

Forex major currencies
Over 1986 to 2025 (40 years of data), USDJPY has tended to move long between 12.10 and 04.12, closing higher in 70.0% of those years for an average +0.53% move and an annualized Sharpe of 0.32.
Best window
12.10 - 04.12
Direction
Long
Win rate
70.0%
Avg return
+0.53%
Sample
40 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 04.12 | Long | 70.0% | +0.53% | 0.32 | 40 |
| 10.10 → 30.11 | Long | 67.5% | +0.68% | 0.42 | 40 |
| 10.10 → 02.12 | Long | 67.5% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1178 |
| 3 | 100.3289 |
| 4 | 100.89 |
| 5 | 101.0048 |
| 6 | 100.8001 |
| 7 | 100.8242 |
| 8 | 100.7373 |
| 9 | 100.8794 |
| 10 | 101.0072 |
| 11 | 100.9349 |
| 12 | 100.3834 |
| 13 | 100.1569 |
| 14 | 100.1997 |
| 15 | 100.1074 |
| 16 | 100.2048 |
| 17 | 100.477 |
| 18 | 100.4398 |
| 19 | 100.4503 |
| 20 | 100.423 |
| 21 | 100.4744 |
| 22 | 100.5586 |
| 23 | 100.3758 |
| 24 | 100.2391 |
| 25 | 100.029 |
| 26 | 100.1927 |
| 27 | 99.9512 |
| 28 | 100.086 |
| 29 | 99.9554 |
| 30 | 100.1172 |
| 31 | 100.1331 |
| 32 | 99.8187 |
| 33 | 100.0851 |
| 34 | 100.5888 |
| 35 | 100.6448 |
| 36 | 100.5959 |
| 37 | 100.4334 |
| 38 | 100.2306 |
| 39 | 100.529 |
| 40 | 100.4805 |
| 41 | 100.3121 |
| 42 | 100.1587 |
| 43 | 100.3494 |
| 44 | 100.4902 |
| 45 | 100.4632 |
| 46 | 100.5616 |
| 47 | 100.6401 |
| 48 | 100.419 |
| 49 | 100.7046 |
| 50 | 100.7269 |
| 51 | 100.4248 |
| 52 | 100.4823 |
| 53 | 100.4928 |
| 54 | 100.4714 |
| 55 | 101.0808 |
| 56 | 100.9934 |
| 57 | 100.9424 |
| 58 | 101.1184 |
| 59 | 101.1153 |
| 60 | 101.0493 |
| 61 | 101.3631 |
| 62 | 101.0864 |
| 63 | 100.9434 |
| 64 | 100.9628 |
| 65 | 100.8514 |
| 66 | 101.0058 |
| 67 | 100.943 |
| 68 | 100.6087 |
| 69 | 100.4076 |
| 70 | 100.8124 |
| 71 | 100.8565 |
| 72 | 100.7607 |
| 73 | 101.1692 |
| 74 | 101.0303 |
| 75 | 101.2332 |
| 76 | 101.0094 |
| 77 | 101.2334 |
| 78 | 100.9599 |
| 79 | 101.2881 |
| 80 | 101.5487 |
| 81 | 101.7673 |
| 82 | 101.6216 |
| 83 | 101.9816 |
| 84 | 101.8811 |
| 85 | 102.0282 |
| 86 | 102.2687 |
| 87 | 102.2894 |
| 88 | 102.4657 |
| 89 | 102.2847 |
| 90 | 102.0606 |
| 91 | 102.1855 |
| 92 | 102.1398 |
| 93 | 101.7838 |
| 94 | 101.7755 |
| 95 | 101.8304 |
| 96 | 101.7771 |
| 97 | 102.1122 |
| 98 | 101.873 |
| 99 | 102.1602 |
| 100 | 101.8906 |
| 101 | 102.2003 |
| 102 | 102.2008 |
| 103 | 102.081 |
| 104 | 102.285 |
| 105 | 102.3169 |
| 106 | 102.3468 |
| 107 | 102.5093 |
| 108 | 102.4445 |
| 109 | 103.0075 |
| 110 | 102.5627 |
| 111 | 102.611 |
| 112 | 102.9016 |
| 113 | 103.0147 |
