

Forex currencies
Over 1999 to 2025 (27 years of data), NZDSGD has tended to move long between 11.10 and 06.12, closing higher in 76.2% of those years for an average +1.03% move and an annualized Sharpe of 0.63.
Best window
11.10 - 06.12
Direction
Long
Win rate
76.2%
Avg return
+1.03%
Sample
21 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 06.12 | Long | 76.2% | +1.03% | 0.63 | 21 |
| 10.10 → 06.12 | Long | 71.4% | +1.17% | 0.77 | 21 |
| 09.10 → 06.12 | Long | 71.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1661 |
| 3 | 100.102 |
| 4 | 100.0886 |
| 5 | 100.0456 |
| 6 | 100.2172 |
| 7 | 100.2522 |
| 8 | 100.3419 |
| 9 | 100.3727 |
| 10 | 100.4513 |
| 11 | 100.3921 |
| 12 | 100.2782 |
| 13 | 100.1592 |
| 14 | 100.0828 |
| 15 | 100.0782 |
| 16 | 99.9826 |
| 17 | 99.9655 |
| 18 | 99.9688 |
| 19 | 99.7604 |
| 20 | 99.7314 |
| 21 | 99.6528 |
| 22 | 99.7994 |
| 23 | 99.8528 |
| 24 | 99.8608 |
| 25 | 99.7699 |
| 26 | 99.8383 |
| 27 | 99.7098 |
| 28 | 99.7432 |
| 29 | 99.6509 |
| 30 | 99.4968 |
| 31 | 99.5537 |
| 32 | 99.7209 |
| 33 | 99.6289 |
| 34 | 99.5739 |
| 35 | 99.4758 |
| 36 | 99.508 |
| 37 | 99.6175 |
| 38 | 99.6527 |
| 39 | 99.6862 |
| 40 | 99.7849 |
| 41 | 99.6674 |
| 42 | 99.6853 |
| 43 | 99.6636 |
| 44 | 99.0531 |
| 45 | 99.102 |
| 46 | 99.0274 |
| 47 | 99.1369 |
| 48 | 99.0465 |
| 49 | 98.997 |
| 50 | 99.0893 |
| 51 | 99.0632 |
| 52 | 99.0963 |
| 53 | 99.0876 |
| 54 | 99.0325 |
| 55 | 99.1188 |
| 56 | 99.0928 |
| 57 | 98.9645 |
| 58 | 98.8495 |
| 59 | 98.8174 |
| 60 | 98.6173 |
| 61 | 98.5201 |
| 62 | 98.3942 |
| 63 | 98.5778 |
| 64 | 98.554 |
| 65 | 98.6058 |
| 66 | 98.4493 |
| 67 | 98.4747 |
| 68 | 98.4606 |
| 69 | 98.5853 |
| 70 | 98.5654 |
| 71 | 98.8136 |
| 72 | 98.7486 |
| 73 | 98.8276 |
| 74 | 98.7794 |
| 75 | 98.9324 |
| 76 | 99.1006 |
| 77 | 99.0835 |
| 78 | 99.0878 |
| 79 | 99.0896 |
| 80 | 98.915 |
| 81 | 98.9779 |
| 82 | 98.986 |
| 83 | 99.0431 |
| 84 | 99.1875 |
| 85 | 99.2825 |
| 86 | 99.3398 |
| 87 | 99.2391 |
| 88 | 99.2577 |
| 89 | 99.3144 |
| 90 | 99.1504 |
| 91 | 99.1432 |
| 92 | 99.3635 |
| 93 | 99.3034 |
| 94 | 99.1534 |
| 95 | 99.2439 |
| 96 | 99.1813 |
| 97 | 99.2491 |
| 98 | 99.3938 |
| 99 | 99.5943 |
| 100 | 99.7093 |
| 101 | 99.6046 |
| 102 | 99.6221 |
| 103 | 99.8181 |
| 104 | 99.6739 |
| 105 | 99.5682 |
| 106 | 99.3965 |
| 107 | 99.3287 |
| 108 | 99.2834 |
| 109 | 99.3538 |
| 110 | 99.2808 |
| 111 | 99.3657 |
| 112 | 99.3096 |
