

Forex currencies
Over 1999 to 2025 (27 years of data), SGDJPY has tended to move long between 11.10 and 03.11, closing higher in 77.8% of those years for an average +0.78% move and an annualized Sharpe of 1.58.
Best window
11.10 - 03.11
Direction
Long
Win rate
77.8%
Avg return
+0.78%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.11 | Long | 77.8% | +0.78% | 1.58 | 27 |
| 11.10 → 06.11 | Long | 77.8% | +0.74% | 1.19 | 27 |
| 07.10 → 22.11 | Long | 77.8% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8307 |
| 3 | 99.8505 |
| 4 | 100.0824 |
| 5 | 99.9974 |
| 6 | 99.9907 |
| 7 | 99.9725 |
| 8 | 99.8267 |
| 9 | 99.8863 |
| 10 | 99.9126 |
| 11 | 99.9643 |
| 12 | 99.7982 |
| 13 | 99.6698 |
| 14 | 99.6564 |
| 15 | 99.4497 |
| 16 | 99.5717 |
| 17 | 99.6824 |
| 18 | 99.8276 |
| 19 | 99.8305 |
| 20 | 99.8004 |
| 21 | 99.6438 |
| 22 | 99.6944 |
| 23 | 99.6245 |
| 24 | 99.7865 |
| 25 | 99.8268 |
| 26 | 99.8361 |
| 27 | 99.886 |
| 28 | 99.871 |
| 29 | 99.8725 |
| 30 | 99.7206 |
| 31 | 99.8145 |
| 32 | 99.8416 |
| 33 | 99.7834 |
| 34 | 99.9162 |
| 35 | 99.8689 |
| 36 | 99.907 |
| 37 | 99.9412 |
| 38 | 99.9765 |
| 39 | 99.9782 |
| 40 | 100.1351 |
| 41 | 99.9987 |
| 42 | 100.0693 |
| 43 | 100.1368 |
| 44 | 100.152 |
| 45 | 100.1451 |
| 46 | 100.1086 |
| 47 | 100.1431 |
| 48 | 100.2434 |
| 49 | 100.2799 |
| 50 | 100.3672 |
| 51 | 100.3906 |
| 52 | 100.4148 |
| 53 | 100.4478 |
| 54 | 100.267 |
| 55 | 100.5197 |
| 56 | 100.4429 |
| 57 | 100.4741 |
| 58 | 100.2351 |
| 59 | 100.1779 |
| 60 | 100.1426 |
| 61 | 100.2178 |
| 62 | 100.2944 |
| 63 | 100.3609 |
| 64 | 100.4143 |
| 65 | 100.4486 |
| 66 | 100.3422 |
| 67 | 100.4049 |
| 68 | 100.4177 |
| 69 | 100.4014 |
| 70 | 100.403 |
| 71 | 100.5095 |
| 72 | 100.2434 |
| 73 | 100.4698 |
| 74 | 100.244 |
| 75 | 100.1288 |
| 76 | 100.086 |
| 77 | 100.0945 |
| 78 | 100.2426 |
| 79 | 100.2709 |
| 80 | 100.3795 |
| 81 | 100.3609 |
| 82 | 100.3547 |
| 83 | 100.5465 |
| 84 | 100.5514 |
| 85 | 100.6323 |
| 86 | 100.5642 |
| 87 | 100.6448 |
| 88 | 100.8125 |
| 89 | 100.8457 |
| 90 | 101.0351 |
| 91 | 101.0767 |
| 92 | 101.1546 |
| 93 | 101.1528 |
| 94 | 101.3502 |
| 95 | 101.3041 |
| 96 | 101.2715 |
| 97 | 101.3756 |
| 98 | 101.243 |
| 99 | 101.4628 |
| 100 | 101.3528 |
| 101 | 101.4181 |
| 102 | 101.3737 |
| 103 | 101.389 |
| 104 | 101.5383 |
| 105 | 101.4542 |
| 106 | 101.4704 |
| 107 | 101.4723 |
| 108 | 101.3507 |
| 109 | 101.6039 |
| 110 | 101.6432 |
| 111 | 101.7086 |
| 112 | 101.5446 |
| 113 | 101.7007 |
| 114 | 101.6452 |
| 115 | 101.6236 |
