

Forex currencies
Over 1999 to 2025 (27 years of data), NZDCHF has tended to move long between 10.10 and 08.11, closing higher in 74.1% of those years for an average +1.10% move and an annualized Sharpe of 1.19.
Best window
10.10 - 08.11
Direction
Long
Win rate
74.1%
Avg return
+1.10%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.11 | Long | 74.1% | +1.10% | 1.19 | 27 |
| 09.10 → 08.11 | Long | 70.4% | +1.18% | 1.23 | 27 |
| 11.10 → 08.11 | Long | 70.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1461 |
| 3 | 100.1882 |
| 4 | 100.2801 |
| 5 | 100.5421 |
| 6 | 100.7268 |
| 7 | 100.6969 |
| 8 | 100.7798 |
| 9 | 100.8523 |
| 10 | 100.9561 |
| 11 | 101.0802 |
| 12 | 100.8577 |
| 13 | 100.8195 |
| 14 | 100.7419 |
| 15 | 100.0979 |
| 16 | 100.023 |
| 17 | 100.0921 |
| 18 | 100.0459 |
| 19 | 99.9598 |
| 20 | 99.9371 |
| 21 | 99.7435 |
| 22 | 99.8618 |
| 23 | 99.8906 |
| 24 | 99.7771 |
| 25 | 99.8372 |
| 26 | 99.9489 |
| 27 | 99.8049 |
| 28 | 99.8394 |
| 29 | 99.7837 |
| 30 | 99.6606 |
| 31 | 99.6781 |
| 32 | 99.8731 |
| 33 | 99.8769 |
| 34 | 99.891 |
| 35 | 100.0168 |
| 36 | 100.1606 |
| 37 | 100.189 |
| 38 | 100.1946 |
| 39 | 100.0553 |
| 40 | 100.1743 |
| 41 | 100.1179 |
| 42 | 100.263 |
| 43 | 100.3304 |
| 44 | 100.4595 |
| 45 | 100.4993 |
| 46 | 100.5279 |
| 47 | 100.4741 |
| 48 | 100.4695 |
| 49 | 100.5796 |
| 50 | 100.5727 |
| 51 | 100.4776 |
| 52 | 100.3952 |
| 53 | 100.3913 |
| 54 | 100.3715 |
| 55 | 100.4352 |
| 56 | 100.5221 |
| 57 | 100.3197 |
| 58 | 100.0549 |
| 59 | 99.833 |
| 60 | 99.8579 |
| 61 | 99.7209 |
| 62 | 99.6822 |
| 63 | 99.7498 |
| 64 | 99.832 |
| 65 | 99.6813 |
| 66 | 99.4364 |
| 67 | 99.6062 |
| 68 | 99.3953 |
| 69 | 99.365 |
| 70 | 99.3035 |
| 71 | 99.4838 |
| 72 | 99.2597 |
| 73 | 99.463 |
| 74 | 99.4491 |
| 75 | 99.2767 |
| 76 | 99.364 |
| 77 | 99.3673 |
| 78 | 99.4168 |
| 79 | 99.4617 |
| 80 | 99.3795 |
| 81 | 99.5392 |
| 82 | 99.4524 |
| 83 | 99.3617 |
| 84 | 99.6124 |
| 85 | 99.6423 |
| 86 | 99.6305 |
| 87 | 99.605 |
| 88 | 99.6438 |
| 89 | 99.635 |
| 90 | 99.5567 |
| 91 | 99.5825 |
| 92 | 99.7322 |
| 93 | 99.7268 |
| 94 | 99.5788 |
| 95 | 99.5654 |
| 96 | 99.4227 |
| 97 | 99.4639 |
| 98 | 99.4888 |
| 99 | 99.8451 |
| 100 | 99.9101 |
| 101 | 99.8684 |
| 102 | 99.9976 |
| 103 | 99.9875 |
| 104 | 100.1086 |
| 105 | 99.8695 |
| 106 | 99.8259 |
| 107 | 99.8834 |
| 108 | 99.7714 |
| 109 | 99.9445 |
| 110 | 99.8103 |
| 111 | 99.9265 |
| 112 | 99.9092 |
