

Forex currencies
Over 1991 to 2025 (35 years of data), USDSGD has tended to move short between 06.10 and 11.10, closing higher in 74.3% of those years for an average +0.16% move and an annualized Sharpe of 1.70.
Best window
06.10 - 11.10
Direction
Short
Win rate
74.3%
Avg return
+0.16%
Sample
35 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 11.10 | Short | 74.3% | +0.16% | 1.70 | 35 |
| 05.10 → 11.10 | Short | 73.5% | +0.28% | 2.27 | 34 |
| 08.10 → 04.11 | Short | 71.4% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.1654 |
| 3 | 100.1779 |
| 4 | 100.1514 |
| 5 | 100.2044 |
| 6 | 100.2195 |
| 7 | 100.2919 |
| 8 | 100.3634 |
| 9 | 100.3407 |
| 10 | 100.2853 |
| 11 | 100.1907 |
| 12 | 100.1242 |
| 13 | 100.1148 |
| 14 | 100.2329 |
| 15 | 100.1662 |
| 16 | 100.1681 |
| 17 | 100.1949 |
| 18 | 100.144 |
| 19 | 100.1519 |
| 20 | 100.1742 |
| 21 | 100.1686 |
| 22 | 100.1252 |
| 23 | 100.0646 |
| 24 | 99.9965 |
| 25 | 99.8968 |
| 26 | 99.9173 |
| 27 | 99.9238 |
| 28 | 99.9688 |
| 29 | 100.0029 |
| 30 | 100.0319 |
| 31 | 100.0132 |
| 32 | 99.9021 |
| 33 | 100.0421 |
| 34 | 99.9456 |
| 35 | 99.931 |
| 36 | 99.9982 |
| 37 | 100.021 |
| 38 | 100.0495 |
| 39 | 100.0994 |
| 40 | 100.0329 |
| 41 | 100.1342 |
| 42 | 100.1181 |
| 43 | 100.0998 |
| 44 | 100.1123 |
| 45 | 100.0098 |
| 46 | 99.9881 |
| 47 | 99.9889 |
| 48 | 100.0185 |
| 49 | 100.0917 |
| 50 | 100.0672 |
| 51 | 100.0962 |
| 52 | 100.1674 |
| 53 | 100.0694 |
| 54 | 100.0658 |
| 55 | 100.0482 |
| 56 | 100.0502 |
| 57 | 100.0954 |
| 58 | 100.173 |
| 59 | 100.1684 |
| 60 | 100.2149 |
| 61 | 100.1898 |
| 62 | 100.1575 |
| 63 | 100.0937 |
| 64 | 100.1009 |
| 65 | 100.1143 |
| 66 | 100.1063 |
| 67 | 100.1973 |
| 68 | 100.1202 |
| 69 | 100.1244 |
| 70 | 100.0966 |
| 71 | 100.0313 |
| 72 | 100.1427 |
| 73 | 100.1532 |
| 74 | 100.2275 |
| 75 | 100.1594 |
| 76 | 100.0223 |
| 77 | 99.9875 |
| 78 | 100.0496 |
| 79 | 100.1962 |
| 80 | 100.1383 |
| 81 | 100.0796 |
| 82 | 100.0633 |
| 83 | 100.1051 |
| 84 | 100.0654 |
| 85 | 100.0062 |
| 86 | 99.9532 |
| 87 | 99.96 |
| 88 | 99.9264 |
| 89 | 99.9467 |
| 90 | 99.8709 |
| 91 | 99.779 |
| 92 | 99.8193 |
| 93 | 99.7046 |
| 94 | 99.7656 |
| 95 | 99.7837 |
| 96 | 99.8558 |
| 97 | 99.8358 |
| 98 | 99.7941 |