| 116 | 101.6081 |
| 117 | 101.7031 |
| 118 | 101.9022 |
| 119 | 101.7886 |
| 120 | 101.7012 |
| 121 | 101.8292 |
| 122 | 101.8243 |
| 123 | 101.8072 |
| 124 | 101.6639 |
| 125 | 101.484 |
| 126 | 101.4161 |
| 127 | 101.3472 |
| 128 | 101.5686 |
| 129 | 101.6156 |
| 130 | 101.7038 |
| 131 | 101.6664 |
| 132 | 101.6157 |
| 133 | 101.5028 |
| 134 | 101.6454 |
| 135 | 101.5411 |
| 136 | 101.4183 |
| 137 | 101.508 |
| 138 | 101.4487 |
| 139 | 101.5637 |
| 140 | 101.3324 |
| 141 | 101.3677 |
| 142 | 101.4313 |
| 143 | 101.2816 |
| 144 | 101.1581 |
| 145 | 101.2377 |
| 146 | 101.2706 |
| 147 | 101.4744 |
| 148 | 101.5951 |
| 149 | 101.3927 |
| 150 | 101.5319 |
| 151 | 101.4765 |
| 152 | 101.417 |
| 153 | 101.3945 |
| 154 | 101.4644 |
| 155 | 101.4218 |
| 156 | 101.533 |
| 157 | 101.6361 |
| 158 | 101.7135 |
| 159 | 101.7382 |
| 160 | 101.6467 |
| 161 | 101.6904 |
| 162 | 101.6485 |
| 163 | 101.5435 |
| 164 | 101.7086 |
| 165 | 101.6385 |
| 166 | 101.6936 |
| 167 | 101.6324 |
| 168 | 101.6744 |
| 169 | 101.6497 |
| 170 | 101.6647 |
| 171 | 101.7207 |
| 172 | 101.7434 |
| 173 | 101.7794 |
| 174 | 101.8239 |
| 175 | 101.7605 |
| 176 | 101.58 |
| 177 | 101.469 |
| 178 | 101.5454 |
| 179 | 101.5952 |
| 180 | 101.6193 |
| 181 | 101.8084 |
| 182 | 101.9002 |
| 183 | 101.7418 |
| 184 | 101.7733 |
| 185 | 101.8921 |
| 186 | 101.8838 |
| 187 | 101.8656 |
| 188 | 101.8143 |
| 189 | 101.6366 |
| 190 | 101.7625 |
| 191 | 101.5733 |
| 192 | 101.603 |
| 193 | 101.5119 |
| 194 | 101.719 |
| 195 | 101.7942 |
| 196 | 101.9206 |
| 197 | 101.7659 |
| 198 | 101.8033 |
| 199 | 101.8083 |
| 200 | 101.9011 |
| 201 | 101.9094 |
| 202 | 101.832 |
| 203 | 101.8519 |
| 204 | 101.967 |
| 205 | 101.9059 |
| 206 | 101.8452 |
| 207 | 101.7815 |
| 208 | 101.7268 |
| 209 | 101.7447 |
| 210 | 101.6257 |
| 211 | 101.6855 |
| 212 | 101.6755 |
| 213 | 101.4959 |
| 214 | 101.4445 |
| 215 | 101.2843 |
| 216 | 101.3649 |
| 217 | 101.3049 |
| 218 | 101.4478 |
| 219 | 101.3859 |
| 220 | 101.4073 |
| 221 | 101.3217 |
| 222 | 101.1256 |
| 223 | 100.9808 |
| 224 | 101.0458 |
| 225 | 101.0519 |
| 226 | 100.9867 |
| 227 | 100.7992 |
| 228 | 100.8405 |
| 229 | 100.7771 |
| 230 | 100.7837 |
| 231 | 100.6964 |
| 232 | 100.7438 |
| 233 | 100.6593 |
| 234 | 100.775 |
| 235 | 100.6711 |
| 236 | 100.6437 |
| 237 | 100.6783 |
| 238 | 100.7074 |
| 239 | 100.6797 |
| 240 | 100.6913 |
| 241 | 100.8746 |
| 242 | 100.7776 |
| 243 | 100.7457 |
| 244 | 100.7107 |
| 245 | 100.7928 |
| 246 | 100.7398 |
| 247 | 100.8472 |
| 248 | 100.6586 |
