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US Dollar vs Japanese Yen (USDJPY) Seasonality

Over 1986 to 2025 (40 years of data), USDJPY has tended to move short between 25.07 and 22.08, closing higher in 72.5% of those years for an average +0.72% move and an annualized Sharpe of 0.92.

Average seasonal curve

USDJPY average seasonal curve, 1986 to 2025
Index	Value
1	100
2	99.9645
3	99.9726
4	100.1624
5	100.1399
6	100.123
7	100.1774
8	100.0576
9	100.0821
10	100.0414
11	100.0007
12	99.7682
13	99.6143
14	99.6031
15	99.4076
16	99.5754
17	99.7177
18	99.8325
19	99.8522
20	99.8502
21	99.6559
22	99.6832
23	99.5909
24	99.6757
25	99.6644
26	99.6888
27	99.7857
28	99.8203
29	99.8317
30	99.7107
31	99.7499
32	99.6865
33	99.7469
34	99.8379
35	99.7349
36	99.8186
37	99.8657
38	99.9468
39	100.0229
40	100.1426
41	100.1044
42	100.1356
43	100.1887
44	100.1987
45	100.0762
46	100.0586
47	100.0993
48	100.2142
49	100.2766
50	100.3656
51	100.423
52	100.5168

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
25.07 → 22.08	Short	72.5%	+0.72%	0.92	40
26.07 → 21.09	Short	70.0%	+0.98%	0.57	40
26.07 → 23.09	Short	70.0%	+0.94%	0.52	40
26.07 → 22.09	Short	70.0%	+0.93%	0.53	40
25.07 → 21.09	Short	70.0%	+0.89%	0.51	40
26.07 → 22.08	Short	70.0%	+0.81%	1.08	40
27.07 → 21.08	Short	70.0%

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