

Over 2016 to 2025 (10 years of data), USDCZK has tended to move short between 11.07 and 17.07, closing higher in 90.0% of those years for an average +0.69% move and an annualized Sharpe of 7.27.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.3702 |
| 3 | 100.4742 |
| 4 | 100.0672 |
| 5 | 100.0414 |
| 6 | 99.6881 |
| 7 | 99.624 |
| 8 | 99.8231 |
| 9 | 99.66 |
| 10 | 99.7308 |
| 11 | 99.7024 |
| 12 | 99.271 |
| 13 | 99.3597 |
| 14 | 99.3664 |
| 15 | 99.4352 |
| 16 | 99.5343 |
| 17 | 99.607 |
| 18 | 99.7193 |
| 19 | 99.5051 |
| 20 | 99.2407 |
| 21 | 99.2009 |
| 22 | 99.2374 |
| 23 | 99.2488 |
| 24 | 99.245 |
| 25 | 99.016 |
| 26 | 99.1094 |
| 27 | 99.2805 |
| 28 | 99.3247 |
| 29 | 99.4232 |
| 30 | 99.3891 |
| 31 | 99.1815 |
| 32 | 98.7816 |
| 33 | 99.1274 |
| 34 | 99.1082 |
| 35 | 99.0684 |
| 36 | 99.153 |
| 37 | 99.2943 |
| 38 | 99.5597 |
| 39 | 99.7503 |
| 40 | 99.7217 |
| 41 | 99.8677 |
| 42 | 99.958 |
| 43 | 99.8472 |
| 44 | 99.8286 |
| 45 | 99.8018 |
| 46 | 99.4473 |
| 47 | 99.6081 |
| 48 | 99.691 |
| 49 | 99.8476 |
| 50 | 99.8194 |
| 51 | 99.7825 |
| 52 | 99.8471 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Short | 90.0% | +0.69% | 7.27 | 10 |
| 11.07 → 14.07 | Short | 90.0% | +0.56% | 7.97 | 10 |
| 11.07 → 05.08 | Short | 80.0% | +1.11% | 1.87 | 10 |
| 11.07 → 06.08 | Short | 80.0% | +1.11% | 2.06 | 10 |
| 11.07 → 30.08 | Short | 80.0% | +1.08% | 0.99 | 10 |
| 11.07 → 07.08 | Short | 80.0% | +0.96% | 1.77 | 10 |
| 11.07 → 09.09 | Short | 80.0% |
| 53 |
|---|
| 99.8602 |
| 54 | 99.9472 |
|---|
| 55 | 100.2608 |
|---|
| 56 | 100.139 |
|---|
| 57 | 100.2504 |
|---|
| 58 | 100.4949 |
|---|
| 59 | 100.6014 |
|---|
| 60 | 100.6733 |
|---|
| 61 | 100.7496 |
|---|
| 62 | 100.5729 |
|---|
| 63 | 100.6073 |
|---|
| 64 | 100.4968 |
|---|
| 65 | 100.3875 |
|---|
| 66 | 100.6086 |
|---|
| 67 | 100.6 |
|---|
| 68 | 100.0391 |
|---|
| 69 | 100.0074 |
|---|
| 70 | 99.9852 |
|---|
| 71 | 100.0832 |
|---|
| 72 | 100.2964 |
|---|
| 73 | 100.2903 |
|---|
| 74 | 100.4983 |
|---|
| 75 | 100.2837 |
|---|
| 76 | 100.4628 |
|---|
| 77 | 100.6551 |
|---|
| 78 | 100.9081 |
|---|
| 79 | 101.3207 |
|---|
| 80 | 100.6992 |
|---|
| 81 | 100.7512 |
|---|
| 82 | 101.0387 |
|---|
| 83 | 101.3114 |
|---|
| 84 | 101.1967 |
|---|
| 85 | 100.7886 |
|---|
