

Forex major currencies
Over 1991 to 2025 (35 years of data), NZDUSD has tended to move long between 07.10 and 18.10, closing higher in 68.6% of those years for an average +0.61% move and an annualized Sharpe of 1.84.
Best window
07.10 - 18.10
Direction
Long
Win rate
68.6%
Avg return
+0.61%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 18.10 | Long | 68.6% | +0.61% | 1.84 | 35 |
| 10.10 → 18.10 | Long | 68.6% | +0.56% | 2.41 | 35 |
| 07.10 → 17.10 | Long | 68.6% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9918 |
| 3 | 99.9376 |
| 4 | 100.0305 |
| 5 | 100.0078 |
| 6 | 100.2031 |
| 7 | 100.0858 |
| 8 | 100.233 |
| 9 | 100.2637 |
| 10 | 100.3681 |
| 11 | 100.5001 |
| 12 | 100.4102 |
| 13 | 100.4111 |
| 14 | 100.2565 |
| 15 | 100.098 |
| 16 | 99.9331 |
| 17 | 99.9136 |
| 18 | 99.9563 |
| 19 | 99.6684 |
| 20 | 99.6414 |
| 21 | 99.6587 |
| 22 | 99.7625 |
| 23 | 99.8863 |
| 24 | 99.8099 |
| 25 | 99.78 |
| 26 | 99.8329 |
| 27 | 99.7029 |
| 28 | 99.5773 |
| 29 | 99.4016 |
| 30 | 99.2596 |
| 31 | 99.402 |
| 32 | 99.6946 |
| 33 | 99.5013 |
| 34 | 99.5617 |
| 35 | 99.6314 |
| 36 | 99.6112 |
| 37 | 99.649 |
| 38 | 99.564 |
| 39 | 99.3843 |
| 40 | 99.6338 |
| 41 | 99.5076 |
| 42 | 99.5938 |
| 43 | 99.5602 |
| 44 | 99.6728 |
| 45 | 99.83 |
| 46 | 99.8195 |
| 47 | 99.9281 |
| 48 | 99.8241 |
| 49 | 99.8117 |
| 50 | 99.9593 |
| 51 | 99.8197 |
| 52 | 99.7414 |
| 53 | 99.7845 |
| 54 | 99.8042 |
| 55 | 99.9048 |
| 56 | 99.9393 |
| 57 | 99.6729 |
| 58 | 99.5045 |
| 59 | 99.4659 |
| 60 | 99.3545 |
| 61 | 99.2725 |
| 62 | 99.1796 |
| 63 | 99.3237 |
| 64 | 99.3288 |
| 65 | 99.3411 |
| 66 | 99.0413 |
| 67 | 99.1019 |
| 68 | 99.0442 |
| 69 | 98.9509 |
| 70 | 98.9334 |
| 71 | 99.0927 |
| 72 | 98.8752 |
| 73 | 98.9908 |
| 74 | 98.8708 |
| 75 | 99.0264 |
| 76 | 99.2245 |
| 77 | 99.4241 |
| 78 | 99.3401 |
| 79 | 99.371 |
| 80 | 99.1725 |
| 81 | 99.2024 |
| 82 | 99.0899 |
| 83 | 99.0317 |
| 84 | 99.143 |
| 85 | 99.2573 |
| 86 | 99.2441 |
| 87 | 99.1229 |
| 88 | 99.2003 |
| 89 | 99.266 |
| 90 | 99.2431 |
| 91 | 99.3038 |
| 92 | 99.3717 |
| 93 | 99.4635 |
| 94 | 99.3041 |
| 95 | 99.2705 |
| 96 | 99.0834 |
| 97 | 99.0361 |
| 98 | 99.2641 |
| 99 | 99.5195 |
| 100 | 99.7998 |
| 101 | 99.8561 |
| 102 | 100.09 |
| 103 | 100.2056 |
| 104 | 100.0345 |
| 105 | 99.8927 |
| 106 | 99.9164 |
| 107 | 99.8869 |
| 108 | 99.8584 |
| 109 | 100.0151 |
| 110 | 99.93 |
| 111 | 99.9508 |
| 112 | 99.6624 |
| 113 | 99.6124 |
| 114 | 99.8234 |
