70.8% | +0.33% | 3.18 | 24 |
| 16.09 → 19.09 | Long | 70.8% | +0.29% | 2.32 | 24 |
| 17.09 → 21.09 | Long | 70.8% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.874 |
| 3 | 99.8826 |
| 4 | 99.825 |
| 5 | 99.6686 |
| 6 | 99.8829 |
| 7 | 99.8691 |
| 8 | 99.9168 |
| 9 | 100.0285 |
| 10 | 100.1734 |
| 11 | 100.3157 |
| 12 | 100.2997 |
| 13 | 100.2481 |
| 14 | 100.2676 |
| 15 | 100.2724 |
| 16 | 100.1383 |
| 17 | 100.1575 |
| 18 | 100.2651 |
| 19 | 100.0649 |
| 20 | 100.0023 |
| 21 | 100.0417 |
| 22 | 100.2167 |
| 23 | 100.2866 |
| 24 | 100.2376 |
| 25 | 100.3225 |
| 26 | 100.2185 |
| 27 | 100.1858 |
| 28 | 100.2076 |
| 29 | 100.0444 |
| 30 | 99.9174 |
| 31 | 99.8993 |
| 32 | 100.0135 |
| 33 | 100.0456 |
| 34 | 99.8927 |
| 35 | 100.0165 |
| 36 | 100.1535 |
| 37 | 100.1894 |
| 38 | 100.1804 |
| 39 | 100.0938 |
| 40 | 100.1837 |
| 41 | 100.2142 |
| 42 | 100.1167 |
| 43 | 100.0413 |
| 44 | 100.0344 |
| 45 | 100.1824 |
| 46 | 100.2394 |
| 47 | 100.3407 |
| 48 | 100.1997 |
| 49 | 100.2742 |
| 50 | 100.4122 |
| 51 | 100.3703 |
| 52 | 100.325 |
| 53 | 100.4001 |
| 54 | 100.4432 |
| 55 | 100.4051 |
| 56 | 100.4216 |
| 57 | 100.2314 |
| 58 | 100.1443 |
| 59 | 100.0713 |
| 60 | 99.9408 |
| 61 | 99.7926 |
| 62 | 99.765 |
| 63 | 99.7955 |
| 64 | 99.8318 |
| 65 | 99.8155 |
| 66 | 99.7216 |
| 67 | 99.7846 |
| 68 | 99.7771 |
| 69 | 99.6392 |
| 70 | 99.6831 |
| 71 | 99.7065 |
| 72 | 99.6233 |
| 73 | 99.6605 |
| 74 | 99.6508 |
| 75 | 99.671 |
| 76 | 99.8341 |
| 77 | 100.0115 |
| 78 | 100.0682 |
| 79 | 99.9661 |
| 80 | 99.8638 |
| 81 | 99.9874 |
| 82 | 99.8759 |
| 83 | 99.838 |
| 84 | 99.9467 |
| 85 | 99.8605 |
| 86 | 99.8397 |
| 87 | 99.78 |
| 88 | 99.7432 |
| 89 | 99.8152 |
| 90 | 99.7913 |
| 91 | 99.7787 |
| 92 | 99.8146 |
| 93 | 99.6745 |
| 94 | 99.4603 |
| 95 | 99.4607 |
| 96 | 99.3383 |
| 97 | 99.266 |
| 98 | 99.4417 |
| 99 | 99.6332 |
| 100 | 99.7365 |
| 101 | 99.8206 |
| 102 | 100.0373 |
| 103 | 100.0951 |
| 104 | 99.9388 |
| 105 | 99.7546 |
| 106 | 99.7522 |
| 107 | 99.734 |
| 108 | 99.7901 |
| 109 | 99.7525 |
| 110 | 99.6969 |
| 111 | 99.7675 |
| 112 | 99.655 |
| 113 | 99.6101 |
| 114 | 99.6149 |
| 115 | 99.438 |
| 116 | 99.4016 |
| 117 | 99.3042 |
| 118 | 99.3886 |
| 119 | 99.3066 |
| 120 | 99.2271 |
| 121 | 99.1898 |
| 122 | 99.3192 |
| 123 | 99.294 |
| 124 | 99.2829 |
| 125 | 99.3542 |
