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US Dollar vs Offshore Chinese Renminbi (USDCNH) Seasonality

Over 2012 to 2025 (14 years of data), USDCNH has tended to move short between 25.07 and 29.07, closing higher in 78.6% of those years for an average +0.14% move and an annualized Sharpe of 4.16.

Average seasonal curve

USDCNH average seasonal curve, 2012 to 2025
Index	Value
1	100
2	100.1136
3	100.1983
4	100.2067
5	100.1775
6	100.019
7	100.0073
8	99.9953
9	99.9213
10	99.9291
11	99.8199
12	99.7025
13	99.5797
14	99.574
15	99.5565
16	99.7524
17	99.8195
18	99.7976
19	99.7245
20	99.5288
21	99.5718
22	99.5782
23	99.419
24	99.3199
25	99.3125
26	99.2897
27	99.4635
28	99.4857
29	99.4271
30	99.5612
31	99.6571
32	99.5336
33	99.6873
34	99.7301
35	99.7235
36	99.7705
37	99.6297
38	99.6082
39	99.7147
40	99.6977
41	99.7728
42	99.737
43	99.7179
44	99.6744
45	99.6028
46	99.6182
47	99.5754
48	99.5888
49	99.5928
50	99.6769
51	99.4834
52	99.5827

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
25.07 → 29.07	Short	78.6%	+0.14%	4.16	14
25.07 → 03.08	Short	78.6%	-0.03%	-0.14	14
25.07 → 04.08	Short	78.6%	-0.04%	-0.22	14
24.07 → 29.07	Short	71.4%	+0.16%	4.51	14
25.07 → 30.07	Short	71.4%	+0.09%	2.13	14
25.07 → 31.07	Short	71.4%	+0.09%	1.76	14
27.07 → 31.07	Short	71.4%

Explore further

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