

Forex currencies
Over 2016 to 2025 (10 years of data), USDCZK has tended to move long between 05.10 and 31.10, closing higher in 90.0% of those years for an average +0.77% move and an annualized Sharpe of 2.19.
Best window
05.10 - 31.10
Direction
Long
Win rate
90.0%
Avg return
+0.77%
Sample
10 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 31.10 | Long | 90.0% | +0.77% | 2.19 | 10 |
| 05.10 → 01.11 | Long | 90.0% | +0.62% | 1.95 | 10 |
| 05.10 → 29.10 | Long | 80.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.3331 |
| 3 | 100.4267 |
| 4 | 100.112 |
| 5 | 100.1569 |
| 6 | 99.7746 |
| 7 | 99.6737 |
| 8 | 99.7829 |
| 9 | 99.6361 |
| 10 | 99.7269 |
| 11 | 99.7297 |
| 12 | 99.3921 |
| 13 | 99.413 |
| 14 | 99.4265 |
| 15 | 99.4415 |
| 16 | 99.5306 |
| 17 | 99.6311 |
| 18 | 99.7423 |
| 19 | 99.489 |
| 20 | 99.3113 |
| 21 | 99.3298 |
| 22 | 99.3712 |
| 23 | 99.3814 |
| 24 | 99.3838 |
| 25 | 99.1397 |
| 26 | 99.2162 |
| 27 | 99.3488 |
| 28 | 99.3472 |
| 29 | 99.5075 |
| 30 | 99.4768 |
| 31 | 99.2947 |
| 32 | 98.8706 |
| 33 | 99.1836 |
| 34 | 99.0118 |
| 35 | 98.8778 |
| 36 | 98.9908 |
| 37 | 99.1177 |
| 38 | 99.3919 |
| 39 | 99.495 |
| 40 | 99.3765 |
| 41 | 99.5127 |
| 42 | 99.5896 |
| 43 | 99.5135 |
| 44 | 99.4969 |
| 45 | 99.5189 |
| 46 | 99.2578 |
| 47 | 99.3865 |
| 48 | 99.4901 |
| 49 | 99.6401 |
| 50 | 99.5951 |
| 51 | 99.562 |
| 52 | 99.6547 |
| 53 | 99.7417 |
| 54 | 99.8299 |
| 55 | 100.1053 |
| 56 | 99.9701 |
| 57 | 100.1609 |
| 58 | 100.3807 |
| 59 | 100.4933 |
| 60 | 100.6178 |
| 61 | 100.6977 |
| 62 | 100.5434 |
| 63 | 100.4936 |
| 64 | 100.3266 |
| 65 | 100.2284 |
| 66 | 100.457 |
| 67 | 100.4289 |
| 68 | 99.9577 |
| 69 | 99.9282 |
| 70 | 99.7381 |
| 71 | 99.8242 |
| 72 | 100.0156 |
| 73 | 100.0199 |
| 74 | 100.2442 |
| 75 | 100.0578 |
| 76 | 100.1173 |
| 77 | 100.1979 |
| 78 | 100.4491 |
| 79 | 100.8187 |
| 80 | 100.2765 |
| 81 | 100.3334 |
| 82 | 100.6362 |
| 83 | 100.9161 |
| 84 | 100.8325 |
| 85 | 100.4403 |
| 86 | 100.31 |
| 87 | 100.3238 |
| 88 | 100.2133 |
| 89 | 100.0878 |
| 90 | 100.1993 |
| 91 | 100.2025 |
| 92 | 100.2746 |
| 93 | 100.1453 |
| 94 | 100.3607 |
| 95 | 100.4127 |
| 96 | 100.1874 |
| 97 | 100.2265 |
| 98 | 99.8309 |
| 99 | 99.8257 |
| 100 | 99.4538 |
| 101 | 99.4961 |
| 102 | 99.3537 |
| 103 | 99.2292 |
| 104 | 99.4293 |
| 105 | 99.4168 |
| 106 | 99.4259 |
| 107 | 99.5519 |
| 108 | 99.609 |
| 109 | 99.6002 |
| 110 | 99.5125 |
| 111 | 99.52 |
| 112 | 99.7876 |
