← All seasonality|Forex major currencies1986–2025

US Dollar vs Canadian Dollar (USDCAD) Seasonality

Over 1986 to 2025 (40 years of data), USDCAD has tended to move long between 08.07 and 10.08, closing higher in 70.0% of those years for an average +0.35% move and an annualized Sharpe of 0.64.

Average seasonal curve

USDCAD average seasonal curve, 1986 to 2025
Index	Value
1	100
2	100.2588
3	100.6558
4	100.3473
5	100.5838
6	100.2849
7	100.2431
8	100.2445
9	100.3524
10	100.4486
11	100.3032
12	100.0921
13	100.0672
14	100.1125
15	100.1329
16	100.3309
17	100.4082
18	100.4967
19	100.339
20	99.9016
21	100.0958
22	100.1434
23	99.9397
24	100.0958
25	100.0331
26	100.0343
27	100.0081
28	99.9586
29	99.8163
30	100.2293
31	100.1393
32	100.0097
33	100.4887
34	100.1486
35	100.2279
36	100.3674
37	100.2511
38	99.9767
39	100.1017
40	99.9756
41	99.9026
42	99.8606
43	99.953
44	99.9231
45	99.8828
46	99.8503
47	99.9779
48	100.0079
49	100.1599
50	100.2639
51	100.1575
52	100.2974

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
08.07 → 10.08	Long	70.0%	+0.35%	0.64	40
09.07 → 12.08	Long	70.0%	+0.34%	0.58	40
09.07 → 10.08	Long	67.5%	+0.42%	0.77	40
12.07 → 06.08	Long	67.5%	+0.36%	0.78	40
12.07 → 01.08	Long	67.5%	+0.24%	0.60	40
11.07 → 03.08	Long	67.5%	+0.16%	0.33	40
10.07 → 14.07	Long	67.5%

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