

Forex major currencies
Over 1986 to 2025 (40 years of data), USDCHF has tended to move long between 10.10 and 25.11, closing higher in 65.0% of those years for an average +0.20% move and an annualized Sharpe of 0.13.
Best window
10.10 - 25.11
Direction
Long
Win rate
65.0%
Avg return
+0.20%
Sample
40 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 25.11 | Long | 65.0% | +0.20% | 0.13 | 40 |
| 11.10 → 23.11 | Long | 62.5% | +0.35% | 0.24 | 40 |
| 10.10 → 23.11 | Long | 62.5% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1586 |
| 3 | 100.321 |
| 4 | 100.2692 |
| 5 | 100.5346 |
| 6 | 100.5287 |
| 7 | 100.6072 |
| 8 | 100.5479 |
| 9 | 100.614 |
| 10 | 100.5877 |
| 11 | 100.5732 |
| 12 | 100.4418 |
| 13 | 100.4266 |
| 14 | 100.496 |
| 15 | 100.015 |
| 16 | 100.0941 |
| 17 | 100.1776 |
| 18 | 100.0762 |
| 19 | 100.278 |
| 20 | 100.2962 |
| 21 | 100.1599 |
| 22 | 100.1367 |
| 23 | 100.0232 |
| 24 | 99.9795 |
| 25 | 100.0333 |
| 26 | 100.1108 |
| 27 | 100.1286 |
| 28 | 100.2689 |
| 29 | 100.3998 |
| 30 | 100.3949 |
| 31 | 100.2666 |
| 32 | 100.1728 |
| 33 | 100.382 |
| 34 | 100.3398 |
| 35 | 100.4247 |
| 36 | 100.5353 |
| 37 | 100.5171 |
| 38 | 100.6409 |
| 39 | 100.6651 |
| 40 | 100.5474 |
| 41 | 100.6126 |
| 42 | 100.6693 |
| 43 | 100.7625 |
| 44 | 100.802 |
| 45 | 100.6888 |
| 46 | 100.6886 |
| 47 | 100.546 |
| 48 | 100.6301 |
| 49 | 100.7752 |
| 50 | 100.622 |
| 51 | 100.6524 |
| 52 | 100.6626 |
| 53 | 100.6098 |
| 54 | 100.5796 |
| 55 | 100.5279 |
| 56 | 100.6014 |
| 57 | 100.6731 |
| 58 | 100.555 |
| 59 | 100.3773 |
| 60 | 100.5112 |
| 61 | 100.4709 |
| 62 | 100.4984 |
| 63 | 100.432 |
| 64 | 100.5059 |
| 65 | 100.366 |
| 66 | 100.3969 |
| 67 | 100.5106 |
| 68 | 100.3649 |
| 69 | 100.4 |
| 70 | 100.3941 |
| 71 | 100.3842 |
| 72 | 100.4257 |
| 73 | 100.4622 |
| 74 | 100.559 |
| 75 | 100.2622 |
| 76 | 100.1691 |
| 77 | 99.9493 |
| 78 | 100.034 |
| 79 | 100.106 |
| 80 | 100.1827 |
| 81 | 100.2837 |
| 82 | 100.3304 |
| 83 | 100.3614 |
| 84 | 100.5044 |
| 85 | 100.4397 |
| 86 | 100.4077 |
| 87 | 100.5012 |
| 88 | 100.4656 |
| 89 | 100.4377 |
| 90 | 100.3932 |
| 91 | 100.2747 |
| 92 | 100.3051 |
| 93 | 100.3076 |
| 94 | 100.2801 |
| 95 | 100.269 |
| 96 | 100.3194 |
| 97 | 100.43 |
| 98 | 100.2393 |
| 99 | 100.3442 |
| 100 | 100.0993 |
| 101 | 100.0104 |
| 102 | 99.9231 |
| 103 | 99.8076 |
| 104 | 100.0883 |
| 105 | 100.0125 |
| 106 | 99.9943 |
| 107 | 99.9881 |
| 108 | 99.9142 |
| 109 | 99.9322 |
