← All seasonality|Forex major currencies1986–2025

US Dollar vs Swiss Franc (USDCHF) Seasonality

Over 1986 to 2025 (40 years of data), USDCHF has tended to move short between 11.07 and 31.07, closing higher in 75.0% of those years for an average +1.02% move and an annualized Sharpe of 1.64.

Average seasonal curve

USDCHF average seasonal curve, 1986 to 2025
Index	Value
1	100
2	100.3078
3	100.6062
4	100.4778
5	100.6247
6	100.5167
7	100.6336
8	100.6108
9	100.6757
10	100.9301
11	101.0701
12	100.7091
13	100.703
14	100.6872
15	100.8358
16	100.9114
17	100.9595
18	100.8906
19	100.8266
20	100.5508
21	100.6207
22	100.4428
23	100.3175
24	100.1519
25	100.1719
26	100.3174
27	100.0515
28	100.1077
29	100.0586
30	100.4904
31	100.2301
32	99.8091
33	100.3513
34	100.4887
35	100.5137
36	100.5384
37	100.567
38	100.5792
39	100.5992
40	100.4417
41	100.5461
42	100.6293
43	100.6474
44	100.5005
45	100.4228
46	100.395
47	100.4345
48	100.3664
49	100.5283
50	100.703
51	100.4965
52	100.4023

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
11.07 → 31.07	Short	75.0%	+1.02%	1.64	40
07.07 → 20.08	Short	72.5%	+1.13%	0.87	40
07.07 → 24.08	Short	70.0%	+1.19%	0.85	40
11.07 → 01.08	Short	70.0%	+1.07%	1.56	40
11.07 → 03.08	Short	70.0%	+1.06%	1.35	40
11.07 → 04.08	Short	70.0%	+1.05%	1.33	40
08.07 → 24.08	Short	70.0%

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