| 113 | 99.2838 |
| 114 | 99.4067 |
| 115 | 99.3682 |
| 116 | 99.3466 |
| 117 | 99.24 |
| 118 | 99.24 |
| 119 | 99.3312 |
| 120 | 99.2451 |
| 121 | 99.2358 |
| 122 | 99.1691 |
| 123 | 99.1918 |
| 124 | 99.1053 |
| 125 | 99.1977 |
| 126 | 99.2684 |
| 127 | 99.1952 |
| 128 | 99.1753 |
| 129 | 99.0477 |
| 130 | 98.9332 |
| 131 | 98.9361 |
| 132 | 98.9036 |
| 133 | 98.8764 |
| 134 | 98.7376 |
| 135 | 98.6602 |
| 136 | 98.5391 |
| 137 | 98.5048 |
| 138 | 98.5534 |
| 139 | 98.6038 |
| 140 | 98.6795 |
| 141 | 98.8029 |
| 142 | 98.7628 |
| 143 | 98.824 |
| 144 | 98.7646 |
| 145 | 98.8399 |
| 146 | 98.9321 |
| 147 | 99.169 |
| 148 | 99.2816 |
| 149 | 99.4038 |
| 150 | 99.3251 |
| 151 | 99.305 |
| 152 | 99.412 |
| 153 | 99.5225 |
| 154 | 99.4142 |
| 155 | 99.3338 |
| 156 | 99.2382 |
| 157 | 99.2594 |
| 158 | 99.25 |
| 159 | 99.2916 |
| 160 | 99.4305 |
| 161 | 99.4998 |
| 162 | 99.5297 |
| 163 | 99.5126 |
| 164 | 99.6191 |
| 165 | 99.6131 |
| 166 | 99.5224 |
| 167 | 99.5775 |
| 168 | 99.5847 |
| 169 | 99.58 |
| 170 | 99.5374 |
| 171 | 99.4901 |
| 172 | 99.58 |
| 173 | 99.4892 |
| 174 | 99.6949 |
| 175 | 99.6765 |
| 176 | 99.6442 |
| 177 | 99.6503 |
| 178 | 99.6247 |
| 179 | 99.6497 |
| 180 | 99.6678 |
| 181 | 99.5958 |
| 182 | 99.6104 |
| 183 | 99.5417 |
| 184 | 99.6368 |
| 185 | 99.6398 |
| 186 | 99.6256 |
| 187 | 99.6916 |
| 188 | 99.6984 |
| 189 | 99.711 |
| 190 | 99.7943 |
| 191 | 99.7531 |
| 192 | 99.6541 |
| 193 | 99.6144 |
| 194 | 99.7683 |
| 195 | 99.6512 |
| 196 | 99.6971 |
| 197 | 99.6961 |
| 198 | 99.6586 |
| 199 | 99.6136 |
| 200 | 99.6677 |
| 201 | 99.8033 |
| 202 | 99.78 |
| 203 | 99.9169 |
| 204 | 99.9179 |
| 205 | 99.7366 |
| 206 | 99.6764 |
| 207 | 99.5837 |
| 208 | 99.5232 |
| 209 | 99.5592 |
| 210 | 99.4485 |
| 211 | 99.3991 |
| 212 | 99.4539 |
| 213 | 99.4161 |
| 214 | 99.2702 |
| 215 | 99.2642 |
| 216 | 99.166 |
| 217 | 99.1596 |
| 218 | 99.2378 |
| 219 | 99.2869 |
| 220 | 99.1524 |
| 221 | 99.1199 |
| 222 | 99.0575 |
| 223 | 99.0702 |
| 224 | 99.0302 |
| 225 | 98.9964 |
| 226 | 99.0071 |
| 227 | 98.7254 |
| 228 | 98.7111 |
| 229 | 98.7209 |
| 230 | 98.6549 |
| 231 | 98.4973 |
| 232 | 98.4082 |
| 233 | 98.4215 |
| 234 | 98.5627 |
| 235 | 98.626 |
| 236 | 98.688 |
| 237 | 98.6584 |
| 238 | 98.6574 |
| 239 | 98.6888 |
| 240 | 98.5968 |
| 241 | 98.747 |
| 242 | 98.6285 |
| 243 | 98.6391 |
| 244 | 98.6859 |
| 245 | 98.6987 |
| 246 | 98.7126 |
| 247 | 98.6307 |
