

Forex currencies
Over 1999 to 2025 (27 years of data), USDPLN has tended to move short between 10.10 and 14.10, closing higher in 74.1% of those years for an average +0.65% move and an annualized Sharpe of 3.53.
Best window
10.10 - 14.10
Direction
Short
Win rate
74.1%
Avg return
+0.65%
Sample
27 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 14.10 | Short | 74.1% | +0.65% | 3.53 | 27 |
| 05.10 → 13.10 | Short | 74.1% | +0.56% | 1.98 | 27 |
| 11.10 → 14.10 | Short | 74.1% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.3386 |
| 3 | 100.4648 |
| 4 | 100.4606 |
| 5 | 100.6682 |
| 6 | 100.5593 |
| 7 | 100.646 |
| 8 | 100.6443 |
| 9 | 100.6792 |
| 10 | 100.3824 |
| 11 | 100.3569 |
| 12 | 100.1951 |
| 13 | 100.2912 |
| 14 | 100.2894 |
| 15 | 100.7892 |
| 16 | 101.0188 |
| 17 | 100.9989 |
| 18 | 100.924 |
| 19 | 100.8839 |
| 20 | 101.1182 |
| 21 | 101.0563 |
| 22 | 100.9997 |
| 23 | 100.8804 |
| 24 | 100.8135 |
| 25 | 100.8245 |
| 26 | 100.644 |
| 27 | 100.6839 |
| 28 | 100.7197 |
| 29 | 100.8802 |
| 30 | 101.0212 |
| 31 | 100.7689 |
| 32 | 100.2804 |
| 33 | 100.4873 |
| 34 | 100.5228 |
| 35 | 100.7325 |
| 36 | 100.7353 |
| 37 | 100.7273 |
| 38 | 100.86 |
| 39 | 100.9254 |
| 40 | 100.6179 |
| 41 | 100.9647 |
| 42 | 101.0092 |
| 43 | 100.9968 |
| 44 | 101.0177 |
| 45 | 100.9442 |
| 46 | 100.8814 |
| 47 | 100.9952 |
| 48 | 101.2227 |
| 49 | 101.2102 |
| 50 | 100.9648 |
| 51 | 100.8395 |
| 52 | 100.9126 |
| 53 | 101.0079 |
| 54 | 101.0248 |
| 55 | 100.9114 |
| 56 | 100.9553 |
| 57 | 101.0376 |
| 58 | 101.0104 |
| 59 | 100.8201 |
| 60 | 101.0975 |
| 61 | 101.1759 |
| 62 | 101.3185 |
| 63 | 101.2662 |
| 64 | 101.3476 |
| 65 | 101.2449 |
| 66 | 101.4013 |
| 67 | 101.3689 |
| 68 | 100.9374 |
| 69 | 101.0586 |
| 70 | 100.9765 |
| 71 | 100.6988 |
| 72 | 100.8607 |
| 73 | 100.7739 |
| 74 | 100.9201 |
| 75 | 100.6549 |
| 76 | 100.4273 |
| 77 | 100.3131 |
| 78 | 100.625 |
| 79 | 100.7461 |
| 80 | 100.6158 |
| 81 | 100.5219 |
| 82 | 100.6018 |
| 83 | 100.8313 |
| 84 | 100.817 |
| 85 | 100.6719 |
| 86 | 100.6836 |
| 87 | 100.6596 |
| 88 | 100.6042 |
| 89 | 100.6056 |
| 90 | 100.511 |
| 91 | 100.1761 |
| 92 | 100.0924 |
| 93 | 99.9528 |
| 94 | 100.0316 |
| 95 | 99.93 |
| 96 | 100.1032 |
| 97 | 100.1248 |
| 98 | 99.7623 |
| 99 | 99.5409 |
| 100 | 99.3955 |
| 101 | 99.4547 |
| 102 | 99.2831 |
| 103 | 99.1367 |
| 104 | 99.1064 |
| 105 | 99.115 |
| 106 | 99.1338 |
| 107 | 99.3078 |
| 108 | 99.2508 |
| 109 | 99.3524 |
| 110 | 99.3097 |
| 111 | 99.166 |
| 112 | 99.461 |
