← All seasonality|Forex currencies1999–2025

Singapore Dollar vs Japanese Yen (SGDJPY) Seasonality

Over 1999 to 2025 (27 years of data), SGDJPY has tended to move short between 07.07 and 02.09, closing higher in 70.4% of those years for an average +1.30% move and an annualized Sharpe of 0.90.

Average seasonal curve

SGDJPY average seasonal curve, 1999 to 2025
Index	Value
1	100
2	99.9374
3	99.9778
4	100.5088
5	100.5111
6	100.5679
7	100.7122
8	100.6056
9	100.633
10	100.6584
11	100.6603
12	100.3265
13	100.0167
14	100.1519
15	99.9223
16	99.954
17	100.1254
18	100.1185
19	100.2395
20	100.4135
21	100.501
22	100.4434
23	100.7056
24	100.7402
25	100.7254
26	100.8795
27	100.7696
28	100.8022
29	100.8547
30	100.7335
31	100.6586
32	100.5255
33	100.5152
34	100.943
35	100.98
36	100.8961
37	100.6728
38	100.5209
39	100.6798
40	100.7947
41	100.7124
42	100.8321
43	101.1241
44	101.3593
45	101.4596
46	101.5948
47	101.5996
48	101.3591
49	101.4061
50	101.3338
51	101.2496
52	101.2036

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
07.07 → 02.09	Short	70.4%	+1.30%	0.90	27
07.07 → 30.08	Short	70.4%	+1.28%	0.94	27
08.07 → 11.07	Short	70.4%	+0.17%	1.73	27
07.07 → 31.08	Short	66.7%	+1.32%	0.92	27
07.07 → 01.09	Short	66.7%	+1.27%	0.88	27
07.07 → 03.09	Short	66.7%	+1.20%	0.78	27
07.07 → 11.07	Short	66.7%

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