| 126 | 99.3198 |
| 127 | 99.2033 |
| 128 | 99.1005 |
| 129 | 98.9897 |
| 130 | 98.6922 |
| 131 | 98.6671 |
| 132 | 98.4682 |
| 133 | 98.5752 |
| 134 | 98.3598 |
| 135 | 98.2211 |
| 136 | 98.1738 |
| 137 | 98.1283 |
| 138 | 98.1684 |
| 139 | 98.2159 |
| 140 | 98.2752 |
| 141 | 98.2724 |
| 142 | 98.3977 |
| 143 | 98.4296 |
| 144 | 98.503 |
| 145 | 98.595 |
| 146 | 98.6243 |
| 147 | 98.7183 |
| 148 | 98.7898 |
| 149 | 98.6711 |
| 150 | 98.59 |
| 151 | 98.4845 |
| 152 | 98.5445 |
| 153 | 98.6922 |
| 154 | 98.6907 |
| 155 | 98.7878 |
| 156 | 98.7859 |
| 157 | 98.8472 |
| 158 | 98.6966 |
| 159 | 98.8165 |
| 160 | 98.8531 |
| 161 | 98.7646 |
| 162 | 98.8295 |
| 163 | 98.8857 |
| 164 | 98.8373 |
| 165 | 98.85 |
| 166 | 98.7915 |
| 167 | 99.0816 |
| 168 | 99.0079 |
| 169 | 99.0726 |
| 170 | 98.9891 |
| 171 | 99.0346 |
| 172 | 99.0927 |
| 173 | 99.0163 |
| 174 | 99.1989 |
| 175 | 99.2539 |
| 176 | 99.2103 |
| 177 | 99.0764 |
| 178 | 98.9849 |
| 179 | 98.7529 |
| 180 | 98.8742 |
| 181 | 98.8639 |
| 182 | 98.8451 |
| 183 | 98.793 |
| 184 | 98.809 |
| 185 | 98.7315 |
| 186 | 98.7284 |
| 187 | 98.807 |
| 188 | 98.8532 |
| 189 | 99.0313 |
| 190 | 99.0995 |
| 191 | 99.0792 |
| 192 | 99.0349 |
| 193 | 99.122 |
| 194 | 99.1835 |
| 195 | 99.1923 |
| 196 | 99.1401 |
| 197 | 99.1773 |
| 198 | 99.1313 |
| 199 | 99.0828 |
| 200 | 99.1143 |
| 201 | 99.1987 |
| 202 | 99.2071 |
| 203 | 99.3326 |
| 204 | 99.2429 |
| 205 | 98.9983 |
| 206 | 98.9196 |
| 207 | 98.9413 |
| 208 | 99.0242 |
| 209 | 98.8909 |
| 210 | 98.8661 |
| 211 | 98.8642 |
| 212 | 98.9276 |
| 213 | 98.8509 |
| 214 | 98.7642 |
| 215 | 98.8544 |
| 216 | 98.765 |
| 217 | 98.8104 |
| 218 | 98.8421 |
| 219 | 98.9682 |
| 220 | 98.7648 |
| 221 | 98.7482 |
| 222 | 98.6052 |
| 223 | 98.7044 |
| 224 | 98.657 |
| 225 | 98.5681 |
| 226 | 98.6533 |
| 227 | 98.4907 |
| 228 | 98.4608 |
| 229 | 98.462 |
| 230 | 98.2998 |
| 231 | 98.2555 |
| 232 | 98.3362 |
| 233 | 98.3805 |
| 234 | 98.3889 |
| 235 | 98.3307 |
| 236 | 98.1333 |
| 237 | 98.1098 |
| 238 | 98.0395 |
| 239 | 97.9658 |
| 240 | 97.9545 |
| 241 | 98.1252 |
| 242 | 98.1267 |
| 243 | 98.0605 |
| 244 | 98.0456 |
| 245 | 98.1295 |
| 246 | 97.8992 |
| 247 | 97.7129 |
| 248 | 97.6904 |
| 249 | 97.6366 |
| 250 | 97.679 |
| 251 | 97.8677 |
| 252 | 97.8343 |
| 253 | 97.8807 |
| 254 | 97.974 |