| 113 | 99.8081 |
| 114 | 99.8185 |
| 115 | 99.762 |
| 116 | 99.6915 |
| 117 | 99.8176 |
| 118 | 99.8503 |
| 119 | 99.6821 |
| 120 | 99.6024 |
| 121 | 99.5152 |
| 122 | 99.6398 |
| 123 | 99.6184 |
| 124 | 99.5032 |
| 125 | 99.6618 |
| 126 | 99.7762 |
| 127 | 99.7054 |
| 128 | 99.739 |
| 129 | 99.7364 |
| 130 | 99.6 |
| 131 | 99.5535 |
| 132 | 99.335 |
| 133 | 99.3594 |
| 134 | 99.2631 |
| 135 | 99.1657 |
| 136 | 99.0998 |
| 137 | 99.0985 |
| 138 | 99.0677 |
| 139 | 99.1403 |
| 140 | 99.1118 |
| 141 | 99.2135 |
| 142 | 99.1942 |
| 143 | 99.2397 |
| 144 | 99.2548 |
| 145 | 99.2885 |
| 146 | 99.3801 |
| 147 | 99.5305 |
| 148 | 99.6575 |
| 149 | 99.4719 |
| 150 | 99.4263 |
| 151 | 99.342 |
| 152 | 99.3973 |
| 153 | 99.4535 |
| 154 | 99.3945 |
| 155 | 99.4303 |
| 156 | 99.1947 |
| 157 | 99.4136 |
| 158 | 99.3486 |
| 159 | 99.5443 |
| 160 | 99.6751 |
| 161 | 99.6979 |
| 162 | 99.7401 |
| 163 | 99.701 |
| 164 | 99.7622 |
| 165 | 99.6709 |
| 166 | 99.5016 |
| 167 | 99.6279 |
| 168 | 99.5163 |
| 169 | 99.4952 |
| 170 | 99.349 |
| 171 | 99.3642 |
| 172 | 99.3373 |
| 173 | 99.2091 |
| 174 | 99.3263 |
| 175 | 99.2998 |
| 176 | 99.2712 |
| 177 | 99.2521 |
| 178 | 99.0853 |
| 179 | 98.9597 |
| 180 | 98.9362 |
| 181 | 98.9909 |
| 182 | 98.9649 |
| 183 | 98.945 |
| 184 | 99.0745 |
| 185 | 99.1795 |
| 186 | 99.2128 |
| 187 | 99.1917 |
| 188 | 99.3838 |
| 189 | 99.356 |
| 190 | 99.5591 |
| 191 | 99.3099 |
| 192 | 99.1392 |
| 193 | 99.1718 |
| 194 | 99.3396 |
| 195 | 99.421 |
| 196 | 99.2097 |
| 197 | 99.2033 |
| 198 | 99.0815 |
| 199 | 98.9177 |
| 200 | 99.0102 |
| 201 | 99.1054 |
| 202 | 99.0463 |
| 203 | 99.0949 |
| 204 | 99.2125 |
| 205 | 99.1209 |
| 206 | 98.9362 |
| 207 | 98.7677 |
| 208 | 98.83 |
| 209 | 98.8305 |
| 210 | 98.7515 |
| 211 | 98.767 |
| 212 | 98.7461 |
| 213 | 98.5273 |
| 214 | 98.2471 |
| 215 | 98.1831 |
| 216 | 97.9928 |
| 217 | 97.9769 |
| 218 | 98.1255 |
| 219 | 98.1862 |
| 220 | 98.0709 |
| 221 | 97.9718 |
| 222 | 97.8743 |
| 223 | 98.249 |
| 224 | 98.2413 |
| 225 | 98.1854 |
| 226 | 98.2715 |
| 227 | 98.0119 |
| 228 | 98.0929 |
| 229 | 98.0944 |
| 230 | 98.0912 |
| 231 | 97.7807 |
| 232 | 97.7833 |
| 233 | 97.7828 |
| 234 | 98.0115 |
| 235 | 98.0028 |
| 236 | 97.846 |
| 237 | 97.7303 |
| 238 | 97.8482 |
| 239 | 97.7978 |
| 240 | 97.7911 |
| 241 | 98.0198 |
| 242 | 97.996 |
| 243 | 97.869 |
| 244 | 97.8095 |
| 245 | 97.7922 |
| 246 | 97.7536 |
| 247 | 97.6526 |