| 110 | 99.888 |
| 111 | 99.9593 |
| 112 | 100.1876 |
| 113 | 100.0703 |
| 114 | 100.067 |
| 115 | 100.0871 |
| 116 | 100.0237 |
| 117 | 100.2143 |
| 118 | 100.0015 |
| 119 | 99.9034 |
| 120 | 99.7568 |
| 121 | 99.7559 |
| 122 | 99.7609 |
| 123 | 99.7134 |
| 124 | 99.6264 |
| 125 | 99.7529 |
| 126 | 99.7715 |
| 127 | 99.8848 |
| 128 | 100.0037 |
| 129 | 100.0154 |
| 130 | 100.0694 |
| 131 | 100.1336 |
| 132 | 100.1621 |
| 133 | 100.174 |
| 134 | 100.3848 |
| 135 | 100.427 |
| 136 | 100.3007 |
| 137 | 100.306 |
| 138 | 100.235 |
| 139 | 100.2476 |
| 140 | 100.1106 |
| 141 | 100.0934 |
| 142 | 100.0799 |
| 143 | 100.1553 |
| 144 | 100.0873 |
| 145 | 100.0683 |
| 146 | 100.067 |
| 147 | 99.996 |
| 148 | 100.0676 |
| 149 | 99.8827 |
| 150 | 99.8504 |
| 151 | 99.8789 |
| 152 | 99.9411 |
| 153 | 99.6893 |
| 154 | 99.6812 |
| 155 | 99.6125 |
| 156 | 99.414 |
| 157 | 99.549 |
| 158 | 99.4403 |
| 159 | 99.4769 |
| 160 | 99.4593 |
| 161 | 99.6366 |
| 162 | 99.5651 |
| 163 | 99.5994 |
| 164 | 99.6414 |
| 165 | 99.6911 |
| 166 | 99.6172 |
| 167 | 99.516 |
| 168 | 99.4829 |
| 169 | 99.4073 |
| 170 | 99.367 |
| 171 | 99.2982 |
| 172 | 99.1873 |
| 173 | 99.2467 |
| 174 | 99.1762 |
| 175 | 99.2118 |
| 176 | 99.1517 |
| 177 | 99.1662 |
| 178 | 99.0736 |
| 179 | 99.2337 |
| 180 | 99.0529 |
| 181 | 99.0626 |
| 182 | 99.0528 |
| 183 | 99.0915 |
| 184 | 99.0948 |
| 185 | 99.2427 |
| 186 | 99.4175 |
| 187 | 99.3464 |
| 188 | 99.4607 |
| 189 | 99.2873 |
| 190 | 99.3095 |
| 191 | 99.1327 |
| 192 | 99.1134 |
| 193 | 98.9657 |
| 194 | 98.9577 |
| 195 | 98.9751 |
| 196 | 98.9133 |
| 197 | 98.8818 |
| 198 | 98.854 |
| 199 | 98.6652 |
| 200 | 98.713 |
| 201 | 98.6649 |
| 202 | 98.5738 |
| 203 | 98.5297 |
| 204 | 98.7273 |
| 205 | 98.8308 |
| 206 | 98.7152 |
| 207 | 98.6142 |
| 208 | 98.7068 |
| 209 | 98.6716 |
| 210 | 98.6346 |
| 211 | 98.679 |
| 212 | 98.6661 |
| 213 | 98.4617 |
| 214 | 98.3495 |
| 215 | 98.2018 |
| 216 | 98.161 |
| 217 | 98.1335 |
| 218 | 98.2849 |
| 219 | 98.2773 |
| 220 | 98.2964 |
| 221 | 98.2153 |
| 222 | 98.2613 |
| 223 | 98.4923 |
| 224 | 98.4749 |
| 225 | 98.4421 |
| 226 | 98.5043 |
| 227 | 98.4712 |
| 228 | 98.5184 |
| 229 | 98.3959 |
| 230 | 98.5776 |
| 231 | 98.4494 |
| 232 | 98.3749 |
| 233 | 98.3039 |
| 234 | 98.3974 |
| 235 | 98.3785 |
| 236 | 98.3899 |
| 237 | 98.385 |
| 238 | 98.5006 |
| 239 | 98.4651 |
| 240 | 98.4611 |
| 241 | 98.4676 |
| 242 | 98.572 |
| 243 | 98.5282 |
| 244 | 98.4242 |
| 245 | 98.455 |
