

Forex currencies
Over 1998 to 2025 (28 years of data), USDHUF has tended to move long between 07.10 and 12.11, closing higher in 71.4% of those years for an average +1.27% move and an annualized Sharpe of 0.83.
Best window
07.10 - 12.11
Direction
Long
Win rate
71.4%
Avg return
+1.27%
Sample
28 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 12.11 | Long | 71.4% | +1.27% | 0.83 | 28 |
| 06.10 → 12.11 | Long | 71.4% | +1.23% | 0.76 | 28 |
| 07.10 → 11.11 | Long | 71.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.3173 |
| 3 | 100.4117 |
| 4 | 100.2899 |
| 5 | 100.5747 |
| 6 | 100.5309 |
| 7 | 100.6352 |
| 8 | 100.6898 |
| 9 | 100.9383 |
| 10 | 100.8699 |
| 11 | 100.786 |
| 12 | 100.431 |
| 13 | 100.3783 |
| 14 | 100.3179 |
| 15 | 100.7123 |
| 16 | 100.9407 |
| 17 | 100.8298 |
| 18 | 100.6928 |
| 19 | 100.7169 |
| 20 | 100.8078 |
| 21 | 100.8689 |
| 22 | 100.7837 |
| 23 | 100.773 |
| 24 | 100.6026 |
| 25 | 100.5044 |
| 26 | 100.4811 |
| 27 | 100.4465 |
| 28 | 100.4382 |
| 29 | 100.6697 |
| 30 | 100.717 |
| 31 | 100.601 |
| 32 | 100.1806 |
| 33 | 100.3067 |
| 34 | 100.1993 |
| 35 | 100.271 |
| 36 | 100.3495 |
| 37 | 100.5934 |
| 38 | 100.6606 |
| 39 | 100.5687 |
| 40 | 100.3919 |
| 41 | 100.8102 |
| 42 | 100.8199 |
| 43 | 100.8133 |
| 44 | 100.5989 |
| 45 | 100.5101 |
| 46 | 100.5068 |
| 47 | 100.6381 |
| 48 | 100.7938 |
| 49 | 100.7608 |
| 50 | 100.6874 |
| 51 | 100.5231 |
| 52 | 100.6238 |
| 53 | 100.7292 |
| 54 | 100.8479 |
| 55 | 100.8749 |
| 56 | 100.8151 |
| 57 | 100.8438 |
| 58 | 100.9751 |
| 59 | 100.8816 |
| 60 | 101.1451 |
| 61 | 101.2799 |
| 62 | 101.3935 |
| 63 | 101.5486 |
| 64 | 101.7727 |
| 65 | 101.6776 |
| 66 | 101.9147 |
| 67 | 101.9744 |
| 68 | 101.4743 |
| 69 | 101.4468 |
| 70 | 101.3906 |
| 71 | 101.3155 |
| 72 | 101.6012 |
| 73 | 101.2207 |
| 74 | 101.4225 |
| 75 | 101.0237 |
| 76 | 100.7481 |
| 77 | 100.5369 |
| 78 | 100.8536 |
| 79 | 100.9362 |
| 80 | 100.8181 |
| 81 | 100.9054 |
| 82 | 100.9584 |
| 83 | 100.9738 |
| 84 | 101.0048 |
| 85 | 100.9162 |
| 86 | 100.9593 |
| 87 | 101.0087 |
| 88 | 100.8758 |
| 89 | 100.9967 |
| 90 | 100.8702 |
| 91 | 100.7163 |
| 92 | 100.5383 |
| 93 | 100.3326 |
| 94 | 100.385 |
| 95 | 100.5212 |
| 96 | 100.5385 |
| 97 | 100.5377 |
| 98 | 100.0431 |
| 99 | 100.01 |
| 100 | 99.6478 |
| 101 | 99.7851 |
| 102 | 99.5335 |
| 103 | 99.3001 |
| 104 | 99.4159 |
| 105 | 99.4843 |
| 106 | 99.5802 |
| 107 | 99.7019 |
| 108 | 99.672 |
| 109 | 99.7545 |
| 110 | 99.5984 |
| 111 | 99.5228 |
| 112 | 99.8403 |