| 248 | 97.5143 |
| 249 | 97.9979 |
| 250 | 97.9595 |
| 251 | 98.1907 |
| 252 | 98.0501 |
| 253 | 98.2082 |
| 254 | 98.2288 |
| 255 | 98.2606 |
| 256 | 98.2054 |
| 257 | 98.0775 |
| 258 | 98.161 |
| 259 | 98.1959 |
| 260 | 97.9559 |
| 261 | 98.0502 |
| 262 | 98.2618 |
| 263 | 98.2567 |
| 264 | 98.0508 |
| 265 | 97.91 |
| 266 | 97.6888 |
| 267 | 97.6088 |
| 268 | 97.7642 |
| 269 | 97.6653 |
| 270 | 97.7786 |
| 271 | 97.7871 |
| 272 | 97.7268 |
| 273 | 97.6412 |
| 274 | 97.9381 |
| 275 | 97.9475 |
| 276 | 97.9965 |
| 277 | 98.0292 |
| 278 | 98.2004 |
| 279 | 98.0276 |
| 280 | 98.0987 |
| 281 | 98.0113 |
| 282 | 97.8725 |
| 283 | 97.8408 |
| 284 | 97.9658 |
| 285 | 98.0068 |
| 286 | 97.9782 |
| 287 | 98.0722 |
| 288 | 98.3148 |
| 289 | 97.9415 |
| 290 | 98.1092 |
| 291 | 98.1709 |
| 292 | 98.1923 |
| 293 | 98.0676 |
| 294 | 98.2049 |
| 295 | 98.2723 |
| 296 | 98.3026 |
| 297 | 98.1682 |
| 298 | 97.7973 |
| 299 | 97.9274 |
| 300 | 98.0564 |
| 301 | 97.8942 |
| 302 | 97.9943 |
| 303 | 97.9779 |
| 304 | 98.263 |
| 305 | 98.3303 |
| 306 | 98.2632 |
| 307 | 98.5301 |
| 308 | 98.6536 |
| 309 | 98.8073 |
| 310 | 98.8939 |
| 311 | 98.7384 |
| 312 | 98.8412 |
| 313 | 98.5675 |
| 314 | 98.7345 |
| 315 | 98.523 |
| 316 | 98.4085 |
| 317 | 98.5285 |
| 318 | 98.536 |
| 319 | 98.4973 |
| 320 | 98.5678 |
| 321 | 98.5233 |
| 322 | 98.4586 |
| 323 | 98.4367 |
| 324 | 98.3889 |
| 325 | 98.2694 |
| 326 | 98.2182 |
| 327 | 98.2952 |
| 328 | 98.2262 |
| 329 | 98.2748 |
| 330 | 97.9357 |
| 331 | 98.1786 |
| 332 | 98.253 |
| 333 | 98.4219 |
| 334 | 98.5773 |
| 335 | 98.769 |
| 336 | 98.6244 |
| 337 | 98.5475 |
| 338 | 98.5499 |
| 339 | 98.5051 |
| 340 | 98.6681 |
| 341 | 98.5883 |
| 342 | 98.4199 |
| 343 | 98.5876 |
| 344 | 98.6388 |
| 345 | 98.6415 |
| 346 | 98.7384 |
| 347 | 98.7702 |
| 348 | 98.578 |
| 349 | 98.4311 |
| 350 | 98.4717 |
| 351 | 98.1934 |
| 352 | 98.2118 |
| 353 | 97.9836 |
| 354 | 97.9657 |
| 355 | 98.041 |
| 356 | 97.966 |
| 357 | 97.9849 |
| 358 | 98.0002 |
| 359 | 97.9698 |
| 360 | 98.1271 |
| 361 | 97.8929 |
| 362 | 97.9648 |
| 363 | 98.0345 |
| 364 | 98.0231 |
| 365 | 98.0319 |
| 366 | 98.5928 |
| +1.09% |
| 1.18 |
| 27 |
| 07.10 → 08.11 | Long | 70.4% | +1.06% | 0.97 | 27 |
| 06.10 → 08.11 | Long | 70.4% | +0.92% | 0.83 | 27 |
| 11.10 → 09.11 | Long | 70.4% | +0.78% | 0.83 | 27 |
| 06.10 → 16.11 | Long | 70.4% | +0.62% | 0.42 | 27 |
| 06.10 → 18.11 | Long | 70.4% | +0.60% | 0.39 | 27 |