

Over 1999 to 2025 (27 years of data), NZDCHF has tended to move short between 17.07 and 04.09, closing higher in 77.8% of those years for an average +1.76% move and an annualized Sharpe of 1.12.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0565 |
| 3 | 100.0426 |
| 4 | 99.9957 |
| 5 | 100.0635 |
| 6 | 100.243 |
| 7 | 100.4293 |
| 8 | 100.2698 |
| 9 | 100.2194 |
| 10 | 100.2913 |
| 11 | 100.5082 |
| 12 | 100.5606 |
| 13 | 100.596 |
| 14 | 100.4162 |
| 15 | 100.5232 |
| 16 | 100.4064 |
| 17 | 100.3787 |
| 18 | 100.3461 |
| 19 | 100.2465 |
| 20 | 100.5602 |
| 21 | 100.5294 |
| 22 | 100.5405 |
| 23 | 100.6758 |
| 24 | 100.6403 |
| 25 | 100.6185 |
| 26 | 100.5836 |
| 27 | 100.1954 |
| 28 | 100.2524 |
| 29 | 100.3744 |
| 30 | 100.4646 |
| 31 | 100.1445 |
| 32 | 100.2086 |
| 33 | 100.0428 |
| 34 | 100.1746 |
| 35 | 99.9544 |
| 36 | 99.9043 |
| 37 | 100.2608 |
| 38 | 100.3624 |
| 39 | 100.4603 |
| 40 | 100.5544 |
| 41 | 100.4684 |
| 42 | 100.6302 |
| 43 | 100.4942 |
| 44 | 100.3895 |
| 45 | 100.4298 |
| 46 | 100.3484 |
| 47 | 100.4589 |
| 48 | 100.4524 |
| 49 | 100.2895 |
| 50 | 100.475 |
| 51 | 100.642 |
| 52 | 100.3991 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 04.09 | Short | 77.8% | +1.76% | 1.12 | 27 |
| 17.07 → 02.09 | Short | 77.8% | +1.67% | 1.21 | 27 |
| 17.07 → 03.09 | Short | 74.1% | +1.69% | 1.16 | 27 |
| 17.07 → 05.09 | Short | 74.1% | +1.67% | 0.99 | 27 |
| 23.07 → 04.09 | Short | 74.1% | +1.65% | 1.06 | 27 |
| 18.07 → 04.09 | Short | 74.1% | +1.59% | 1.06 | 27 |
| 19.07 → 04.09 | Short | 74.1% |
| 53 |
|---|
| 100.8276 |
| 54 | 100.8924 |
|---|
| 55 | 100.6554 |
|---|
| 56 | 100.7597 |
|---|
| 57 | 100.5623 |
|---|
| 58 | 100.1297 |
|---|
| 59 | 100.0709 |
|---|
| 60 | 100.2505 |
|---|
| 61 | 100.5366 |
|---|
| 62 | 100.21 |
|---|
| 63 | 100.4368 |
|---|
| 64 | 100.6005 |
|---|
| 65 | 100.2412 |
|---|
| 66 | 100.1366 |
|---|
| 67 | 100.139 |
|---|
| 68 | 100.0658 |
|---|
| 69 | 100.1031 |
|---|
| 70 | 100.1329 |
|---|
| 71 | 100.1519 |
|---|
| 72 | 99.9246 |
|---|
| 73 | 100.1875 |
|---|
| 74 | 100.4618 |
|---|
| 75 | 100.7746 |
|---|
| 76 | 101.0818 |
|---|
| 77 | 100.9022 |
|---|
| 78 | 101.1717 |
|---|
| 79 | 100.7974 |
|---|
| 80 | 100.4292 |
|---|
| 81 | 100.8077 |
|---|
| 82 | 100.7467 |
|---|
| 83 | 100.503 |