| 255 | 98.0551 |
| 256 | 98.0395 |
| 257 | 98.0646 |
| 258 | 98.114 |
| 259 | 97.9578 |
| 260 | 97.9694 |
| 261 | 98.104 |
| 262 | 98.2729 |
| 263 | 98.297 |
| 264 | 98.2196 |
| 265 | 98.3021 |
| 266 | 98.0576 |
| 267 | 97.9477 |
| 268 | 98.0107 |
| 269 | 97.8816 |
| 270 | 98.0255 |
| 271 | 97.9868 |
| 272 | 98.0373 |
| 273 | 97.9675 |
| 274 | 98.0591 |
| 275 | 98.1222 |
| 276 | 97.9845 |
| 277 | 98.1026 |
| 278 | 98.089 |
| 279 | 97.9799 |
| 280 | 97.9245 |
| 281 | 97.885 |
| 282 | 97.7617 |
| 283 | 97.8178 |
| 284 | 97.8279 |
| 285 | 97.9074 |
| 286 | 97.9535 |
| 287 | 98.0299 |
| 288 | 98.2587 |
| 289 | 98.0809 |
| 290 | 98.15 |
| 291 | 98.2214 |
| 292 | 98.2889 |
| 293 | 98.4134 |
| 294 | 98.525 |
| 295 | 98.5915 |
| 296 | 98.6579 |
| 297 | 98.5407 |
| 298 | 98.3954 |
| 299 | 98.4471 |
| 300 | 98.6922 |
| 301 | 98.4575 |
| 302 | 98.5487 |
| 303 | 98.5436 |
| 304 | 98.5739 |
| 305 | 98.638 |
| 306 | 98.5766 |
| 307 | 98.6169 |
| 308 | 98.6367 |
| 309 | 98.6939 |
| 310 | 98.8088 |
| 311 | 98.7196 |
| 312 | 98.7949 |
| 313 | 98.558 |
| 314 | 98.5758 |
| 315 | 98.5227 |
| 316 | 98.5737 |
| 317 | 98.8053 |
| 318 | 98.874 |
| 319 | 98.92 |
| 320 | 98.9533 |
| 321 | 98.9437 |
| 322 | 99.0082 |
| 323 | 99.0611 |
| 324 | 99.1308 |
| 325 | 99.077 |
| 326 | 98.9737 |
| 327 | 98.9793 |
| 328 | 98.923 |
| 329 | 98.7414 |
| 330 | 98.7491 |
| 331 | 98.9847 |
| 332 | 99.1244 |
| 333 | 99.2507 |
| 334 | 99.4339 |
| 335 | 99.5747 |
| 336 | 99.5421 |
| 337 | 99.6838 |
| 338 | 99.8352 |
| 339 | 99.7941 |
| 340 | 99.9341 |
| 341 | 99.7932 |
| 342 | 99.7954 |
| 343 | 99.9714 |
| 344 | 100.1407 |
| 345 | 100.1864 |
| 346 | 100.3015 |
| 347 | 100.4733 |
| 348 | 100.3335 |
| 349 | 100.2464 |
| 350 | 100.4254 |
| 351 | 100.2457 |
| 352 | 100.4153 |
| 353 | 100.274 |
| 354 | 100.2109 |
| 355 | 100.1002 |
| 356 | 100.0283 |
| 357 | 100.0374 |
| 358 | 99.9564 |
| 359 | 100.0151 |
| 360 | 100.0546 |
| 361 | 100.1739 |
| 362 | 100.3457 |
| 363 | 100.519 |
| 364 | 100.6663 |
| 365 | 100.5614 |
| 366 | 100.5812 |
| +0.22% |
| 1.98 |
| 24 |
| 18.09 → 14.11 | Long | 66.7% | +0.90% | 0.70 | 24 |
| 18.09 → 13.11 | Long | 66.7% | +0.83% | 0.71 | 24 |
| 19.09 → 14.11 | Long | 66.7% | +0.70% | 0.55 | 24 |
| 21.09 → 15.11 | Long | 66.7% | +0.67% | 0.49 | 24 |
| 15.09 → 28.10 | Long | 66.7% | +0.59% | 0.77 | 24 |