| 249 | 100.8377 |
| 250 | 100.7433 |
| 251 | 100.8663 |
| 252 | 100.7099 |
| 253 | 100.8827 |
| 254 | 100.9068 |
| 255 | 100.9986 |
| 256 | 101.0143 |
| 257 | 100.8956 |
| 258 | 101.0609 |
| 259 | 101.0457 |
| 260 | 101.0953 |
| 261 | 101.1188 |
| 262 | 101.1269 |
| 263 | 101.1803 |
| 264 | 101.0652 |
| 265 | 100.8422 |
| 266 | 100.8727 |
| 267 | 100.7913 |
| 268 | 100.6917 |
| 269 | 100.7295 |
| 270 | 100.8972 |
| 271 | 100.8047 |
| 272 | 100.8689 |
| 273 | 100.8263 |
| 274 | 100.8475 |
| 275 | 100.7909 |
| 276 | 100.7728 |
| 277 | 100.8668 |
| 278 | 101.1002 |
| 279 | 101.1409 |
| 280 | 100.9705 |
| 281 | 100.9792 |
| 282 | 100.8822 |
| 283 | 100.8487 |
| 284 | 101.1036 |
| 285 | 101.1264 |
| 286 | 101.1856 |
| 287 | 101.449 |
| 288 | 101.4201 |
| 289 | 101.3336 |
| 290 | 101.4162 |
| 291 | 101.4344 |
| 292 | 101.4116 |
| 293 | 101.4649 |
| 294 | 101.3817 |
| 295 | 101.3454 |
| 296 | 101.3444 |
| 297 | 101.3216 |
| 298 | 101.1833 |
| 299 | 101.2332 |
| 300 | 101.1022 |
| 301 | 101.0063 |
| 302 | 101.3337 |
| 303 | 101.2774 |
| 304 | 101.7141 |
| 305 | 101.5587 |
| 306 | 101.6954 |
| 307 | 101.8259 |
| 308 | 101.8072 |
| 309 | 101.9627 |
| 310 | 101.7969 |
| 311 | 101.6579 |
| 312 | 101.6144 |
| 313 | 101.4614 |
| 314 | 101.5777 |
| 315 | 101.5304 |
| 316 | 101.3824 |
| 317 | 101.3981 |
| 318 | 101.5351 |
| 319 | 101.5497 |
| 320 | 101.6977 |
| 321 | 101.5795 |
| 322 | 101.6318 |
| 323 | 101.7017 |
| 324 | 101.6117 |
| 325 | 101.4997 |
| 326 | 101.595 |
| 327 | 101.5618 |
| 328 | 101.7078 |
| 329 | 101.7899 |
| 330 | 101.4763 |
| 331 | 101.5483 |
| 332 | 101.5972 |
| 333 | 101.7013 |
| 334 | 101.7751 |
| 335 | 101.8185 |
| 336 | 101.7641 |
| 337 | 101.7152 |
| 338 | 101.7662 |
| 339 | 101.8122 |
| 340 | 101.9465 |
| 341 | 101.9505 |
| 342 | 101.8776 |
| 343 | 101.8769 |
| 344 | 102.0231 |
| 345 | 102.0383 |
| 346 | 102.1227 |
| 347 | 102.0272 |
| 348 | 102.0054 |
| 349 | 102.0591 |
| 350 | 102.0316 |
| 351 | 101.9507 |
| 352 | 102.0134 |
| 353 | 102.267 |
| 354 | 102.0976 |
| 355 | 102.2618 |
| 356 | 102.319 |
| 357 | 102.3438 |
| 358 | 102.3323 |
| 359 | 102.3716 |
| 360 | 102.4475 |
| 361 | 102.5817 |
| 362 | 102.584 |
| 363 | 102.484 |
| 364 | 102.3736 |
| 365 | 102.3922 |
| 366 | 102.6321 |
| +0.71% |
| 0.54 |
| 27 |
| 12.10 → 05.11 | Long | 77.8% | +0.68% | 1.33 | 27 |
| 12.10 → 03.11 | Long | 77.8% | +0.62% | 1.34 | 27 |
| 06.10 → 21.11 | Long | 77.8% | +0.52% | 0.33 | 27 |
| 10.10 → 05.11 | Long | 74.1% | +0.95% | 1.78 | 27 |
| 10.10 → 03.11 | Long | 74.1% | +0.89% | 1.77 | 27 |