| 115 | 99.6863 |
| 116 | 99.6793 |
| 117 | 99.6157 |
| 118 | 99.8467 |
| 119 | 99.8292 |
| 120 | 99.8669 |
| 121 | 99.8244 |
| 122 | 99.8967 |
| 123 | 99.9074 |
| 124 | 99.8905 |
| 125 | 99.9307 |
| 126 | 100.038 |
| 127 | 99.8362 |
| 128 | 99.7565 |
| 129 | 99.7428 |
| 130 | 99.5239 |
| 131 | 99.3765 |
| 132 | 99.1849 |
| 133 | 99.1714 |
| 134 | 98.9132 |
| 135 | 98.7525 |
| 136 | 98.8251 |
| 137 | 98.7934 |
| 138 | 98.7864 |
| 139 | 98.9078 |
| 140 | 99.0188 |
| 141 | 99.1248 |
| 142 | 99.1692 |
| 143 | 99.1337 |
| 144 | 99.1704 |
| 145 | 99.2525 |
| 146 | 99.3368 |
| 147 | 99.5681 |
| 148 | 99.6 |
| 149 | 99.607 |
| 150 | 99.5798 |
| 151 | 99.4618 |
| 152 | 99.5019 |
| 153 | 99.8269 |
| 154 | 99.7572 |
| 155 | 99.8364 |
| 156 | 99.8055 |
| 157 | 99.8764 |
| 158 | 99.9185 |
| 159 | 100.07 |
| 160 | 100.2706 |
| 161 | 100.1165 |
| 162 | 100.1767 |
| 163 | 100.1076 |
| 164 | 100.1391 |
| 165 | 99.9938 |
| 166 | 99.8948 |
| 167 | 100.1168 |
| 168 | 100.017 |
| 169 | 100.0876 |
| 170 | 100.0268 |
| 171 | 100.0877 |
| 172 | 100.1739 |
| 173 | 99.96 |
| 174 | 100.1353 |
| 175 | 100.1193 |
| 176 | 100.1605 |
| 177 | 100.1013 |
| 178 | 100.0172 |
| 179 | 99.7339 |
| 180 | 99.8766 |
| 181 | 99.9266 |
| 182 | 99.9294 |
| 183 | 99.8571 |
| 184 | 99.9852 |
| 185 | 99.9465 |
| 186 | 99.7812 |
| 187 | 99.8497 |
| 188 | 99.9534 |
| 189 | 100.0749 |
| 190 | 100.2639 |
| 191 | 100.2348 |
| 192 | 100.0804 |
| 193 | 100.2044 |
| 194 | 100.4101 |
| 195 | 100.4877 |
| 196 | 100.3437 |
| 197 | 100.3201 |
| 198 | 100.2241 |
| 199 | 100.2684 |
| 200 | 100.3165 |
| 201 | 100.4624 |
| 202 | 100.4656 |
| 203 | 100.5666 |
| 204 | 100.5088 |
| 205 | 100.3247 |
| 206 | 100.2453 |
| 207 | 100.1503 |
| 208 | 100.167 |
| 209 | 100.1824 |
| 210 | 100.1427 |
| 211 | 100.1127 |
| 212 | 100.0784 |
| 213 | 100.0581 |
| 214 | 99.8862 |
| 215 | 99.9961 |
| 216 | 99.8529 |
| 217 | 99.8625 |
| 218 | 99.8457 |
| 219 | 99.9075 |
| 220 | 99.768 |
| 221 | 99.7626 |
| 222 | 99.6573 |
| 223 | 99.7464 |
| 224 | 99.7656 |
| 225 | 99.7395 |
| 226 | 99.7806 |
| 227 | 99.5642 |
| 228 | 99.5806 |
| 229 | 99.7267 |
| 230 | 99.5329 |
| 231 | 99.3484 |
| 232 | 99.4096 |
| 233 | 99.4609 |
| 234 | 99.6172 |
| 235 | 99.6289 |
| 236 | 99.448 |
| 237 | 99.34 |
| 238 | 99.3318 |
| 239 | 99.3188 |
| 240 | 99.3065 |
| 241 | 99.5482 |
| 242 | 99.405 |
| 243 | 99.328 |
| 244 | 99.3887 |
| 245 | 99.3391 |
| 246 | 99.299 |
| 247 | 99.0624 |
| 248 | 98.9397 |