| 248 | 98.4007 |
| 249 | 98.4838 |
| 250 | 98.4705 |
| 251 | 98.628 |
| 252 | 98.5378 |
| 253 | 98.631 |
| 254 | 98.6484 |
| 255 | 98.6912 |
| 256 | 98.7767 |
| 257 | 98.7977 |
| 258 | 98.7969 |
| 259 | 98.6933 |
| 260 | 98.7039 |
| 261 | 98.822 |
| 262 | 99.03 |
| 263 | 99.1538 |
| 264 | 99.124 |
| 265 | 99.068 |
| 266 | 98.8452 |
| 267 | 98.6598 |
| 268 | 98.6493 |
| 269 | 98.6031 |
| 270 | 98.6726 |
| 271 | 98.7198 |
| 272 | 98.5955 |
| 273 | 98.434 |
| 274 | 98.4348 |
| 275 | 98.5737 |
| 276 | 98.4359 |
| 277 | 98.3952 |
| 278 | 98.5458 |
| 279 | 98.514 |
| 280 | 98.2832 |
| 281 | 98.2129 |
| 282 | 97.9666 |
| 283 | 97.8642 |
| 284 | 97.9471 |
| 285 | 98.1254 |
| 286 | 98.2144 |
| 287 | 98.2053 |
| 288 | 98.2865 |
| 289 | 97.972 |
| 290 | 98.1233 |
| 291 | 98.198 |
| 292 | 98.258 |
| 293 | 98.2774 |
| 294 | 98.4059 |
| 295 | 98.3479 |
| 296 | 98.2928 |
| 297 | 98.193 |
| 298 | 97.8922 |
| 299 | 97.9205 |
| 300 | 98.0416 |
| 301 | 97.8901 |
| 302 | 98.0664 |
| 303 | 98.0126 |
| 304 | 98.0262 |
| 305 | 97.9112 |
| 306 | 97.9092 |
| 307 | 98.066 |
| 308 | 98.2479 |
| 309 | 98.3907 |
| 310 | 98.4346 |
| 311 | 98.2538 |
| 312 | 98.3322 |
| 313 | 98.112 |
| 314 | 98.2032 |
| 315 | 98.1711 |
| 316 | 98.1157 |
| 317 | 98.1449 |
| 318 | 98.2328 |
| 319 | 98.1255 |
| 320 | 98.0762 |
| 321 | 98.0843 |
| 322 | 98.143 |
| 323 | 98.0167 |
| 324 | 97.938 |
| 325 | 97.6569 |
| 326 | 97.6873 |
| 327 | 97.7856 |
| 328 | 97.726 |
| 329 | 97.7778 |
| 330 | 97.6086 |
| 331 | 97.7356 |
| 332 | 97.8057 |
| 333 | 97.8674 |
| 334 | 97.8573 |
| 335 | 97.9451 |
| 336 | 97.8857 |
| 337 | 97.9468 |
| 338 | 97.9069 |
| 339 | 97.9212 |
| 340 | 97.9927 |
| 341 | 97.9281 |
| 342 | 97.8733 |
| 343 | 98.0578 |
| 344 | 98.14 |
| 345 | 98.1172 |
| 346 | 98.1386 |
| 347 | 98.0961 |
| 348 | 97.9725 |
| 349 | 97.9115 |
| 350 | 98.0124 |
| 351 | 97.9909 |
| 352 | 98.0461 |
| 353 | 97.8549 |
| 354 | 97.892 |
| 355 | 97.8174 |
| 356 | 97.7358 |
| 357 | 97.7963 |
| 358 | 97.7292 |
| 359 | 97.7126 |
| 360 | 97.8065 |
| 361 | 97.8011 |
| 362 | 97.8475 |
| 363 | 98.009 |
| 364 | 98.1538 |
| 365 | 98.0845 |
| 366 | 97.9913 |
| +1.06% |
| 0.67 |
| 21 |
| 11.10 → 09.12 | Long | 71.4% | +0.91% | 0.53 | 21 |
| 11.10 → 07.12 | Long | 71.4% | +0.89% | 0.55 | 21 |
| 10.10 → 08.12 | Long | 66.7% | +1.05% | 0.68 | 21 |
| 10.10 → 09.12 | Long | 66.7% | +1.05% | 0.68 | 21 |
| 10.10 → 07.12 | Long | 66.7% | +1.03% | 0.69 | 21 |