| 114 | 102.9465 |
| 115 | 102.9343 |
| 116 | 102.8933 |
| 117 | 103.4912 |
| 118 | 104.0244 |
| 119 | 103.9544 |
| 120 | 103.4235 |
| 121 | 104.1567 |
| 122 | 103.6741 |
| 123 | 103.0202 |
| 124 | 102.8068 |
| 125 | 102.9998 |
| 126 | 102.8757 |
| 127 | 103.1709 |
| 128 | 103.531 |
| 129 | 103.4938 |
| 130 | 103.3434 |
| 131 | 103.4952 |
| 132 | 103.868 |
| 133 | 103.892 |
| 134 | 103.919 |
| 135 | 103.9201 |
| 136 | 103.6115 |
| 137 | 104.0293 |
| 138 | 103.9214 |
| 139 | 103.7777 |
| 140 | 103.6718 |
| 141 | 103.6615 |
| 142 | 103.8497 |
| 143 | 103.7 |
| 144 | 103.6332 |
| 145 | 103.8448 |
| 146 | 103.929 |
| 147 | 104.1762 |
| 148 | 104.4073 |
| 149 | 104.1477 |
| 150 | 104.2139 |
| 151 | 104.202 |
| 152 | 104.4106 |
| 153 | 104.4 |
| 154 | 104.722 |
| 155 | 104.4673 |
| 156 | 104.3662 |
| 157 | 104.9041 |
| 158 | 105.0411 |
| 159 | 105.2422 |
| 160 | 105.3099 |
| 161 | 105.3845 |
| 162 | 105.2707 |
| 163 | 105.2049 |
| 164 | 105.3198 |
| 165 | 105.4661 |
| 166 | 105.4654 |
| 167 | 105.4765 |
| 168 | 106.0185 |
| 169 | 106.0755 |
| 170 | 106.2049 |
| 171 | 106.2219 |
| 172 | 106.6207 |
| 173 | 106.9235 |
| 174 | 106.7914 |
| 175 | 106.7408 |
| 176 | 106.6996 |
| 177 | 106.6212 |
| 178 | 106.8583 |
| 179 | 107.0536 |
| 180 | 107.2181 |
| 181 | 106.9942 |
| 182 | 106.8419 |
| 183 | 106.8239 |
| 184 | 106.9787 |
| 185 | 107.0565 |
| 186 | 107.0038 |
| 187 | 107.0005 |
| 188 | 106.9176 |
| 189 | 107.0674 |
| 190 | 107.0045 |
| 191 | 106.9989 |
| 192 | 107.1889 |
| 193 | 106.3641 |
| 194 | 106.3743 |
| 195 | 106.7564 |
| 196 | 106.8988 |
| 197 | 106.7586 |
| 198 | 106.8326 |
| 199 | 106.5518 |
| 200 | 106.8355 |
| 201 | 106.9061 |
| 202 | 106.8334 |
| 203 | 106.5654 |
| 204 | 106.436 |
| 205 | 106.3978 |
| 206 | 106.1479 |
| 207 | 106.122 |
| 208 | 105.7897 |
| 209 | 105.9608 |
| 210 | 105.8259 |
| 211 | 105.8405 |
| 212 | 106.162 |
| 213 | 105.0544 |
| 214 | 105.3393 |
| 215 | 104.9314 |
| 216 | 104.5133 |
| 217 | 104.8531 |
| 218 | 104.8615 |
| 219 | 104.7673 |
| 220 | 105.1849 |
| 221 | 105.5103 |
| 222 | 105.148 |
| 223 | 105.2526 |
| 224 | 105.3226 |
| 225 | 105.2188 |
| 226 | 105.3602 |
| 227 | 105.3334 |
| 228 | 105.8963 |
| 229 | 105.686 |
| 230 | 105.8617 |
| 231 | 106.057 |
| 232 | 105.8131 |
| 233 | 105.9232 |
| 234 | 105.695 |
| 235 | 105.5642 |
| 236 | 105.6042 |
| 237 | 105.6496 |
| 238 | 105.721 |
| 239 | 105.8097 |
| 240 | 105.7086 |
| 241 | 105.8046 |
| 242 | 105.9043 |
| 243 | 106.1006 |
| 244 | 106.3098 |
| 245 | 106.5754 |
| 246 | 106.5243 |
| 247 | 106.5153 |
| 248 | 106.1849 |
