

Forex currencies
Over 2002 to 2025 (24 years of data), NZDCAD has tended to move long between 12.10 and 10.12, closing higher in 79.2% of those years for an average +2.35% move and an annualized Sharpe of 1.31.
Best window
12.10 - 10.12
Direction
Long
Win rate
79.2%
Avg return
+2.35%
Sample
24 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 10.12 | Long | 79.2% | +2.35% | 1.31 | 24 |
| 11.10 → 10.12 | Long | 79.2% | +2.34% | 1.23 | 24 |
| 11.10 → 03.12 | Long | 79.2% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0034 |
| 3 | 100.0698 |
| 4 | 99.8379 |
| 5 | 99.9728 |
| 6 | 99.9614 |
| 7 | 99.9987 |
| 8 | 99.8694 |
| 9 | 99.8661 |
| 10 | 99.7769 |
| 11 | 99.7079 |
| 12 | 99.9076 |
| 13 | 99.9271 |
| 14 | 99.8055 |
| 15 | 99.7827 |
| 16 | 99.801 |
| 17 | 99.8038 |
| 18 | 99.9278 |
| 19 | 99.7353 |
| 20 | 99.8878 |
| 21 | 99.9571 |
| 22 | 100.1907 |
| 23 | 100.2679 |
| 24 | 100.5354 |
| 25 | 100.4288 |
| 26 | 100.2781 |
| 27 | 100.1194 |
| 28 | 100.0612 |
| 29 | 100.0979 |
| 30 | 100.1741 |
| 31 | 100.0099 |
| 32 | 100.3658 |
| 33 | 100.14 |
| 34 | 99.7952 |
| 35 | 99.6287 |
| 36 | 99.6924 |
| 37 | 99.8987 |
| 38 | 99.7051 |
| 39 | 99.9225 |
| 40 | 100.06 |
| 41 | 99.8115 |
| 42 | 99.7986 |
| 43 | 99.7235 |
| 44 | 99.778 |
| 45 | 99.8551 |
| 46 | 99.7735 |
| 47 | 99.9648 |
| 48 | 100.0618 |
| 49 | 99.8905 |
| 50 | 99.9992 |
| 51 | 100.2671 |
| 52 | 100.2652 |
| 53 | 100.5407 |
| 54 | 100.5594 |
| 55 | 100.3385 |
| 56 | 100.4296 |
| 57 | 100.2271 |
| 58 | 100.0846 |
| 59 | 100.0953 |
| 60 | 100.1873 |
| 61 | 100.0116 |
| 62 | 100.0327 |
| 63 | 100.4178 |
| 64 | 100.4646 |
| 65 | 100.2834 |
| 66 | 100.2536 |
| 67 | 100.3464 |
| 68 | 100.58 |
| 69 | 100.7178 |
| 70 | 100.4994 |
| 71 | 100.363 |
| 72 | 100.2846 |
| 73 | 100.2893 |
| 74 | 100.1812 |
| 75 | 100.3775 |
| 76 | 100.8432 |
| 77 | 100.6902 |
| 78 | 100.9557 |
| 79 | 100.3726 |
| 80 | 100.1044 |
| 81 | 100.4062 |
| 82 | 100.5057 |
| 83 | 100.1826 |
| 84 | 100.0457 |
| 85 | 99.9398 |
| 86 | 99.9151 |
| 87 | 99.7948 |
| 88 | 99.5283 |
| 89 | 99.654 |
| 90 | 99.595 |
| 91 | 99.5452 |
| 92 | 99.2781 |
| 93 | 99.3944 |
| 94 | 99.1085 |
| 95 | 99.2265 |
| 96 | 98.9736 |
| 97 | 99.1846 |
| 98 | 99.0497 |
| 99 | 99.3676 |
| 100 | 99.5224 |
| 101 | 99.4173 |
| 102 | 99.5822 |
| 103 | 99.4947 |
| 104 | 99.4182 |
| 105 | 99.5395 |
| 106 | 99.3117 |
| 107 | 99.3568 |
| 108 | 99.2374 |
| 109 | 99.1592 |
| 110 | 99.197 |
| 111 | 99.262 |