|---|
| 84 | 100.5181 |
|---|
| 85 | 100.5248 |
|---|
| 86 | 100.6002 |
|---|
| 87 | 100.6757 |
|---|
| 88 | 100.3674 |
|---|
| 89 | 100.2758 |
|---|
| 90 | 100.1681 |
|---|
| 91 | 100.2703 |
|---|
| 92 | 100.0861 |
|---|
| 93 | 99.9876 |
|---|
| 94 | 99.4047 |
|---|
| 95 | 99.5945 |
|---|
| 96 | 98.8727 |
|---|
| 97 | 99.1096 |
|---|
| 98 | 98.6768 |
|---|
| 99 | 99.6 |
|---|
| 100 | 99.0766 |
|---|
| 101 | 98.7781 |
|---|
| 102 | 98.8506 |
|---|
| 103 | 98.8134 |
|---|
| 104 | 98.8295 |
|---|
| 105 | 99.0471 |
|---|
| 106 | 98.8197 |
|---|
| 107 | 98.9677 |
|---|
| 108 | 98.7923 |
|---|
| 109 | 98.8678 |
|---|
| 110 | 98.8043 |
|---|
| 111 | 98.6545 |
|---|
| 112 | 98.9149 |
|---|
| 113 | 98.9342 |
|---|
| 114 | 99.0716 |
|---|
| 115 | 99.0838 |
|---|
| 116 | 98.9786 |
|---|
| 117 | 99.226 |
|---|
| 118 | 99.1616 |
|---|
| 119 | 98.901 |
|---|
| 120 | 98.9628 |
|---|
| 121 | 98.8131 |
|---|
| 122 | 99.1085 |
|---|
| 123 | 98.8582 |
|---|
| 124 | 99.3592 |
|---|
| 125 | 99.359 |
|---|
| 126 | 99.7378 |
|---|
| 127 | 99.5235 |
|---|
| 128 | 99.6065 |
|---|
| 129 | 99.4857 |
|---|
| 130 | 99.5807 |
|---|
| 131 | 99.5441 |
|---|
| 132 | 99.4186 |
|---|
| 133 | 99.5948 |
|---|
| 134 | 99.5628 |
|---|
| 135 | 99.3364 |
|---|
| 136 | 99.6231 |
|---|
| 137 | 99.7905 |
|---|
| 138 | 99.6832 |
|---|
| 139 | 99.7566 |
|---|
| 140 | 99.7484 |
|---|
| 141 | 99.69 |
|---|
| 142 | 99.5638 |
|---|
| 143 | 99.6242 |
|---|
| 144 | 99.1057 |
|---|
| 145 | 99.2119 |
|---|
| 146 | 99.0519 |
|---|
| 147 | 99.4303 |
|---|
| 148 | 99.8035 |
|---|
| 149 | 99.5738 |
|---|
| 150 | 99.5824 |
|---|
| 151 | 99.2985 |
|---|
| 152 | 99.348 |
|---|
| 153 | 99.6143 |
|---|
| 154 | 99.4638 |
|---|
| 155 | 99.4001 |
|---|
| 156 | 99.2039 |
|---|
| 157 | 99.4771 |
|---|
| 158 | 99.3999 |
|---|
| 159 | 99.2339 |
|---|
| 160 | 99.4118 |
|---|
| 161 | 99.4884 |
|---|
| 162 | 99.4419 |
|---|
| 163 | 99.487 |
|---|
| 164 | 99.4358 |
|---|
| 165 | 99.2641 |
|---|
| 166 | 99.093 |
|---|
| 167 | 98.9233 |
|---|
| 168 | 98.7893 |
|---|
| 169 | 98.8888 |
|---|
| 170 | 98.574 |
|---|
| 171 | 98.4117 |
|---|
| 172 | 98.5001 |
|---|
| 173 | 98.2091 |
|---|
| 174 | 97.9884 |
|---|
| 175 | 97.8777 |
|---|
| 176 | 97.9444 |
|---|
| 177 | 97.9004 |
|---|
| 178 | 97.6112 |
|---|
| 179 | 97.3162 |