| 249 | 99.1541 |
| 250 | 99.1675 |
| 251 | 99.3281 |
| 252 | 99.2372 |
| 253 | 99.2281 |
| 254 | 99.346 |
| 255 | 99.4197 |
| 256 | 99.5231 |
| 257 | 99.5411 |
| 258 | 99.6771 |
| 259 | 99.595 |
| 260 | 99.4536 |
| 261 | 99.6384 |
| 262 | 99.7973 |
| 263 | 99.8514 |
| 264 | 99.6998 |
| 265 | 99.6198 |
| 266 | 99.3563 |
| 267 | 99.1738 |
| 268 | 99.2784 |
| 269 | 99.0046 |
| 270 | 99.0124 |
| 271 | 99.1499 |
| 272 | 99.1054 |
| 273 | 99.0119 |
| 274 | 99.1308 |
| 275 | 99.1975 |
| 276 | 98.9199 |
| 277 | 99.0458 |
| 278 | 99.17 |
| 279 | 99.2182 |
| 280 | 99.0658 |
| 281 | 99.0624 |
| 282 | 98.9271 |
| 283 | 98.9553 |
| 284 | 98.9796 |
| 285 | 99.0999 |
| 286 | 99.1372 |
| 287 | 99.3137 |
| 288 | 99.5136 |
| 289 | 99.2426 |
| 290 | 99.4131 |
| 291 | 99.4851 |
| 292 | 99.5502 |
| 293 | 99.5363 |
| 294 | 99.6737 |
| 295 | 99.6452 |
| 296 | 99.5716 |
| 297 | 99.4051 |
| 298 | 99.1068 |
| 299 | 99.1538 |
| 300 | 99.3897 |
| 301 | 99.1086 |
| 302 | 99.2842 |
| 303 | 99.3105 |
| 304 | 99.3353 |
| 305 | 99.3677 |
| 306 | 99.3615 |
| 307 | 99.5147 |
| 308 | 99.7395 |
| 309 | 99.8603 |
| 310 | 99.9697 |
| 311 | 99.7857 |
| 312 | 99.8681 |
| 313 | 99.5965 |
| 314 | 99.6923 |
| 315 | 99.6317 |
| 316 | 99.4608 |
| 317 | 99.5874 |
| 318 | 99.6688 |
| 319 | 99.5216 |
| 320 | 99.4833 |
| 321 | 99.3889 |
| 322 | 99.4996 |
| 323 | 99.4019 |
| 324 | 99.3915 |
| 325 | 99.1508 |
| 326 | 99.2384 |
| 327 | 99.2377 |
| 328 | 99.2358 |
| 329 | 99.3436 |
| 330 | 99.2238 |
| 331 | 99.3565 |
| 332 | 99.5837 |
| 333 | 99.6132 |
| 334 | 99.887 |
| 335 | 100.1478 |
| 336 | 100.211 |
| 337 | 100.2596 |
| 338 | 100.3043 |
| 339 | 100.2287 |
| 340 | 100.3589 |
| 341 | 100.1236 |
| 342 | 100.0124 |
| 343 | 100.2866 |
| 344 | 100.3779 |
| 345 | 100.3795 |
| 346 | 100.552 |
| 347 | 100.6247 |
| 348 | 100.5015 |
| 349 | 100.2887 |
| 350 | 100.444 |
| 351 | 100.2284 |
| 352 | 100.428 |
| 353 | 100.1682 |
| 354 | 100.095 |
| 355 | 100.0807 |
| 356 | 100.0415 |
| 357 | 100.1472 |
| 358 | 100.1966 |
| 359 | 100.2302 |
| 360 | 100.3399 |
| 361 | 100.367 |
| 362 | 100.5774 |
| 363 | 100.7582 |
| 364 | 101.0036 |
| 365 | 101.0111 |
| 366 | 100.9501 |
| +0.54% |
| 1.63 |
| 35 |
| 11.10 → 18.10 | Long | 68.6% | +0.46% | 2.40 | 35 |
| 11.10 → 22.10 | Long | 68.6% | +0.41% | 1.31 | 35 |
| 05.10 → 04.12 | Long | 65.7% | +1.09% | 0.52 | 35 |
| 05.10 → 05.11 | Long | 65.7% | +0.88% | 0.96 | 35 |
| 05.10 → 07.11 | Long | 65.7% | +0.82% | 0.83 | 35 |