

Forex currencies
Over 1990 to 2025 (36 years of data), USDDKK has tended to move long between 09.10 and 29.11, closing higher in 63.9% of those years for an average +0.87% move and an annualized Sharpe of 0.64.
Best window
09.10 - 29.11
Direction
Long
Win rate
63.9%
Avg return
+0.87%
Sample
36 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 29.11 | Long | 63.9% | +0.87% | 0.64 | 36 |
| 11.10 → 12.11 | Long | 63.9% | +0.78% | 0.88 | 36 |
| 12.10 → 28.11 | Long | 63.9% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1292 |
| 3 | 100.3175 |
| 4 | 100.2426 |
| 5 | 100.378 |
| 6 | 100.4224 |
| 7 | 100.4421 |
| 8 | 100.4727 |
| 9 | 100.4715 |
| 10 | 100.5219 |
| 11 | 100.4896 |
| 12 | 100.337 |
| 13 | 100.2987 |
| 14 | 100.4531 |
| 15 | 100.7629 |
| 16 | 100.9218 |
| 17 | 100.9111 |
| 18 | 100.7924 |
| 19 | 100.813 |
| 20 | 100.7928 |
| 21 | 100.6984 |
| 22 | 100.6399 |
| 23 | 100.5779 |
| 24 | 100.5501 |
| 25 | 100.621 |
| 26 | 100.6065 |
| 27 | 100.6884 |
| 28 | 100.8886 |
| 29 | 101.0455 |
| 30 | 101.0973 |
| 31 | 100.9766 |
| 32 | 100.8583 |
| 33 | 100.9278 |
| 34 | 100.8496 |
| 35 | 100.9471 |
| 36 | 100.9806 |
| 37 | 101.0297 |
| 38 | 101.1766 |
| 39 | 101.1772 |
| 40 | 101.0336 |
| 41 | 101.1219 |
| 42 | 101.2268 |
| 43 | 101.1888 |
| 44 | 101.2677 |
| 45 | 101.1795 |
| 46 | 101.2708 |
| 47 | 101.0645 |
| 48 | 101.1256 |
| 49 | 101.2468 |
| 50 | 101.1578 |
| 51 | 101.2256 |
| 52 | 101.284 |
| 53 | 101.2244 |
| 54 | 101.1724 |
| 55 | 101.0921 |
| 56 | 101.2807 |
| 57 | 101.405 |
| 58 | 101.3731 |
| 59 | 101.3172 |
| 60 | 101.5361 |
| 61 | 101.3865 |
| 62 | 101.3939 |
| 63 | 101.4633 |
| 64 | 101.5641 |
| 65 | 101.451 |
| 66 | 101.4393 |
| 67 | 101.4673 |
| 68 | 101.3613 |
| 69 | 101.311 |
| 70 | 101.3262 |
| 71 | 101.2094 |
| 72 | 101.3434 |
| 73 | 101.2898 |
| 74 | 101.4311 |
| 75 | 101.2432 |
| 76 | 101.1436 |
| 77 | 101.0218 |
| 78 | 101.1876 |
| 79 | 101.2613 |
| 80 | 101.3196 |
| 81 | 101.4143 |
| 82 | 101.4674 |
| 83 | 101.4776 |
| 84 | 101.5935 |
| 85 | 101.4791 |
| 86 | 101.4818 |
| 87 | 101.5185 |
| 88 | 101.4594 |
| 89 | 101.5219 |
| 90 | 101.4035 |
| 91 | 101.2765 |
| 92 | 101.3698 |
| 93 | 101.2398 |
| 94 | 101.276 |
| 95 | 101.2612 |
| 96 | 101.3294 |
| 97 | 101.467 |
| 98 | 101.3463 |
| 99 | 101.3474 |
| 100 | 101.351 |
| 101 | 101.2539 |
| 102 | 101.2899 |
| 103 | 101.1662 |
| 104 | 101.3618 |
| 105 | 101.3608 |
| 106 | 101.3132 |
| 107 | 101.2613 |
| 108 | 101.2062 |
| 109 | 101.2253 |
| 110 | 101.2304 |
| 111 | 101.2206 |
| 112 | 101.315 |
| 113 | 101.2189 |