| 99 | 99.6706 |
| 100 | 99.6243 |
| 101 | 99.5266 |
| 102 | 99.4517 |
| 103 | 99.4338 |
| 104 | 99.267 |
| 105 | 99.2795 |
| 106 | 99.2292 |
| 107 | 99.2212 |
| 108 | 99.2319 |
| 109 | 99.2466 |
| 110 | 99.2047 |
| 111 | 99.1724 |
| 112 | 99.3109 |
| 113 | 99.2752 |
| 114 | 99.1923 |
| 115 | 99.2757 |
| 116 | 99.2362 |
| 117 | 99.2644 |
| 118 | 99.1598 |
| 119 | 99.0653 |
| 120 | 99.0173 |
| 121 | 99.1114 |
| 122 | 99.0877 |
| 123 | 99.043 |
| 124 | 99.1173 |
| 125 | 99.2211 |
| 126 | 99.1523 |
| 127 | 99.2225 |
| 128 | 99.1515 |
| 129 | 99.2275 |
| 130 | 99.2523 |
| 131 | 99.2907 |
| 132 | 99.4029 |
| 133 | 99.4505 |
| 134 | 99.4545 |
| 135 | 99.5746 |
| 136 | 99.6054 |
| 137 | 99.6385 |
| 138 | 99.6919 |
| 139 | 99.6442 |
| 140 | 99.6572 |
| 141 | 99.5755 |
| 142 | 99.618 |
| 143 | 99.7053 |
| 144 | 99.6114 |
| 145 | 99.6869 |
| 146 | 99.6524 |
| 147 | 99.5858 |
| 148 | 99.693 |
| 149 | 99.6512 |
| 150 | 99.5949 |
| 151 | 99.5651 |
| 152 | 99.6671 |
| 153 | 99.5553 |
| 154 | 99.5288 |
| 155 | 99.4761 |
| 156 | 99.49 |
| 157 | 99.4536 |
| 158 | 99.4387 |
| 159 | 99.4148 |
| 160 | 99.3981 |
| 161 | 99.4623 |
| 162 | 99.426 |
| 163 | 99.4827 |
| 164 | 99.4611 |
| 165 | 99.4634 |
| 166 | 99.5279 |
| 167 | 99.4593 |
| 168 | 99.4682 |
| 169 | 99.4282 |
| 170 | 99.4936 |
| 171 | 99.4769 |
| 172 | 99.4666 |
| 173 | 99.6025 |
| 174 | 99.5731 |
| 175 | 99.6267 |
| 176 | 99.6165 |
| 177 | 99.6497 |
| 178 | 99.6463 |
| 179 | 99.6635 |
| 180 | 99.6286 |
| 181 | 99.4658 |
| 182 | 99.4406 |
| 183 | 99.4836 |
| 184 | 99.4578 |
| 185 | 99.443 |
| 186 | 99.5815 |
| 187 | 99.5306 |
| 188 | 99.5378 |
| 189 | 99.5053 |
| 190 | 99.4368 |
| 191 | 99.3837 |
| 192 | 99.383 |
| 193 | 99.3148 |
| 194 | 99.2505 |
| 195 | 99.2134 |
| 196 | 99.2086 |
| 197 | 99.1824 |
| 198 | 99.2417 |
| 199 | 99.2042 |
| 200 | 99.2388 |
| 201 | 99.1757 |
| 202 | 99.1239 |
| 203 | 99.0115 |
| 204 | 99.0962 |
| 205 | 99.1731 |
| 206 | 99.1214 |
| 207 | 99.0725 |
| 208 | 99.0343 |
| 209 | 98.9628 |
| 210 | 99.0345 |
| 211 | 99.0269 |
| 212 | 99.0241 |
| 213 | 99.0281 |
| 214 | 99.1168 |
| 215 | 99.0155 |
| 216 | 99.0661 |
| 217 | 99.0821 |
| 218 | 99.0687 |
| 219 | 99.1017 |
| 220 | 99.1824 |
| 221 | 99.2379 |
| 222 | 99.2882 |
| 223 | 99.3714 |
