

Forex major currencies
Over 1986 to 2025 (40 years of data), USDCAD has tended to move long between 12.10 and 17.11, closing higher in 75.0% of those years for an average +0.76% move and an annualized Sharpe of 1.47.
Best window
12.10 - 17.11
Direction
Long
Win rate
75.0%
Avg return
+0.76%
Sample
40 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 17.11 | Long | 75.0% | +0.76% | 1.47 | 40 |
| 12.10 → 20.11 | Long | 72.5% | +0.99% | 1.35 | 40 |
| 12.10 → 21.11 | Long | 72.5% |
| 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 |
| 53 | 100.2712 |
| 54 | 100.2979 |
| 55 | 100.612 |
| 56 | 100.4385 |
| 57 | 100.466 |
| 58 | 100.6758 |
| 59 | 100.7296 |
| 60 | 100.7666 |
| 61 | 100.618 |
| 62 | 100.7279 |
| 63 | 100.6256 |
| 64 | 100.6343 |
| 65 | 100.4333 |
| 66 | 100.7502 |
| 67 | 100.9292 |
| 68 | 100.8644 |
| 69 | 100.8485 |
| 70 | 100.8738 |
| 71 | 100.7306 |
| 72 | 100.9125 |
| 73 | 100.8475 |
| 74 | 100.9865 |
| 75 | 100.7565 |
| 76 | 100.5775 |
| 77 | 100.6025 |
| 78 | 100.6094 |
| 79 | 100.5962 |
| 80 | 100.5016 |
| 81 | 100.5734 |
| 82 | 100.6489 |
| 83 | 100.633 |
| 84 | 100.5975 |
| 85 | 100.6339 |
| 86 | 100.6125 |
| 87 | 100.5957 |
| 88 | 100.457 |
| 89 | 100.3954 |
| 90 | 100.4887 |
| 91 | 100.3105 |
| 92 | 100.3231 |
| 93 | 100.0849 |
| 94 | 100.1606 |
| 95 | 100.2155 |
| 96 | 100.4461 |
| 97 | 100.3937 |
| 98 | 100.4176 |
| 99 | 100.108 |
| 100 | 99.9411 |
| 101 | 100.013 |
| 102 | 100.0204 |
| 103 | 99.7852 |
| 104 | 99.8841 |
| 105 | 99.8961 |
| 106 | 99.7631 |
| 107 | 99.8191 |
| 108 | 99.7223 |
| 109 | 99.8684 |
| 110 | 99.5535 |
| 111 | 99.831 |
| 112 | 100.0421 |
| 113 | 100.0741 |
| 114 | 99.9536 |
| 115 | 100.1599 |
| 116 | 100.2373 |
| 117 | 100.1654 |
| 118 | 100.0911 |
| 119 | 100.1272 |
| 120 | 99.9919 |
| 121 | 100.2228 |
| 122 | 100.2192 |
| 123 | 100.1014 |
| 124 | 99.8846 |
| 125 | 99.772 |
| 126 | 99.8678 |
| 127 | 99.9792 |
| 128 | 100.2333 |
| 129 | 100.3902 |
| 130 | 100.3597 |
| 131 | 100.4578 |
| 132 | 100.6861 |
| 133 | 100.4576 |
| 134 | 100.5363 |
| 135 | 100.3914 |
| 136 | 100.2514 |
| 137 | 100.2145 |
| 138 | 100.3316 |
| 139 | 100.2425 |
| 140 | 100.1936 |
| 141 | 100.1785 |
| 142 | 100.247 |
| 143 | 100.0894 |
| 144 | 100.3175 |
| 145 | 100.3019 |
| 146 | 100.1879 |
| 147 | 100.2709 |
| 148 | 100.1796 |
| 149 | 100.1557 |
| 150 | 100.0431 |
| 151 | 99.9195 |
| 152 | 99.7495 |
| 153 | 99.5561 |
| 154 | 99.6517 |
| 155 | 99.64 |
| 156 | 99.7526 |
| 157 | 99.7271 |
| 158 | 99.5982 |
| 159 | 99.7656 |
| 160 | 99.9703 |
| 161 | 100.0216 |
| 162 | 100.0554 |
| 163 | 100.0383 |
| 164 | 100.0384 |
| 165 | 100.1477 |
| 166 | 99.897 |
| 167 | 99.9771 |
| 168 | 100.3975 |
| 169 | 100.4468 |
| 170 | 100.4479 |
| 171 | 100.479 |
| 172 | 100.303 |
| 173 | 100.3385 |
| 174 | 100.4815 |
| 175 | 100.3636 |
| 176 | 100.2143 |
| 177 | 100.0973 |
| 178 | 100.2381 |
| 179 | 100.3195 |
| 180 | 100.3373 |
| 181 | 100.1933 |
| 182 | 100.28 |
| 183 | 100.26 |
| 184 | 100.1628 |
| 185 | 100.0377 |
| 186 | 100.3813 |
| 187 | 100.5735 |
| 188 | 100.4127 |
| 189 | 100.3698 |
| 190 | 100.3882 |
| 191 | 100.3565 |
| 192 | 100.3901 |
| 193 | 100.3839 |
| 194 | 100.2355 |
| 195 | 100.5828 |
| 196 | 100.4911 |
| 197 | 100.5176 |
| 198 | 100.5144 |
| 199 | 100.414 |
| 200 | 100.2808 |
| 201 | 100.3469 |
| 202 | 100.3383 |
| 203 | 100.2573 |
| 204 | 100.3378 |