| 113 | 99.8767 |
| 114 | 99.7744 |
| 115 | 99.8438 |
| 116 | 99.7876 |
| 117 | 99.9789 |
| 118 | 99.6866 |
| 119 | 99.4025 |
| 120 | 99.3459 |
| 121 | 99.305 |
| 122 | 99.3996 |
| 123 | 99.3022 |
| 124 | 99.3929 |
| 125 | 99.6928 |
| 126 | 99.7256 |
| 127 | 99.4854 |
| 128 | 99.476 |
| 129 | 99.4894 |
| 130 | 99.4769 |
| 131 | 99.7493 |
| 132 | 99.9959 |
| 133 | 100.1955 |
| 134 | 100.3747 |
| 135 | 100.445 |
| 136 | 100.5446 |
| 137 | 100.4057 |
| 138 | 100.6829 |
| 139 | 100.3156 |
| 140 | 100.2512 |
| 141 | 99.9099 |
| 142 | 99.8659 |
| 143 | 100.1029 |
| 144 | 100.069 |
| 145 | 100.3289 |
| 146 | 100.371 |
| 147 | 100.1446 |
| 148 | 100.2687 |
| 149 | 100.1487 |
| 150 | 100.074 |
| 151 | 100.1715 |
| 152 | 100.1582 |
| 153 | 99.8739 |
| 154 | 100.0516 |
| 155 | 99.9928 |
| 156 | 100.1866 |
| 157 | 100.1027 |
| 158 | 99.8937 |
| 159 | 99.8953 |
| 160 | 99.7343 |
| 161 | 99.8925 |
| 162 | 99.9134 |
| 163 | 100.1331 |
| 164 | 100.1066 |
| 165 | 100.1516 |
| 166 | 100.3185 |
| 167 | 100.2571 |
| 168 | 100.3863 |
| 169 | 100.2396 |
| 170 | 100.214 |
| 171 | 100.0753 |
| 172 | 99.9982 |
| 173 | 100.0735 |
| 174 | 100.1144 |
| 175 | 100.4863 |
| 176 | 100.3398 |
| 177 | 100.3872 |
| 178 | 100.3636 |
| 179 | 100.1948 |
| 180 | 100.1589 |
| 181 | 99.9826 |
| 182 | 99.7883 |
| 183 | 99.8328 |
| 184 | 99.8439 |
| 185 | 99.8837 |
| 186 | 100.2772 |
| 187 | 100.4199 |
| 188 | 100.4885 |
| 189 | 100.4714 |
| 190 | 100.3236 |
| 191 | 100.1544 |
| 192 | 100.2506 |
| 193 | 100.0783 |
| 194 | 99.9287 |
| 195 | 99.8151 |
| 196 | 99.6936 |
| 197 | 99.7612 |
| 198 | 99.8954 |
| 199 | 99.8944 |
| 200 | 99.8842 |
| 201 | 99.7198 |
| 202 | 99.552 |
| 203 | 99.3412 |
| 204 | 99.4197 |
| 205 | 99.582 |
| 206 | 99.7685 |
| 207 | 99.6585 |
| 208 | 99.4488 |
| 209 | 99.4636 |
| 210 | 99.5717 |
| 211 | 99.5462 |
| 212 | 99.4942 |
| 213 | 99.4826 |
| 214 | 99.4318 |
| 215 | 99.2921 |
| 216 | 99.3044 |
| 217 | 99.2592 |
| 218 | 99.2273 |
| 219 | 99.2632 |
| 220 | 99.2342 |
| 221 | 99.4432 |
| 222 | 99.6912 |
| 223 | 99.7984 |
| 224 | 99.6568 |
| 225 | 99.5984 |
| 226 | 99.9663 |
| 227 | 100.1998 |
| 228 | 100.2847 |
| 229 | 100.0463 |
| 230 | 100.2147 |
| 231 | 100.1143 |
| 232 | 100.0393 |
| 233 | 99.8728 |
| 234 | 99.849 |
| 235 | 99.9464 |
| 236 | 99.6373 |
| 237 | 99.8477 |
| 238 | 99.9267 |
| 239 | 100.0438 |
| 240 | 100.2075 |
| 241 | 100.162 |
| 242 | 100.2124 |
| 243 | 100.43 |
| 244 | 100.586 |
| 245 | 100.6568 |
| 246 | 100.6741 |
| 247 | 100.8116 |
| 248 | 101.1416 |
| 249 | 101.0699 |