|---|
| 180 | 97.2579 |
|---|
| 181 | 97.5294 |
|---|
| 182 | 97.5653 |
|---|
| 183 | 97.4422 |
|---|
| 184 | 97.6354 |
|---|
| 185 | 97.7443 |
|---|
| 186 | 97.7301 |
|---|
| 187 | 97.6225 |
|---|
| 188 | 97.7198 |
|---|
| 189 | 97.7041 |
|---|
| 190 | 97.6688 |
|---|
| 191 | 97.8288 |
|---|
| 192 | 97.3169 |
|---|
| 193 | 97.3265 |
|---|
| 194 | 97.4165 |
|---|
| 195 | 97.4192 |
|---|
| 196 | 97.3892 |
|---|
| 197 | 97.2639 |
|---|
| 198 | 97.1669 |
|---|
| 199 | 96.7541 |
|---|
| 200 | 96.733 |
|---|
| 201 | 96.717 |
|---|
| 202 | 96.4293 |
|---|
| 203 | 96.3713 |
|---|
| 204 | 96.4084 |
|---|
| 205 | 96.573 |
|---|
| 206 | 96.3089 |
|---|
| 207 | 95.9219 |
|---|
| 208 | 96.0655 |
|---|
| 209 | 96.0532 |
|---|
| 210 | 96.0016 |
|---|
| 211 | 96.0381 |
|---|
| 212 | 96.1643 |
|---|
| 213 | 96.0205 |
|---|
| 214 | 95.6156 |
|---|
| 215 | 95.4563 |
|---|
| 216 | 95.4814 |
|---|
| 217 | 95.3751 |
|---|
| 218 | 95.4447 |
|---|
| 219 | 95.608 |
|---|
| 220 | 95.7223 |
|---|
| 221 | 95.9373 |
|---|
| 222 | 95.8147 |
|---|
| 223 | 95.8546 |
|---|
| 224 | 95.8065 |
|---|
| 225 | 95.9499 |
|---|
| 226 | 96.0207 |
|---|
| 227 | 95.5048 |
|---|
| 228 | 95.5805 |
|---|
| 229 | 95.4693 |
|---|
| 230 | 95.5456 |
|---|
| 231 | 95.353 |
|---|
| 232 | 95.1422 |
|---|
| 233 | 95.0893 |
|---|
| 234 | 95.2145 |
|---|
| 235 | 95.3119 |
|---|
| 236 | 95.4714 |
|---|
| 237 | 95.4806 |
|---|
| 238 | 95.1941 |
|---|
| 239 | 95.1335 |
|---|
| 240 | 95.1465 |
|---|
| 241 | 95.3755 |
|---|
| 242 | 95.5221 |
|---|
| 243 | 95.7912 |
|---|
| 244 | 95.704 |
|---|
| 245 | 95.7617 |
|---|
| 246 | 95.7543 |
|---|
| 247 | 95.4709 |
|---|
| 248 | 95.2479 |
|---|
| 249 | 95.2037 |
|---|
| 250 | 95.041 |
|---|
| 251 | 94.941 |
|---|
| 252 | 94.9326 |
|---|
| 253 | 95.1007 |
|---|
| 254 | 95.1673 |
|---|
| 255 | 95.1388 |
|---|
| 256 | 95.023 |
|---|
| 257 | 95.0029 |
|---|
| 258 | 94.7946 |
|---|
| 259 | 94.8052 |
|---|
| 260 | 94.7384 |
|---|
| 261 | 94.774 |
|---|
| 262 | 94.8135 |
|---|
| 263 | 94.6665 |
|---|
| 264 | 94.7073 |
|---|
| 265 | 95.0135 |
|---|
| 266 | 94.7312 |
|---|
| 267 | 94.6891 |
|---|
| 268 | 94.9298 |
|---|
| 269 | 94.7757 |
|---|
| 270 | 94.7786 |
|---|
| 271 | 94.7264 |
|---|
| 272 | 94.8695 |
|---|
| 273 | 94.6786 |
|---|
| 274 | 94.8581 |
|---|