| 86 | 100.6433 |
|---|
| 87 | 100.6385 |
|---|
| 88 | 100.5351 |
|---|
| 89 | 100.4978 |
|---|
| 90 | 100.6464 |
|---|
| 91 | 100.7172 |
|---|
| 92 | 100.8366 |
|---|
| 93 | 100.6921 |
|---|
| 94 | 100.908 |
|---|
| 95 | 100.971 |
|---|
| 96 | 100.6925 |
|---|
| 97 | 100.7688 |
|---|
| 98 | 100.2991 |
|---|
| 99 | 100.3426 |
|---|
| 100 | 99.9274 |
|---|
| 101 | 99.9686 |
|---|
| 102 | 99.804 |
|---|
| 103 | 99.6295 |
|---|
| 104 | 99.75 |
|---|
| 105 | 99.7338 |
|---|
| 106 | 99.7801 |
|---|
| 107 | 99.9206 |
|---|
| 108 | 99.9656 |
|---|
| 109 | 99.9989 |
|---|
| 110 | 99.9403 |
|---|
| 111 | 99.8824 |
|---|
| 112 | 100.186 |
|---|
| 113 | 100.1402 |
|---|
| 114 | 99.9855 |
|---|
| 115 | 100.0473 |
|---|
| 116 | 100.1701 |
|---|
| 117 | 100.4004 |
|---|
| 118 | 100.3023 |
|---|
| 119 | 100.203 |
|---|
| 120 | 100.3193 |
|---|
| 121 | 100.5369 |
|---|
| 122 | 100.5607 |
|---|
| 123 | 100.1375 |
|---|
| 124 | 100.0706 |
|---|
| 125 | 100.0641 |
|---|
| 126 | 100.2163 |
|---|
| 127 | 100.2456 |
|---|
| 128 | 100.5003 |
|---|
| 129 | 100.4938 |
|---|
| 130 | 100.3204 |
|---|
| 131 | 100.6158 |
|---|
| 132 | 100.9608 |
|---|
| 133 | 100.6203 |
|---|
| 134 | 100.5721 |
|---|
| 135 | 100.6209 |
|---|
| 136 | 100.4067 |
|---|
| 137 | 100.3459 |
|---|
| 138 | 100.5043 |
|---|
| 139 | 100.1947 |
|---|
| 140 | 100.031 |
|---|
| 141 | 99.9082 |
|---|
| 142 | 99.8762 |
|---|
| 143 | 99.9404 |
|---|
| 144 | 99.8096 |
|---|
| 145 | 99.8444 |
|---|
| 146 | 99.8549 |
|---|
| 147 | 99.7356 |
|---|
| 148 | 100.011 |
|---|
| 149 | 100.0233 |
|---|
| 150 | 99.8237 |
|---|
| 151 | 99.6195 |
|---|
| 152 | 99.6128 |
|---|
| 153 | 99.2539 |
|---|
| 154 | 99.2112 |
|---|
| 155 | 98.918 |
|---|
| 156 | 98.7416 |
|---|
| 157 | 98.7637 |
|---|
| 158 | 98.688 |
|---|
| 159 | 98.7558 |
|---|
| 160 | 98.8359 |
|---|
| 161 | 98.8968 |
|---|
| 162 | 98.8194 |
|---|
| 163 | 99.085 |
|---|
| 164 | 99.1056 |
|---|
| 165 | 99.4365 |
|---|
| 166 | 99.4143 |
|---|
| 167 | 99.2188 |
|---|
| 168 | 99.5071 |
|---|
| 169 | 99.602 |
|---|
| 170 | 99.7747 |
|---|
| 171 | 99.7406 |
|---|
| 172 | 99.525 |
|---|
| 173 | 99.4701 |
|---|
| 174 | 99.2642 |
|---|
| 175 | 99.1373 |
|---|
| 176 | 99.0882 |
|---|
| 177 | 99.1504 |
|---|
| 178 | 99.0777 |
|---|
| 179 | 99.1836 |
|---|
| 180 | 99.1717 |