| 113 | 99.799 |
| 114 | 99.6601 |
| 115 | 99.7192 |
| 116 | 99.8033 |
| 117 | 99.9833 |
| 118 | 99.8721 |
| 119 | 99.7362 |
| 120 | 99.7655 |
| 121 | 99.9602 |
| 122 | 99.9815 |
| 123 | 99.5464 |
| 124 | 99.5317 |
| 125 | 99.5174 |
| 126 | 99.7271 |
| 127 | 99.7308 |
| 128 | 99.9589 |
| 129 | 99.9752 |
| 130 | 99.8393 |
| 131 | 100.0997 |
| 132 | 100.3733 |
| 133 | 100.1123 |
| 134 | 100.1076 |
| 135 | 100.1513 |
| 136 | 99.9802 |
| 137 | 99.916 |
| 138 | 100.0852 |
| 139 | 99.8659 |
| 140 | 99.7332 |
| 141 | 99.596 |
| 142 | 99.5673 |
| 143 | 99.6283 |
| 144 | 99.5382 |
| 145 | 99.6132 |
| 146 | 99.597 |
| 147 | 99.4852 |
| 148 | 99.7787 |
| 149 | 99.7897 |
| 150 | 99.6383 |
| 151 | 99.4133 |
| 152 | 99.4308 |
| 153 | 99.0363 |
| 154 | 99.0419 |
| 155 | 98.5775 |
| 156 | 98.4193 |
| 157 | 98.4815 |
| 158 | 98.3982 |
| 159 | 98.4493 |
| 160 | 98.4883 |
| 161 | 98.634 |
| 162 | 98.5858 |
| 163 | 98.8242 |
| 164 | 98.8621 |
| 165 | 99.1241 |
| 166 | 99.1876 |
| 167 | 98.9734 |
| 168 | 99.2332 |
| 169 | 99.2848 |
| 170 | 99.4397 |
| 171 | 99.3385 |
| 172 | 99.182 |
| 173 | 99.19 |
| 174 | 98.9347 |
| 175 | 99.1541 |
| 176 | 98.9766 |
| 177 | 99.0325 |
| 178 | 99.0596 |
| 179 | 99.158 |
| 180 | 99.1338 |
| 181 | 99.0413 |
| 182 | 99.1063 |
| 183 | 99.0543 |
| 184 | 99.1137 |
| 185 | 99.0881 |
| 186 | 99.2497 |
| 187 | 99.3886 |
| 188 | 99.334 |
| 189 | 99.3419 |
| 190 | 99.2095 |
| 191 | 99.2902 |
| 192 | 99.5117 |
| 193 | 99.246 |
| 194 | 99.1523 |
| 195 | 98.9749 |
| 196 | 98.9495 |
| 197 | 98.9861 |
| 198 | 99.0324 |
| 199 | 98.8178 |
| 200 | 98.9178 |
| 201 | 98.9204 |
| 202 | 98.787 |
| 203 | 98.5907 |
| 204 | 98.6602 |
| 205 | 98.7693 |
| 206 | 98.6385 |
| 207 | 98.6939 |
| 208 | 98.6892 |
| 209 | 98.4845 |
| 210 | 98.5345 |
| 211 | 98.4636 |
| 212 | 98.4605 |
| 213 | 98.4776 |
| 214 | 98.6213 |
| 215 | 98.5359 |
| 216 | 98.6394 |
| 217 | 98.4833 |
| 218 | 98.3718 |
| 219 | 98.3777 |
| 220 | 98.5286 |
| 221 | 98.6208 |
| 222 | 98.5275 |
| 223 | 98.4108 |
| 224 | 98.4507 |
| 225 | 98.2853 |
| 226 | 98.4372 |
| 227 | 98.5598 |
| 228 | 98.5715 |
| 229 | 98.4442 |
| 230 | 98.4885 |
| 231 | 98.5581 |
| 232 | 98.5311 |
| 233 | 98.4023 |
| 234 | 98.5596 |
| 235 | 98.4374 |
| 236 | 98.4476 |
| 237 | 98.4245 |
| 238 | 98.3563 |
| 239 | 98.379 |
| 240 | 98.3814 |
| 241 | 98.1602 |
| 242 | 98.3343 |
| 243 | 98.3914 |
| 244 | 98.5138 |
| 245 | 98.5722 |
| 246 | 98.5446 |
| 247 | 98.6541 |
| 248 | 98.5476 |