| 275 | 94.6324 |
|---|
| 276 | 95.0829 |
|---|
| 277 | 94.7124 |
|---|
| 278 | 94.946 |
|---|
| 279 | 94.7323 |
|---|
| 280 | 94.5926 |
|---|
| 281 | 94.3641 |
|---|
| 282 | 94.5596 |
|---|
| 283 | 94.1581 |
|---|
| 284 | 94.0054 |
|---|
| 285 | 94.0672 |
|---|
| 286 | 93.9949 |
|---|
| 287 | 93.7066 |
|---|
| 288 | 93.7852 |
|---|
| 289 | 93.5693 |
|---|
| 290 | 93.7752 |
|---|
| 291 | 93.6561 |
|---|
| 292 | 93.6639 |
|---|
| 293 | 93.6407 |
|---|
| 294 | 93.9313 |
|---|
| 295 | 93.7784 |
|---|
| 296 | 93.9152 |
|---|
| 297 | 93.6864 |
|---|
| 298 | 93.6075 |
|---|
| 299 | 93.8452 |
|---|
| 300 | 93.9359 |
|---|
| 301 | 94.0571 |
|---|
| 302 | 94.1107 |
|---|
| 303 | 94.1458 |
|---|
| 304 | 94.3695 |
|---|
| 305 | 94.4868 |
|---|
| 306 | 94.6053 |
|---|
| 307 | 94.8495 |
|---|
| 308 | 94.8674 |
|---|
| 309 | 94.8217 |
|---|
| 310 | 94.5752 |
|---|
| 311 | 94.4795 |
|---|
| 312 | 94.5823 |
|---|
| 313 | 94.2614 |
|---|
| 314 | 94.2939 |
|---|
| 315 | 94.0622 |
|---|
| 316 | 94.1598 |
|---|
| 317 | 93.8729 |
|---|
| 318 | 93.9987 |
|---|
| 319 | 94.2507 |
|---|
| 320 | 94.0592 |
|---|
| 321 | 94.1503 |
|---|
| 322 | 94.377 |
|---|
| 323 | 94.3494 |
|---|
| 324 | 94.4625 |
|---|
| 325 | 94.4252 |
|---|
| 326 | 94.3622 |
|---|
| 327 | 94.6426 |
|---|
| 328 | 94.7228 |
|---|
| 329 | 94.7256 |
|---|
| 330 | 94.7103 |
|---|
| 331 | 94.8663 |
|---|
| 332 | 94.87 |
|---|
| 333 | 95.0361 |
|---|
| 334 | 95.2156 |
|---|
| 335 | 95.256 |
|---|
| 336 | 95.4434 |
|---|
| 337 | 95.4943 |
|---|
| 338 | 95.4731 |
|---|
| 339 | 95.237 |
|---|
| 340 | 95.21 |
|---|
| 341 | 95.1884 |
|---|
| 342 | 95.1856 |
|---|
| 343 | 95.2785 |
|---|
| 344 | 95.317 |
|---|
| 345 | 95.0131 |
|---|
| 346 | 94.9828 |
|---|
| 347 | 95.2299 |
|---|
| 348 | 95.1034 |
|---|
| 349 | 94.8409 |
|---|
| 350 | 95.0495 |
|---|
| 351 | 95.1389 |
|---|
| 352 | 94.9218 |
|---|
| 353 | 94.4818 |
|---|
| 354 | 94.3657 |
|---|
| 355 | 94.1267 |
|---|
| 356 | 94.1346 |
|---|
| 357 | 94.3444 |
|---|
| 358 | 94.3756 |
|---|
| 359 | 94.3325 |
|---|
| 360 | 94.5198 |
|---|
| 361 | 94.0794 |
|---|
| 362 | 94.2728 |
|---|
| 363 | 94.0726 |
|---|
| 364 | 94.1706 |
|---|
| 365 | 94.0953 |
|---|
| 366 | 93.7682 |
|---|
| +1.59% |
| 1.04 |
| 27 |
| 20.07 → 04.09 | Short | 74.1% | +1.58% | 1.02 | 27 |