| 205 | 100.375 |
| 206 | 100.3975 |
| 207 | 100.4727 |
| 208 | 100.4488 |
| 209 | 100.5093 |
| 210 | 100.541 |
| 211 | 100.6586 |
| 212 | 100.6388 |
| 213 | 100.6358 |
| 214 | 100.9231 |
| 215 | 100.8595 |
| 216 | 100.9133 |
| 217 | 101.0243 |
| 218 | 100.8576 |
| 219 | 100.8382 |
| 220 | 100.7609 |
| 221 | 100.774 |
| 222 | 100.6266 |
| 223 | 100.6312 |
| 224 | 100.6481 |
| 225 | 100.6358 |
| 226 | 100.7184 |
| 227 | 100.9789 |
| 228 | 100.981 |
| 229 | 101.017 |
| 230 | 101.0504 |
| 231 | 101.2177 |
| 232 | 101.1464 |
| 233 | 101.1852 |
| 234 | 101.1064 |
| 235 | 100.9571 |
| 236 | 100.93 |
| 237 | 100.9451 |
| 238 | 101.0569 |
| 239 | 100.9286 |
| 240 | 100.8903 |
| 241 | 100.7632 |
| 242 | 100.8818 |
| 243 | 100.9277 |
| 244 | 101.0649 |
| 245 | 101.0792 |
| 246 | 101.1129 |
| 247 | 101.2487 |
| 248 | 101.2519 |
| 249 | 101.2763 |
| 250 | 101.4222 |
| 251 | 101.2199 |
| 252 | 101.1874 |
| 253 | 101.1988 |
| 254 | 101.1631 |
| 255 | 101.0226 |
| 256 | 101.3047 |
| 257 | 101.245 |
| 258 | 101.2958 |
| 259 | 101.2581 |
| 260 | 101.3183 |
| 261 | 101.2983 |
| 262 | 101.2114 |
| 263 | 101.38 |
| 264 | 101.5673 |
| 265 | 101.6228 |
| 266 | 101.7993 |
| 267 | 101.8278 |
| 268 | 101.6876 |
| 269 | 102.083 |
| 270 | 102.0589 |
| 271 | 101.961 |
| 272 | 102.1264 |
| 273 | 102.3607 |
| 274 | 102.4063 |
| 275 | 102.4717 |
| 276 | 102.283 |
| 277 | 102.2189 |
| 278 | 102.3641 |
| 279 | 102.4826 |
| 280 | 102.4996 |
| 281 | 102.5664 |
| 282 | 102.58 |
| 283 | 102.7013 |
| 284 | 102.8041 |
| 285 | 102.9898 |
| 286 | 102.9186 |
| 287 | 103.1357 |
| 288 | 103.1533 |
| 289 | 103.0436 |
| 290 | 102.8091 |
| 291 | 102.9791 |
| 292 | 103.0474 |
| 293 | 103.0731 |
| 294 | 102.854 |
| 295 | 102.8498 |
| 296 | 102.8123 |
| 297 | 103.0045 |
| 298 | 102.9997 |
| 299 | 102.9749 |
| 300 | 103.0688 |
| 301 | 103.0403 |
| 302 | 103.0252 |
| 303 | 103.1005 |
| 304 | 103.2096 |
| 305 | 103.1954 |
| 306 | 103.2447 |
| 307 | 103.2015 |
| 308 | 102.8184 |
| 309 | 102.8019 |
| 310 | 102.8292 |
| 311 | 102.9641 |
| 312 | 102.7626 |
| 313 | 103.0256 |
| 314 | 102.6774 |
| 315 | 102.5406 |
| 316 | 102.5506 |
| 317 | 102.6584 |
| 318 | 102.6441 |
| 319 | 102.6445 |
| 320 | 102.8757 |
| 321 | 102.8446 |
| 322 | 102.8211 |
| 323 | 102.8265 |
| 324 | 102.8157 |
| 325 | 102.9148 |
| 326 | 102.797 |
| 327 | 102.7441 |
| 328 | 102.6586 |
| 329 | 102.6367 |
| 330 | 102.7919 |
| 331 | 102.7301 |
| 332 | 102.679 |
| 333 | 102.8368 |
| 334 | 102.489 |
| 335 | 102.4677 |
| 336 | 102.5026 |
| 337 | 102.5236 |
| 338 | 102.6071 |
| 339 | 102.6921 |
| 340 | 102.7082 |
| 341 | 102.9508 |
| 342 | 102.8605 |
| 343 | 102.9132 |
| 344 | 102.8745 |
| 345 | 102.8721 |
| 346 | 102.7973 |
| 347 | 102.6655 |
| 348 | 102.5149 |
| 349 | 102.6326 |
| 350 | 102.6652 |
| 351 | 102.7294 |
| 352 | 102.8434 |
| 353 | 102.9335 |
| 354 | 102.8177 |
| 355 | 102.6685 |
| 356 | 102.6075 |
| 357 | 102.4287 |
| 358 | 102.4037 |
| 359 | 102.4062 |
| 360 | 102.2398 |
| 361 | 102.2831 |
| 362 | 102.4297 |
| 363 | 102.4137 |
| 364 | 102.4046 |
| 365 | 102.3732 |
| 366 | 102.5794 |
| +0.88% |
| 1.32 |
| 40 |
| 12.10 → 19.11 | Long | 72.5% | +0.79% | 1.37 | 40 |
| 12.10 → 18.11 | Long | 72.5% | +0.78% | 1.53 | 40 |
| 12.10 → 16.11 | Long | 72.5% | +0.69% | 1.34 | 40 |
| 11.10 → 20.11 | Long | 70.0% | +0.97% | 1.31 | 40 |
| 09.10 → 21.11 | Long | 70.0% | +0.94% | 1.09 | 40 |