← All seasonality|Forex currencies1999–2025

New Zealand Dollar vs Swiss Franc (NZDCHF) Seasonality

Over 1999 to 2025 (27 years of data), NZDCHF has tended to move short between 09.07 and 04.09, closing higher in 81.5% of those years for an average +2.06% move and an annualized Sharpe of 1.04.

Average seasonal curve

NZDCHF average seasonal curve, 1999 to 2025
Index	Value
1	100
2	100.1074
3	100.1102
4	100.1324
5	100.3272
6	100.4204
7	100.4423
8	100.5031
9	100.5563
10	100.6287
11	100.7855
12	100.5897
13	100.5227
14	100.4677
15	99.9951
16	99.94
17	99.9908
18	99.9302
19	99.9082
20	99.9146
21	99.7777
22	99.8647
23	99.8858
24	99.7865
25	99.8133
26	99.9326
27	99.8691
28	99.8604
29	99.8194
30	99.7289
31	99.7777
32	99.9549
33	99.9428
34	99.9616
35	100.0772
36	100.1829
37	100.2038
38	100.2014
39	100.11
40	100.1531
41	100.1074
42	100.2338
43	100.2833
44	100.3782
45	100.4107
46	100.4229
47	100.3287
48	100.3233
49	100.423
50	100.4179
51	100.348
52	100.2876

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
09.07 → 04.09	Short	81.5%	+2.06%	1.04	27
10.07 → 04.09	Short	81.5%	+1.86%	0.99	27
13.07 → 01.09	Short	81.5%	+1.72%	1.20	27
13.07 → 02.09	Short	81.5%	+1.72%	1.18	27
07.07 → 31.08	Short	81.5%	+1.68%	0.99	27
13.07 → 25.08	Short	81.5%	+1.62%	1.34	27
11.07 → 03.09	Short	81.5%

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