| 249 | 106.6389 |
| 250 | 106.686 |
| 251 | 106.5855 |
| 252 | 106.4288 |
| 253 | 106.4293 |
| 254 | 106.2034 |
| 255 | 106.3975 |
| 256 | 106.5315 |
| 257 | 106.2171 |
| 258 | 106.2917 |
| 259 | 106.0895 |
| 260 | 106.1567 |
| 261 | 106.4407 |
| 262 | 106.6183 |
| 263 | 106.7834 |
| 264 | 106.955 |
| 265 | 106.7081 |
| 266 | 106.8835 |
| 267 | 107.0002 |
| 268 | 107.1442 |
| 269 | 107.5269 |
| 270 | 107.681 |
| 271 | 107.1645 |
| 272 | 107.0515 |
| 273 | 107.103 |
| 274 | 107.1365 |
| 275 | 107.2077 |
| 276 | 107.5253 |
| 277 | 107.4363 |
| 278 | 108.0275 |
| 279 | 108.3466 |
| 280 | 108.6397 |
| 281 | 108.618 |
| 282 | 108.5821 |
| 283 | 108.5324 |
| 284 | 108.5588 |
| 285 | 108.9913 |
| 286 | 109.0859 |
| 287 | 109.2182 |
| 288 | 109.1828 |
| 289 | 108.9594 |
| 290 | 109.1672 |
| 291 | 109.2925 |
| 292 | 109.3383 |
| 293 | 109.3747 |
| 294 | 109.1598 |
| 295 | 109.3353 |
| 296 | 109.4929 |
| 297 | 109.9553 |
| 298 | 109.7146 |
| 299 | 109.5741 |
| 300 | 109.4379 |
| 301 | 109.5788 |
| 302 | 109.7679 |
| 303 | 109.9123 |
| 304 | 110.3763 |
| 305 | 109.9632 |
| 306 | 110.1256 |
| 307 | 110.0283 |
| 308 | 109.577 |
| 309 | 109.6722 |
| 310 | 109.4996 |
| 311 | 110.0001 |
| 312 | 109.7034 |
| 313 | 109.8949 |
| 314 | 109.2795 |
| 315 | 108.8502 |
| 316 | 109.0245 |
| 317 | 109.334 |
| 318 | 109.3311 |
| 319 | 109.4079 |
| 320 | 109.0899 |
| 321 | 109.1834 |
| 322 | 109.2623 |
| 323 | 109.5299 |
| 324 | 109.3549 |
| 325 | 109.5412 |
| 326 | 109.4326 |
| 327 | 109.2851 |
| 328 | 109.1775 |
| 329 | 109.07 |
| 330 | 109.1343 |
| 331 | 108.815 |
| 332 | 108.2662 |
| 333 | 108.2477 |
| 334 | 107.9261 |
| 335 | 107.3502 |
| 336 | 107.2585 |
| 337 | 107.0585 |
| 338 | 107.2452 |
| 339 | 107.7187 |
| 340 | 107.7047 |
| 341 | 107.1748 |
| 342 | 107.3873 |
| 343 | 107.4901 |
| 344 | 107.5715 |
| 345 | 107.7855 |
| 346 | 107.8993 |
| 347 | 107.2664 |
| 348 | 107.3192 |
| 349 | 107.5583 |
| 350 | 107.3208 |
| 351 | 107.5381 |
| 352 | 107.5153 |
| 353 | 108.2152 |
| 354 | 107.7516 |
| 355 | 107.4291 |
| 356 | 107.3815 |
| 357 | 107.3806 |
| 358 | 107.4253 |
| 359 | 107.3939 |
| 360 | 107.5046 |
| 361 | 107.5507 |
| 362 | 107.6268 |
| 363 | 107.3096 |
| 364 | 107.0844 |
| 365 | 106.998 |
| 366 | 107.1214 |
| +0.67% |
| 0.40 |
| 40 |
| 11.10 → 02.12 | Long | 67.5% | +0.67% | 0.40 | 40 |
| 10.10 → 01.12 | Long | 67.5% | +0.63% | 0.38 | 40 |
| 12.10 → 02.12 | Long | 67.5% | +0.59% | 0.36 | 40 |
| 10.10 → 05.11 | Long | 67.5% | +0.35% | 0.51 | 40 |
| 10.10 → 08.12 | Long | 65.0% | +0.79% | 0.45 | 40 |