|---|
| 181 | 99.125 |
|---|
| 182 | 99.2027 |
|---|
| 183 | 99.1941 |
|---|
| 184 | 99.2602 |
|---|
| 185 | 99.2136 |
|---|
| 186 | 99.3986 |
|---|
| 187 | 99.4864 |
|---|
| 188 | 99.4582 |
|---|
| 189 | 99.4656 |
|---|
| 190 | 99.3107 |
|---|
| 191 | 99.4005 |
|---|
| 192 | 99.6325 |
|---|
| 193 | 99.3548 |
|---|
| 194 | 99.2323 |
|---|
| 195 | 99.0853 |
|---|
| 196 | 99.0806 |
|---|
| 197 | 99.0496 |
|---|
| 198 | 99.1011 |
|---|
| 199 | 98.8709 |
|---|
| 200 | 98.9964 |
|---|
| 201 | 98.933 |
|---|
| 202 | 98.809 |
|---|
| 203 | 98.5794 |
|---|
| 204 | 98.6301 |
|---|
| 205 | 98.7512 |
|---|
| 206 | 98.5802 |
|---|
| 207 | 98.6577 |
|---|
| 208 | 98.6612 |
|---|
| 209 | 98.5024 |
|---|
| 210 | 98.5774 |
|---|
| 211 | 98.5994 |
|---|
| 212 | 98.596 |
|---|
| 213 | 98.615 |
|---|
| 214 | 98.7574 |
|---|
| 215 | 98.7006 |
|---|
| 216 | 98.751 |
|---|
| 217 | 98.5678 |
|---|
| 218 | 98.4169 |
|---|
| 219 | 98.4234 |
|---|
| 220 | 98.5875 |
|---|
| 221 | 98.6707 |
|---|
| 222 | 98.6333 |
|---|
| 223 | 98.5161 |
|---|
| 224 | 98.5391 |
|---|
| 225 | 98.3956 |
|---|
| 226 | 98.5646 |
|---|
| 227 | 98.6772 |
|---|
| 228 | 98.727 |
|---|
| 229 | 98.6604 |
|---|
| 230 | 98.7479 |
|---|
| 231 | 98.846 |
|---|
| 232 | 98.8312 |
|---|
| 233 | 98.6876 |
|---|
| 234 | 98.7927 |
|---|
| 235 | 98.7077 |
|---|
| 236 | 98.6911 |
|---|
| 237 | 98.6368 |
|---|
| 238 | 98.5796 |
|---|
| 239 | 98.5345 |
|---|
| 240 | 98.5371 |
|---|
| 241 | 98.2744 |
|---|
| 242 | 98.441 |
|---|
| 243 | 98.4858 |
|---|
| 244 | 98.6225 |
|---|
| 245 | 98.7336 |
|---|
| 246 | 98.6779 |
|---|
| 247 | 98.7997 |
|---|
| 248 | 98.6723 |
|---|
| 249 | 98.7844 |
|---|
| 250 | 98.7657 |
|---|
| 251 | 98.7077 |
|---|
| 252 | 98.7915 |
|---|
| 253 | 98.7347 |
|---|
| 254 | 98.8231 |
|---|
| 255 | 98.6115 |
|---|
| 256 | 98.6669 |
|---|
| 257 | 98.8267 |
|---|
| 258 | 98.724 |
|---|
| 259 | 98.8069 |
|---|
| 260 | 98.7669 |
|---|
| 261 | 98.6671 |
|---|
| 262 | 98.7037 |
|---|
| 263 | 98.8852 |
|---|
| 264 | 98.9937 |
|---|
| 265 | 99.1405 |
|---|
| 266 | 99.2243 |
|---|
| 267 | 99.5072 |
|---|
| 268 | 99.6344 |
|---|
| 269 | 100.0064 |
|---|
| 270 | 100.1907 |
|---|
| 271 | 100.0815 |
|---|
| 272 | 99.9392 |
|---|
| 273 | 99.8942 |
|---|
| 274 | 99.8601 |
|---|
| 275 | 100.0564 |
|---|