| 113 | 99.6108 |
| 114 | 99.5279 |
| 115 | 99.6301 |
| 116 | 99.7129 |
| 117 | 99.9051 |
| 118 | 99.6302 |
| 119 | 99.3184 |
| 120 | 99.355 |
| 121 | 99.453 |
| 122 | 99.4249 |
| 123 | 99.4422 |
| 124 | 99.5511 |
| 125 | 99.8625 |
| 126 | 100.1291 |
| 127 | 100.0723 |
| 128 | 100.0099 |
| 129 | 99.9493 |
| 130 | 99.9173 |
| 131 | 100.1279 |
| 132 | 100.2213 |
| 133 | 100.3162 |
| 134 | 100.4883 |
| 135 | 100.6842 |
| 136 | 100.5973 |
| 137 | 100.5521 |
| 138 | 100.7601 |
| 139 | 100.4601 |
| 140 | 100.4384 |
| 141 | 100.2722 |
| 142 | 100.2692 |
| 143 | 100.493 |
| 144 | 100.5743 |
| 145 | 100.6459 |
| 146 | 100.8463 |
| 147 | 100.503 |
| 148 | 100.6421 |
| 149 | 100.5572 |
| 150 | 100.5677 |
| 151 | 100.5171 |
| 152 | 100.5525 |
| 153 | 100.1357 |
| 154 | 100.2872 |
| 155 | 100.2372 |
| 156 | 100.4172 |
| 157 | 100.3303 |
| 158 | 100.0562 |
| 159 | 99.9649 |
| 160 | 99.9263 |
| 161 | 100.0163 |
| 162 | 100.044 |
| 163 | 100.3519 |
| 164 | 100.2727 |
| 165 | 100.4119 |
| 166 | 100.6346 |
| 167 | 100.5087 |
| 168 | 100.5195 |
| 169 | 100.4805 |
| 170 | 100.6398 |
| 171 | 100.6121 |
| 172 | 100.4721 |
| 173 | 100.754 |
| 174 | 100.6213 |
| 175 | 100.6408 |
| 176 | 100.7409 |
| 177 | 100.7696 |
| 178 | 100.6805 |
| 179 | 100.8998 |
| 180 | 100.6724 |
| 181 | 100.4043 |
| 182 | 100.0996 |
| 183 | 100.2489 |
| 184 | 100.1177 |
| 185 | 100.105 |
| 186 | 100.4605 |
| 187 | 100.5668 |
| 188 | 100.641 |
| 189 | 100.6381 |
| 190 | 100.4375 |
| 191 | 100.1739 |
| 192 | 100.3959 |
| 193 | 100.3121 |
| 194 | 100.2017 |
| 195 | 99.9928 |
| 196 | 99.8308 |
| 197 | 99.8313 |
| 198 | 99.9274 |
| 199 | 99.8812 |
| 200 | 99.7501 |
| 201 | 99.5879 |
| 202 | 99.5768 |
| 203 | 99.297 |
| 204 | 99.3679 |
| 205 | 99.5481 |
| 206 | 99.4727 |
| 207 | 99.3126 |
| 208 | 99.1621 |
| 209 | 99.0989 |
| 210 | 99.1126 |
| 211 | 99.0869 |
| 212 | 99.0607 |
| 213 | 99.1457 |
| 214 | 99.1788 |
| 215 | 98.8431 |
| 216 | 98.8624 |
| 217 | 98.7667 |
| 218 | 98.8515 |
| 219 | 98.8471 |
| 220 | 99.0376 |
| 221 | 99.1981 |
| 222 | 99.4943 |
| 223 | 99.634 |
| 224 | 99.6077 |
| 225 | 99.5076 |
| 226 | 99.8124 |
| 227 | 99.9966 |
| 228 | 99.9374 |
| 229 | 99.7849 |
| 230 | 99.9558 |
| 231 | 99.9623 |
| 232 | 99.9591 |
| 233 | 99.8369 |
| 234 | 99.7727 |
| 235 | 99.7748 |
| 236 | 99.6336 |
| 237 | 99.563 |
| 238 | 99.6631 |
| 239 | 99.761 |
| 240 | 99.8547 |
| 241 | 99.7727 |
| 242 | 99.9908 |
| 243 | 100.1035 |
| 244 | 100.1572 |
| 245 | 100.2705 |
| 246 | 100.2037 |
| 247 | 100.337 |
| 248 | 100.5531 |
| 249 | 100.7133 |