| 250 | 100.9825 |
| 251 | 100.9125 |
| 252 | 101.0044 |
| 253 | 100.9089 |
| 254 | 100.8048 |
| 255 | 100.7279 |
| 256 | 100.5711 |
| 257 | 100.6988 |
| 258 | 100.4355 |
| 259 | 100.4078 |
| 260 | 100.4836 |
| 261 | 100.3906 |
| 262 | 100.3166 |
| 263 | 100.2094 |
| 264 | 100.5165 |
| 265 | 100.4884 |
| 266 | 100.5164 |
| 267 | 100.6259 |
| 268 | 100.7729 |
| 269 | 101.0088 |
| 270 | 101.1127 |
| 271 | 101.1304 |
| 272 | 101.1747 |
| 273 | 101.3397 |
| 274 | 101.2741 |
| 275 | 101.2526 |
| 276 | 101.5815 |
| 277 | 101.4884 |
| 278 | 101.3695 |
| 279 | 101.2132 |
| 280 | 101.6125 |
| 281 | 101.6369 |
| 282 | 101.6159 |
| 283 | 101.597 |
| 284 | 101.4986 |
| 285 | 101.4082 |
| 286 | 101.1858 |
| 287 | 100.9106 |
| 288 | 100.9768 |
| 289 | 101.3633 |
| 290 | 101.0773 |
| 291 | 101.1237 |
| 292 | 101.1374 |
| 293 | 101.0966 |
| 294 | 101.1512 |
| 295 | 101.5781 |
| 296 | 101.8216 |
| 297 | 101.9652 |
| 298 | 101.9681 |
| 299 | 102.0559 |
| 300 | 102.0822 |
| 301 | 102.1313 |
| 302 | 101.9309 |
| 303 | 101.8891 |
| 304 | 102.1836 |
| 305 | 102.3287 |
| 306 | 102.21 |
| 307 | 102.0654 |
| 308 | 102.0231 |
| 309 | 101.9852 |
| 310 | 101.9552 |
| 311 | 102.1764 |
| 312 | 102.3406 |
| 313 | 102.4902 |
| 314 | 102.5344 |
| 315 | 102.5642 |
| 316 | 102.9533 |
| 317 | 102.8302 |
| 318 | 102.7067 |
| 319 | 102.9009 |
| 320 | 102.8091 |
| 321 | 102.8777 |
| 322 | 102.6142 |
| 323 | 102.5383 |
| 324 | 102.6706 |
| 325 | 102.9684 |
| 326 | 102.8523 |
| 327 | 103.0829 |
| 328 | 103.1759 |
| 329 | 102.9146 |
| 330 | 103.02 |
| 331 | 103.0705 |
| 332 | 102.7802 |
| 333 | 103.1141 |
| 334 | 102.9612 |
| 335 | 102.7542 |
| 336 | 102.668 |
| 337 | 102.478 |
| 338 | 102.3999 |
| 339 | 102.4723 |
| 340 | 102.5788 |
| 341 | 102.7135 |
| 342 | 102.971 |
| 343 | 102.9236 |
| 344 | 102.8214 |
| 345 | 102.8264 |
| 346 | 102.6541 |
| 347 | 102.4975 |
| 348 | 102.5178 |
| 349 | 102.7965 |
| 350 | 102.6771 |
| 351 | 102.7243 |
| 352 | 102.6259 |
| 353 | 102.7492 |
| 354 | 102.8609 |
| 355 | 102.8307 |
| 356 | 102.8114 |
| 357 | 102.9018 |
| 358 | 102.8378 |
| 359 | 102.8704 |
| 360 | 102.8496 |
| 361 | 102.5158 |
| 362 | 102.5349 |
| 363 | 102.4735 |
| 364 | 102.4959 |
| 365 | 102.4223 |
| 366 | 102.756 |
| +1.03% |
| 0.72 |
| 28 |
| 11.10 → 13.11 | Long | 71.4% | +1.02% | 0.78 | 28 |
| 11.10 → 15.11 | Long | 71.4% | +0.89% | 0.61 | 28 |
| 11.10 → 14.11 | Long | 71.4% | +0.84% | 0.60 | 28 |
| 07.10 → 01.11 | Long | 71.4% | +0.79% | 0.90 | 28 |
| 05.10 → 12.10 | Short | 71.4% | +0.37% | 1.30 | 28 |