| 112 | 99.1292 |
| 113 | 99.051 |
| 114 | 99.2743 |
| 115 | 99.2832 |
| 116 | 99.1859 |
| 117 | 99.1302 |
| 118 | 99.0125 |
| 119 | 98.6849 |
| 120 | 98.8192 |
| 121 | 98.6019 |
| 122 | 99.0366 |
| 123 | 98.9888 |
| 124 | 99.4393 |
| 125 | 99.0941 |
| 126 | 99.455 |
| 127 | 99.3099 |
| 128 | 99.5412 |
| 129 | 99.5384 |
| 130 | 99.5664 |
| 131 | 99.44 |
| 132 | 98.9583 |
| 133 | 99.0384 |
| 134 | 98.9408 |
| 135 | 98.7294 |
| 136 | 98.9342 |
| 137 | 99.0521 |
| 138 | 99.1197 |
| 139 | 99.4297 |
| 140 | 99.5637 |
| 141 | 99.546 |
| 142 | 99.4189 |
| 143 | 99.5287 |
| 144 | 99.3605 |
| 145 | 99.3473 |
| 146 | 99.1429 |
| 147 | 99.4137 |
| 148 | 99.6669 |
| 149 | 99.7769 |
| 150 | 99.613 |
| 151 | 99.2864 |
| 152 | 99.0973 |
| 153 | 99.3183 |
| 154 | 98.9571 |
| 155 | 99.1548 |
| 156 | 99.0496 |
| 157 | 98.9656 |
| 158 | 98.7207 |
| 159 | 98.678 |
| 160 | 98.9254 |
| 161 | 98.8839 |
| 162 | 99.0492 |
| 163 | 99.1146 |
| 164 | 98.9824 |
| 165 | 99.0496 |
| 166 | 98.9777 |
| 167 | 99.3977 |
| 168 | 99.3663 |
| 169 | 99.3535 |
| 170 | 99.1278 |
| 171 | 98.9628 |
| 172 | 98.8212 |
| 173 | 98.5208 |
| 174 | 98.5123 |
| 175 | 98.4631 |
| 176 | 98.505 |
| 177 | 98.4382 |
| 178 | 98.3627 |
| 179 | 98.0111 |
| 180 | 98.0432 |
| 181 | 98.3619 |
| 182 | 98.3794 |
| 183 | 98.2583 |
| 184 | 98.3298 |
| 185 | 98.3482 |
| 186 | 98.4675 |
| 187 | 98.652 |
| 188 | 98.6039 |
| 189 | 98.53 |
| 190 | 98.5241 |
| 191 | 98.6163 |
| 192 | 98.173 |
| 193 | 98.5339 |
| 194 | 98.696 |
| 195 | 98.9296 |
| 196 | 98.7918 |
| 197 | 98.701 |
| 198 | 98.6469 |
| 199 | 98.4268 |
| 200 | 98.3287 |
| 201 | 98.121 |
| 202 | 98.0372 |
| 203 | 98.136 |
| 204 | 98.2161 |
| 205 | 98.1797 |
| 206 | 98.1798 |
| 207 | 98.0659 |
| 208 | 98.0213 |
| 209 | 97.9282 |
| 210 | 97.8902 |
| 211 | 97.8224 |
| 212 | 97.9392 |
| 213 | 98.1531 |
| 214 | 97.8591 |
| 215 | 97.9894 |
| 216 | 98.187 |
| 217 | 98.0644 |
| 218 | 97.9866 |
| 219 | 98.2116 |
| 220 | 98.1312 |
| 221 | 98.1903 |
| 222 | 98.215 |
| 223 | 98.1851 |
| 224 | 98.3027 |
| 225 | 98.4586 |
| 226 | 98.4902 |
| 227 | 98.1588 |
| 228 | 97.9577 |
| 229 | 98.0265 |
| 230 | 97.9168 |
| 231 | 97.786 |
| 232 | 97.6987 |
| 233 | 97.8621 |
| 234 | 97.9982 |
| 235 | 97.9975 |
| 236 | 97.9759 |
| 237 | 97.9944 |
| 238 | 97.8532 |
| 239 | 97.7015 |
| 240 | 97.7704 |
| 241 | 98.0586 |
| 242 | 98.0927 |
| 243 | 98.095 |
| 244 | 98.061 |
| 245 | 98.0121 |
| 246 | 98.0614 |
| 247 | 97.8513 |
