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New Zealand Dollar vs US Dollar (NZDUSD) Seasonality

Over 1991 to 2025 (35 years of data), NZDUSD has tended to move short between 10.07 and 23.08, closing higher in 71.4% of those years for an average +0.98% move and an annualized Sharpe of 0.77.

Average seasonal curve

NZDUSD average seasonal curve, 1991 to 2025
Index	Value
1	100
2	99.7211
3	99.4195
4	99.4948
5	99.5145
6	99.9581
7	99.9571
8	99.8229
9	99.7735
10	99.4662
11	99.4741
12	99.9139
13	99.9878
14	99.8703
15	99.5704
16	99.3751
17	99.2453
18	99.2247
19	99.1494
20	99.7816
21	99.6986
22	99.5112
23	99.6838
24	99.7603
25	99.7327
26	99.6925
27	99.0954
28	99.0431
29	99.2031
30	99.0619
31	98.9471
32	99.4683
33	98.8502
34	98.8348
35	98.5656
36	98.791
37	98.8571
38	98.9662
39	99.0332
40	99.2515
41	99.0431
42	99.0936
43	98.9437
44	99.0239
45	99.1363
46	99.1362
47	99.0881
48	99.1185
49	99.1247
50	99.3174
51	99.6906
52	99.5741

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
10.07 → 23.08	Short	71.4%	+0.98%	0.77	35
10.07 → 04.09	Short	68.6%	+1.29%	0.74	35
10.07 → 25.08	Short	68.6%	+1.09%	0.84	35
10.07 → 24.08	Short	68.6%	+1.04%	0.81	35
11.07 → 22.07	Long	68.6%	+0.37%	1.12	35
11.07 → 20.07	Long	68.6%	+0.34%	1.19	35
10.07 → 21.07	Long	68.6%

Explore further

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