| 114 | 101.1685 |
| 115 | 101.1827 |
| 116 | 101.1831 |
| 117 | 101.3489 |
| 118 | 101.2542 |
| 119 | 101.1454 |
| 120 | 101.0064 |
| 121 | 100.9676 |
| 122 | 100.9801 |
| 123 | 100.9371 |
| 124 | 100.9523 |
| 125 | 101.1026 |
| 126 | 101.0397 |
| 127 | 101.0971 |
| 128 | 101.1535 |
| 129 | 101.1324 |
| 130 | 101.2112 |
| 131 | 101.4411 |
| 132 | 101.53 |
| 133 | 101.4473 |
| 134 | 101.5042 |
| 135 | 101.5178 |
| 136 | 101.477 |
| 137 | 101.5438 |
| 138 | 101.555 |
| 139 | 101.4656 |
| 140 | 101.2779 |
| 141 | 101.2687 |
| 142 | 101.3191 |
| 143 | 101.4161 |
| 144 | 101.4116 |
| 145 | 101.3539 |
| 146 | 101.3256 |
| 147 | 101.2206 |
| 148 | 101.2404 |
| 149 | 101.2024 |
| 150 | 101.1692 |
| 151 | 101.3134 |
| 152 | 101.3113 |
| 153 | 101.1633 |
| 154 | 101.1593 |
| 155 | 101.2207 |
| 156 | 101.1369 |
| 157 | 101.1485 |
| 158 | 101.066 |
| 159 | 101.0696 |
| 160 | 101.0981 |
| 161 | 101.3071 |
| 162 | 101.3018 |
| 163 | 101.3933 |
| 164 | 101.3352 |
| 165 | 101.3468 |
| 166 | 101.381 |
| 167 | 101.3175 |
| 168 | 101.1759 |
| 169 | 101.2271 |
| 170 | 101.2082 |
| 171 | 101.2017 |
| 172 | 101.1332 |
| 173 | 101.361 |
| 174 | 101.3609 |
| 175 | 101.3184 |
| 176 | 101.2471 |
| 177 | 101.2679 |
| 178 | 101.1968 |
| 179 | 101.375 |
| 180 | 101.1932 |
| 181 | 101.0512 |
| 182 | 101.0822 |
| 183 | 101.1516 |
| 184 | 101.146 |
| 185 | 101.2822 |
| 186 | 101.4431 |
| 187 | 101.3919 |
| 188 | 101.4775 |
| 189 | 101.3344 |
| 190 | 101.3567 |
| 191 | 101.2853 |
| 192 | 101.3131 |
| 193 | 101.2112 |
| 194 | 101.1908 |
| 195 | 101.1973 |
| 196 | 101.163 |
| 197 | 101.098 |
| 198 | 101.0832 |
| 199 | 100.8517 |
| 200 | 100.745 |
| 201 | 100.6858 |
| 202 | 100.6331 |
| 203 | 100.7782 |
| 204 | 100.88 |
| 205 | 100.9396 |
| 206 | 100.9633 |
| 207 | 100.8063 |
| 208 | 100.774 |
| 209 | 100.7247 |
| 210 | 100.809 |
| 211 | 100.8762 |
| 212 | 100.9037 |
| 213 | 100.8127 |
| 214 | 100.9381 |
| 215 | 100.7332 |
| 216 | 100.732 |
| 217 | 100.6663 |
| 218 | 100.7384 |
| 219 | 100.7403 |
| 220 | 100.8295 |
| 221 | 100.8878 |
| 222 | 101.049 |
| 223 | 101.1 |
| 224 | 101.1318 |
| 225 | 101.0699 |
| 226 | 101.1505 |
| 227 | 101.2097 |
| 228 | 101.2239 |
| 229 | 101.1381 |
| 230 | 101.2424 |
| 231 | 101.3017 |
| 232 | 101.211 |
| 233 | 101.0495 |
| 234 | 101.03 |
| 235 | 101.1328 |
| 236 | 101.0492 |
| 237 | 101.0249 |
| 238 | 101.0676 |
| 239 | 101.0483 |
| 240 | 101.0628 |
| 241 | 101.0402 |
| 242 | 101.1466 |
| 243 | 101.06 |
| 244 | 100.9937 |
| 245 | 100.9457 |
| 246 | 100.8712 |
| 247 | 101.0239 |
| 248 | 101.0415 |