| 246 | 98.4448 |
| 247 | 98.5561 |
| 248 | 98.4931 |
| 249 | 98.8151 |
| 250 | 98.747 |
| 251 | 98.7339 |
| 252 | 98.7303 |
| 253 | 98.8868 |
| 254 | 98.7686 |
| 255 | 98.7384 |
| 256 | 98.6821 |
| 257 | 98.5806 |
| 258 | 98.5092 |
| 259 | 98.635 |
| 260 | 98.5909 |
| 261 | 98.4837 |
| 262 | 98.4974 |
| 263 | 98.436 |
| 264 | 98.4101 |
| 265 | 98.3542 |
| 266 | 98.3659 |
| 267 | 98.4836 |
| 268 | 98.4998 |
| 269 | 98.6738 |
| 270 | 98.7528 |
| 271 | 98.6428 |
| 272 | 98.5901 |
| 273 | 98.6282 |
| 274 | 98.7785 |
| 275 | 98.7593 |
| 276 | 99.0669 |
| 277 | 98.9992 |
| 278 | 99.0546 |
| 279 | 98.8254 |
| 280 | 99.0281 |
| 281 | 98.9156 |
| 282 | 98.9187 |
| 283 | 98.892 |
| 284 | 98.9802 |
| 285 | 98.884 |
| 286 | 98.8536 |
| 287 | 98.7469 |
| 288 | 98.7806 |
| 289 | 98.7358 |
| 290 | 98.7243 |
| 291 | 98.7215 |
| 292 | 98.7144 |
| 293 | 98.5941 |
| 294 | 98.6014 |
| 295 | 98.7106 |
| 296 | 98.7457 |
| 297 | 98.7768 |
| 298 | 98.6967 |
| 299 | 98.7827 |
| 300 | 98.714 |
| 301 | 98.781 |
| 302 | 98.722 |
| 303 | 98.6693 |
| 304 | 98.9108 |
| 305 | 98.9635 |
| 306 | 98.8979 |
| 307 | 99.0353 |
| 308 | 98.9329 |
| 309 | 98.9551 |
| 310 | 98.9368 |
| 311 | 98.929 |
| 312 | 98.955 |
| 313 | 98.9814 |
| 314 | 99.0624 |
| 315 | 98.9042 |
| 316 | 98.9484 |
| 317 | 98.9315 |
| 318 | 98.8682 |
| 319 | 98.9695 |
| 320 | 99.0617 |
| 321 | 99.1046 |
| 322 | 98.9543 |
| 323 | 99.0248 |
| 324 | 99.0257 |
| 325 | 99.1347 |
| 326 | 98.9898 |
| 327 | 99.0576 |
| 328 | 99.0101 |
| 329 | 98.96 |
| 330 | 98.7022 |
| 331 | 98.8177 |
| 332 | 98.662 |
| 333 | 98.8052 |
| 334 | 98.6928 |
| 335 | 98.6304 |
| 336 | 98.4425 |
| 337 | 98.2957 |
| 338 | 98.2636 |
| 339 | 98.278 |
| 340 | 98.2995 |
| 341 | 98.4741 |
| 342 | 98.4062 |
| 343 | 98.2999 |
| 344 | 98.2672 |
| 345 | 98.2675 |
| 346 | 98.1792 |
| 347 | 98.1153 |
| 348 | 98.1164 |
| 349 | 98.1642 |
| 350 | 98.0308 |
| 351 | 97.9735 |
| 352 | 97.7795 |
| 353 | 97.8184 |
| 354 | 97.8736 |
| 355 | 97.9483 |
| 356 | 97.9118 |
| 357 | 97.8406 |
| 358 | 97.8017 |
| 359 | 97.7809 |
| 360 | 97.8385 |
| 361 | 97.5225 |
| 362 | 97.4145 |
| 363 | 97.2933 |
| 364 | 97.059 |
| 365 | 97.0888 |
| 366 | 97.5983 |
| +0.33% |
| 0.23 |
| 40 |
| 11.10 → 24.11 | Long | 62.5% | +0.29% | 0.19 | 40 |
| 10.10 → 24.11 | Long | 62.5% | +0.27% | 0.18 | 40 |
| 11.10 → 25.11 | Long | 62.5% | +0.22% | 0.14 | 40 |
| 08.10 → 25.11 | Long | 62.5% | +0.21% | 0.13 | 40 |
| 09.10 → 25.11 | Long | 62.5% | +0.20% | 0.13 | 40 |