| 249 | 98.6592 |
| 250 | 98.5571 |
| 251 | 98.5059 |
| 252 | 98.5593 |
| 253 | 98.5294 |
| 254 | 98.6088 |
| 255 | 98.4267 |
| 256 | 98.4842 |
| 257 | 98.6355 |
| 258 | 98.5277 |
| 259 | 98.6048 |
| 260 | 98.6238 |
| 261 | 98.5341 |
| 262 | 98.5754 |
| 263 | 98.7361 |
| 264 | 98.8514 |
| 265 | 98.945 |
| 266 | 99.0165 |
| 267 | 99.2292 |
| 268 | 99.3433 |
| 269 | 99.6898 |
| 270 | 99.8437 |
| 271 | 99.774 |
| 272 | 99.6267 |
| 273 | 99.6014 |
| 274 | 99.5358 |
| 275 | 99.712 |
| 276 | 99.8128 |
| 277 | 99.5728 |
| 278 | 99.6663 |
| 279 | 99.8297 |
| 280 | 100.1022 |
| 281 | 100.0814 |
| 282 | 100.1301 |
| 283 | 99.9641 |
| 284 | 99.8716 |
| 285 | 100.182 |
| 286 | 100.2062 |
| 287 | 100.3968 |
| 288 | 100.2706 |
| 289 | 100.1989 |
| 290 | 100.1224 |
| 291 | 100.1404 |
| 292 | 100.0097 |
| 293 | 99.9877 |
| 294 | 99.9691 |
| 295 | 100.0943 |
| 296 | 100.0314 |
| 297 | 100.1697 |
| 298 | 100.1016 |
| 299 | 100.1838 |
| 300 | 100.3257 |
| 301 | 100.2796 |
| 302 | 100.4587 |
| 303 | 100.3828 |
| 304 | 100.5429 |
| 305 | 100.3203 |
| 306 | 100.3042 |
| 307 | 100.1056 |
| 308 | 99.73 |
| 309 | 99.6453 |
| 310 | 99.4382 |
| 311 | 99.5538 |
| 312 | 99.5219 |
| 313 | 99.443 |
| 314 | 99.6276 |
| 315 | 99.4504 |
| 316 | 99.7272 |
| 317 | 99.7149 |
| 318 | 99.4832 |
| 319 | 99.6123 |
| 320 | 99.5082 |
| 321 | 99.5197 |
| 322 | 99.6236 |
| 323 | 99.7275 |
| 324 | 99.7363 |
| 325 | 99.9183 |
| 326 | 99.9102 |
| 327 | 99.8077 |
| 328 | 99.8057 |
| 329 | 99.5775 |
| 330 | 99.4838 |
| 331 | 99.4853 |
| 332 | 99.3122 |
| 333 | 99.338 |
| 334 | 99.3212 |
| 335 | 99.3197 |
| 336 | 99.0763 |
| 337 | 99.0244 |
| 338 | 99.1657 |
| 339 | 99.3708 |
| 340 | 99.1465 |
| 341 | 99.1419 |
| 342 | 99.0713 |
| 343 | 99.202 |
| 344 | 99.1441 |
| 345 | 99.0989 |
| 346 | 99.1856 |
| 347 | 98.9216 |
| 348 | 98.7791 |
| 349 | 99.0104 |
| 350 | 99.0774 |
| 351 | 98.9678 |
| 352 | 98.9094 |
| 353 | 98.9356 |
| 354 | 98.8954 |
| 355 | 98.9731 |
| 356 | 98.8583 |
| 357 | 98.8616 |
| 358 | 98.7936 |
| 359 | 98.7205 |
| 360 | 98.7271 |
| 361 | 98.5381 |
| 362 | 98.4362 |
| 363 | 98.3623 |
| 364 | 98.1543 |
| 365 | 98.0025 |
| 366 | 98.4401 |
| +0.85% |
| 2.78 |
| 10 |
| 06.10 → 31.10 | Long | 80.0% | +0.77% | 2.18 | 10 |
| 05.10 → 27.10 | Long | 80.0% | +0.76% | 2.59 | 10 |
| 06.10 → 27.10 | Long | 80.0% | +0.76% | 2.60 | 10 |
| 05.10 → 30.10 | Long | 80.0% | +0.73% | 2.21 | 10 |
| 06.10 → 01.11 | Long | 80.0% | +0.62% | 1.92 | 10 |