| 248 | 97.8833 |
| 249 | 97.7501 |
| 250 | 97.8422 |
| 251 | 97.8635 |
| 252 | 97.8626 |
| 253 | 97.9043 |
| 254 | 98.093 |
| 255 | 97.9113 |
| 256 | 97.932 |
| 257 | 97.7718 |
| 258 | 97.6445 |
| 259 | 97.8023 |
| 260 | 97.8087 |
| 261 | 97.7032 |
| 262 | 97.5606 |
| 263 | 97.5206 |
| 264 | 97.4584 |
| 265 | 97.7246 |
| 266 | 97.5131 |
| 267 | 97.4853 |
| 268 | 97.4577 |
| 269 | 97.2537 |
| 270 | 97.2368 |
| 271 | 97.6329 |
| 272 | 97.9806 |
| 273 | 97.7783 |
| 274 | 97.9003 |
| 275 | 97.6848 |
| 276 | 97.7229 |
| 277 | 97.6055 |
| 278 | 97.8255 |
| 279 | 97.6762 |
| 280 | 97.3456 |
| 281 | 97.2031 |
| 282 | 97.3349 |
| 283 | 97.0603 |
| 284 | 97.0591 |
| 285 | 97.2135 |
| 286 | 97.082 |
| 287 | 96.945 |
| 288 | 97.0446 |
| 289 | 96.8989 |
| 290 | 96.9532 |
| 291 | 97.0663 |
| 292 | 97.0741 |
| 293 | 97.1128 |
| 294 | 97.2398 |
| 295 | 97.0552 |
| 296 | 97.2216 |
| 297 | 97.0479 |
| 298 | 96.9977 |
| 299 | 97.3646 |
| 300 | 97.3894 |
| 301 | 97.3552 |
| 302 | 97.3071 |
| 303 | 97.3142 |
| 304 | 97.3253 |
| 305 | 97.6264 |
| 306 | 97.567 |
| 307 | 97.6535 |
| 308 | 97.7001 |
| 309 | 97.7229 |
| 310 | 97.5538 |
| 311 | 97.4531 |
| 312 | 97.5376 |
| 313 | 97.2743 |
| 314 | 97.438 |
| 315 | 97.6753 |
| 316 | 97.7277 |
| 317 | 97.5462 |
| 318 | 97.8627 |
| 319 | 98.0693 |
| 320 | 98.0727 |
| 321 | 97.9876 |
| 322 | 98.0777 |
| 323 | 98.0222 |
| 324 | 98.1961 |
| 325 | 98.0509 |
| 326 | 97.939 |
| 327 | 98.232 |
| 328 | 98.261 |
| 329 | 98.3212 |
| 330 | 98.5699 |
| 331 | 98.6888 |
| 332 | 98.8037 |
| 333 | 99.1001 |
| 334 | 99.2165 |
| 335 | 99.4953 |
| 336 | 99.6883 |
| 337 | 99.7669 |
| 338 | 99.6151 |
| 339 | 99.3134 |
| 340 | 99.4424 |
| 341 | 99.6592 |
| 342 | 99.5134 |
| 343 | 99.7131 |
| 344 | 99.8868 |
| 345 | 99.5959 |
| 346 | 99.5147 |
| 347 | 99.6858 |
| 348 | 99.5725 |
| 349 | 99.2664 |
| 350 | 99.4246 |
| 351 | 99.52 |
| 352 | 99.5358 |
| 353 | 99.1868 |
| 354 | 99.0157 |
| 355 | 98.9099 |
| 356 | 98.8698 |
| 357 | 98.9676 |
| 358 | 98.8844 |
| 359 | 98.8886 |
| 360 | 98.8588 |
| 361 | 98.7641 |
| 362 | 99.0845 |
| 363 | 99.0337 |
| 364 | 98.9928 |
| 365 | 98.8415 |
| 366 | 98.2196 |
| +1.85% |
| 1.14 |
| 24 |
| 08.10 → 07.11 | Long | 79.2% | +0.99% | 1.25 | 24 |
| 09.10 → 01.11 | Long | 78.3% | +0.95% | 1.67 | 23 |
| 12.10 → 11.12 | Long | 75.0% | +2.44% | 1.32 | 24 |
| 12.10 → 04.12 | Long | 75.0% | +2.00% | 1.28 | 24 |
| 11.10 → 04.12 | Long | 75.0% | +1.99% | 1.21 | 24 |