| 250 | 100.602 |
| 251 | 100.38 |
| 252 | 100.676 |
| 253 | 100.6335 |
| 254 | 100.5528 |
| 255 | 100.3513 |
| 256 | 100.2005 |
| 257 | 100.2279 |
| 258 | 99.9068 |
| 259 | 99.9242 |
| 260 | 99.9484 |
| 261 | 99.9448 |
| 262 | 100.0384 |
| 263 | 100.001 |
| 264 | 100.306 |
| 265 | 100.2576 |
| 266 | 100.187 |
| 267 | 100.365 |
| 268 | 100.5423 |
| 269 | 100.8185 |
| 270 | 100.9148 |
| 271 | 100.94 |
| 272 | 100.9253 |
| 273 | 101.0265 |
| 274 | 101.1588 |
| 275 | 101.1202 |
| 276 | 101.378 |
| 277 | 101.1347 |
| 278 | 101.0363 |
| 279 | 100.9009 |
| 280 | 101.2355 |
| 281 | 101.1124 |
| 282 | 101.1238 |
| 283 | 101.0848 |
| 284 | 100.9835 |
| 285 | 100.8973 |
| 286 | 100.5713 |
| 287 | 100.5088 |
| 288 | 100.3289 |
| 289 | 100.5876 |
| 290 | 100.4567 |
| 291 | 100.5195 |
| 292 | 100.58 |
| 293 | 100.5061 |
| 294 | 100.6125 |
| 295 | 101.0248 |
| 296 | 101.3072 |
| 297 | 101.47 |
| 298 | 101.4591 |
| 299 | 101.4669 |
| 300 | 101.4758 |
| 301 | 101.7344 |
| 302 | 101.3673 |
| 303 | 101.173 |
| 304 | 101.5917 |
| 305 | 101.666 |
| 306 | 101.4664 |
| 307 | 101.2756 |
| 308 | 101.0653 |
| 309 | 101.0555 |
| 310 | 101.0443 |
| 311 | 101.3268 |
| 312 | 101.3116 |
| 313 | 101.5567 |
| 314 | 101.4354 |
| 315 | 101.5558 |
| 316 | 101.9971 |
| 317 | 101.849 |
| 318 | 101.579 |
| 319 | 101.8021 |
| 320 | 101.7754 |
| 321 | 101.9729 |
| 322 | 101.8844 |
| 323 | 102.0632 |
| 324 | 102.0813 |
| 325 | 102.2635 |
| 326 | 102.2333 |
| 327 | 102.3418 |
| 328 | 102.2878 |
| 329 | 102.0572 |
| 330 | 102.1006 |
| 331 | 102.0879 |
| 332 | 101.8663 |
| 333 | 102.1387 |
| 334 | 101.9823 |
| 335 | 101.7779 |
| 336 | 101.6702 |
| 337 | 101.4126 |
| 338 | 101.4466 |
| 339 | 101.5579 |
| 340 | 101.4886 |
| 341 | 101.6173 |
| 342 | 101.7298 |
| 343 | 101.6653 |
| 344 | 101.6918 |
| 345 | 101.7703 |
| 346 | 101.6199 |
| 347 | 101.5664 |
| 348 | 101.534 |
| 349 | 101.646 |
| 350 | 101.5431 |
| 351 | 101.7059 |
| 352 | 101.6296 |
| 353 | 101.7557 |
| 354 | 101.8353 |
| 355 | 101.7672 |
| 356 | 101.6247 |
| 357 | 101.7386 |
| 358 | 101.5345 |
| 359 | 101.5402 |
| 360 | 101.5117 |
| 361 | 101.2798 |
| 362 | 101.3362 |
| 363 | 101.1598 |
| 364 | 101.1826 |
| 365 | 101.2173 |
| 366 | 101.5389 |
| +0.45% |
| 3.71 |
| 27 |
| 06.10 → 12.10 | Short | 74.1% | +0.22% | 0.96 | 27 |
| 07.10 → 14.10 | Short | 70.4% | +0.56% | 2.58 | 27 |
| 05.10 → 16.10 | Short | 70.4% | +0.51% | 1.32 | 27 |
| 06.10 → 14.10 | Short | 70.4% | +0.50% | 1.79 | 27 |
| 10.10 → 15.10 | Short | 70.4% | +0.48% | 2.46 | 27 |