| 276 | 100.1689 |
|---|
| 277 | 99.8456 |
|---|
| 278 | 99.972 |
|---|
| 279 | 100.1339 |
|---|
| 280 | 100.3492 |
|---|
| 281 | 100.4359 |
|---|
| 282 | 100.4902 |
|---|
| 283 | 100.276 |
|---|
| 284 | 100.111 |
|---|
| 285 | 100.3756 |
|---|
| 286 | 100.3745 |
|---|
| 287 | 100.5946 |
|---|
| 288 | 100.4101 |
|---|
| 289 | 100.3303 |
|---|
| 290 | 100.2415 |
|---|
| 291 | 100.2965 |
|---|
| 292 | 100.1229 |
|---|
| 293 | 100.0787 |
|---|
| 294 | 99.9906 |
|---|
| 295 | 100.1299 |
|---|
| 296 | 100.0601 |
|---|
| 297 | 100.1759 |
|---|
| 298 | 100.1114 |
|---|
| 299 | 100.2147 |
|---|
| 300 | 100.3825 |
|---|
| 301 | 100.3392 |
|---|
| 302 | 100.6361 |
|---|
| 303 | 100.5517 |
|---|
| 304 | 100.6897 |
|---|
| 305 | 100.4378 |
|---|
| 306 | 100.526 |
|---|
| 307 | 100.3539 |
|---|
| 308 | 99.9164 |
|---|
| 309 | 99.8886 |
|---|
| 310 | 99.658 |
|---|
| 311 | 99.6988 |
|---|
| 312 | 99.6311 |
|---|
| 313 | 99.772 |
|---|
| 314 | 99.6325 |
|---|
| 315 | 99.4112 |
|---|
| 316 | 99.6916 |
|---|
| 317 | 99.6779 |
|---|
| 318 | 99.3412 |
|---|
| 319 | 99.4285 |
|---|
| 320 | 99.3034 |
|---|
| 321 | 99.2761 |
|---|
| 322 | 99.2988 |
|---|
| 323 | 99.415 |
|---|
| 324 | 99.4247 |
|---|
| 325 | 99.609 |
|---|
| 326 | 99.6391 |
|---|
| 327 | 99.5213 |
|---|
| 328 | 99.4318 |
|---|
| 329 | 99.2084 |
|---|
| 330 | 99.1418 |
|---|
| 331 | 99.1435 |
|---|
| 332 | 99.003 |
|---|
| 333 | 98.9747 |
|---|
| 334 | 98.9791 |
|---|
| 335 | 98.9493 |
|---|
| 336 | 98.7524 |
|---|
| 337 | 98.7069 |
|---|
| 338 | 98.8633 |
|---|
| 339 | 98.9597 |
|---|
| 340 | 98.9164 |
|---|
| 341 | 98.8816 |
|---|
| 342 | 98.8529 |
|---|
| 343 | 98.8221 |
|---|
| 344 | 98.7384 |
|---|
| 345 | 98.6884 |
|---|
| 346 | 98.7597 |
|---|
| 347 | 98.5475 |
|---|
| 348 | 98.3961 |
|---|
| 349 | 98.5246 |
|---|
| 350 | 98.5112 |
|---|
| 351 | 98.4315 |
|---|
| 352 | 98.3669 |
|---|
| 353 | 98.3881 |
|---|
| 354 | 98.2819 |
|---|
| 355 | 98.3787 |
|---|
| 356 | 98.2778 |
|---|
| 357 | 98.2929 |
|---|
| 358 | 98.2459 |
|---|
| 359 | 98.1652 |
|---|
| 360 | 98.1771 |
|---|
| 361 | 97.9264 |
|---|
| 362 | 97.8453 |
|---|
| 363 | 97.7474 |
|---|
| 364 | 97.5947 |
|---|
| 365 | 97.435 |
|---|
| 366 | 98.0882 |
|---|
| +0.94% |
| 0.80 |
| 10 |
| 11.07 → 08.08 | Short | 80.0% | +0.87% | 1.56 | 10 |