| 249 | 101.1016 |
| 250 | 101.123 |
| 251 | 101.0469 |
| 252 | 100.9135 |
| 253 | 100.9726 |
| 254 | 100.9451 |
| 255 | 100.8828 |
| 256 | 100.8343 |
| 257 | 100.8213 |
| 258 | 100.7322 |
| 259 | 100.8456 |
| 260 | 100.8343 |
| 261 | 100.8601 |
| 262 | 100.8325 |
| 263 | 100.782 |
| 264 | 100.728 |
| 265 | 100.6545 |
| 266 | 100.6156 |
| 267 | 100.6042 |
| 268 | 100.6123 |
| 269 | 100.7537 |
| 270 | 100.7183 |
| 271 | 100.6288 |
| 272 | 100.4904 |
| 273 | 100.4409 |
| 274 | 100.4656 |
| 275 | 100.4721 |
| 276 | 100.7281 |
| 277 | 100.6562 |
| 278 | 100.6202 |
| 279 | 100.4997 |
| 280 | 100.5979 |
| 281 | 100.5935 |
| 282 | 100.6033 |
| 283 | 100.5982 |
| 284 | 100.6783 |
| 285 | 100.5867 |
| 286 | 100.5325 |
| 287 | 100.467 |
| 288 | 100.5015 |
| 289 | 100.5042 |
| 290 | 100.549 |
| 291 | 100.6078 |
| 292 | 100.6397 |
| 293 | 100.5626 |
| 294 | 100.6987 |
| 295 | 100.8879 |
| 296 | 100.8505 |
| 297 | 100.894 |
| 298 | 100.9008 |
| 299 | 100.9995 |
| 300 | 100.9925 |
| 301 | 101.0412 |
| 302 | 100.9324 |
| 303 | 100.8329 |
| 304 | 101.0119 |
| 305 | 101.0342 |
| 306 | 100.9673 |
| 307 | 101.0976 |
| 308 | 100.9698 |
| 309 | 100.9481 |
| 310 | 100.9785 |
| 311 | 101.0502 |
| 312 | 101.0841 |
| 313 | 101.2526 |
| 314 | 101.1922 |
| 315 | 101.1842 |
| 316 | 101.2636 |
| 317 | 101.2779 |
| 318 | 101.1793 |
| 319 | 101.2997 |
| 320 | 101.3214 |
| 321 | 101.3629 |
| 322 | 101.2304 |
| 323 | 101.3118 |
| 324 | 101.3494 |
| 325 | 101.4545 |
| 326 | 101.3657 |
| 327 | 101.4919 |
| 328 | 101.5239 |
| 329 | 101.4655 |
| 330 | 101.3757 |
| 331 | 101.5041 |
| 332 | 101.3582 |
| 333 | 101.5157 |
| 334 | 101.4474 |
| 335 | 101.3493 |
| 336 | 101.2171 |
| 337 | 101.1064 |
| 338 | 101.1063 |
| 339 | 101.0966 |
| 340 | 100.9343 |
| 341 | 100.9772 |
| 342 | 100.912 |
| 343 | 100.8862 |
| 344 | 100.9307 |
| 345 | 100.8777 |
| 346 | 100.7614 |
| 347 | 100.7318 |
| 348 | 100.79 |
| 349 | 100.7777 |
| 350 | 100.6801 |
| 351 | 100.6046 |
| 352 | 100.501 |
| 353 | 100.5854 |
| 354 | 100.6807 |
| 355 | 100.7078 |
| 356 | 100.604 |
| 357 | 100.5557 |
| 358 | 100.5592 |
| 359 | 100.523 |
| 360 | 100.483 |
| 361 | 100.2963 |
| 362 | 100.2562 |
| 363 | 100.3253 |
| 364 | 100.188 |
| 365 | 100.2161 |
| 366 | 100.5124 |
| +0.76% |
| 0.59 |
| 36 |
| 12.10 → 12.11 | Long | 63.9% | +0.72% | 0.85 | 36 |
| 09.10 → 19.10 | Short | 63.9% | -0.03% | -0.11 | 36 |
| 08.10 → 13.10 | Short | 62.9% | +0.13% | 1.34 | 35 |
| 07.10 → 29.11 | Long | 61.1% | +0.90% | 0.62 | 36 |
| 11.10 → 27.11 | Long | 61.1% | +0.89% | 0.69 | 36 |