| 224 | 99.3989 |
| 225 | 99.3596 |
| 226 | 99.4308 |
| 227 | 99.4947 |
| 228 | 99.5167 |
| 229 | 99.4746 |
| 230 | 99.5099 |
| 231 | 99.5179 |
| 232 | 99.4931 |
| 233 | 99.5405 |
| 234 | 99.4991 |
| 235 | 99.4838 |
| 236 | 99.4784 |
| 237 | 99.4476 |
| 238 | 99.444 |
| 239 | 99.4092 |
| 240 | 99.4256 |
| 241 | 99.3661 |
| 242 | 99.4058 |
| 243 | 99.4558 |
| 244 | 99.4594 |
| 245 | 99.5148 |
| 246 | 99.5225 |
| 247 | 99.5654 |
| 248 | 99.6004 |
| 249 | 99.5371 |
| 250 | 99.469 |
| 251 | 99.3857 |
| 252 | 99.4726 |
| 253 | 99.4642 |
| 254 | 99.4275 |
| 255 | 99.3624 |
| 256 | 99.3736 |
| 257 | 99.3919 |
| 258 | 99.2907 |
| 259 | 99.1697 |
| 260 | 99.2616 |
| 261 | 99.2321 |
| 262 | 99.3233 |
| 263 | 99.2931 |
| 264 | 99.4395 |
| 265 | 99.4317 |
| 266 | 99.4753 |
| 267 | 99.5703 |
| 268 | 99.6071 |
| 269 | 99.7192 |
| 270 | 99.6906 |
| 271 | 99.6963 |
| 272 | 99.6466 |
| 273 | 99.6579 |
| 274 | 99.6572 |
| 275 | 99.7414 |
| 276 | 99.8918 |
| 277 | 99.8217 |
| 278 | 99.7496 |
| 279 | 99.6988 |
| 280 | 99.7315 |
| 281 | 99.6762 |
| 282 | 99.6389 |
| 283 | 99.5476 |
| 284 | 99.5615 |
| 285 | 99.5563 |
| 286 | 99.4703 |
| 287 | 99.2191 |
| 288 | 99.2749 |
| 289 | 99.3342 |
| 290 | 99.3488 |
| 291 | 99.3351 |
| 292 | 99.381 |
| 293 | 99.3406 |
| 294 | 99.372 |
| 295 | 99.4402 |
| 296 | 99.497 |
| 297 | 99.5314 |
| 298 | 99.4938 |
| 299 | 99.4355 |
| 300 | 99.3895 |
| 301 | 99.44 |
| 302 | 99.3951 |
| 303 | 99.3912 |
| 304 | 99.4363 |
| 305 | 99.5004 |
| 306 | 99.4918 |
| 307 | 99.409 |
| 308 | 99.3215 |
| 309 | 99.3178 |
| 310 | 99.3293 |
| 311 | 99.4163 |
| 312 | 99.3463 |
| 313 | 99.4775 |
| 314 | 99.4726 |
| 315 | 99.4745 |
| 316 | 99.6484 |
| 317 | 99.6095 |
| 318 | 99.6395 |
| 319 | 99.7341 |
| 320 | 99.6935 |
| 321 | 99.7206 |
| 322 | 99.7152 |
| 323 | 99.745 |
| 324 | 99.7467 |
| 325 | 99.8411 |
| 326 | 99.8025 |
| 327 | 99.8783 |
| 328 | 99.8386 |
| 329 | 99.7079 |
| 330 | 99.7778 |
| 331 | 99.7869 |
| 332 | 99.7342 |
| 333 | 99.7188 |
| 334 | 99.61 |
| 335 | 99.5439 |
| 336 | 99.5925 |
| 337 | 99.5015 |
| 338 | 99.4862 |
| 339 | 99.59 |
| 340 | 99.5425 |
| 341 | 99.5748 |
| 342 | 99.6474 |
| 343 | 99.579 |
| 344 | 99.5135 |
| 345 | 99.5808 |
| 346 | 99.588 |
| 347 | 99.4984 |
| 348 | 99.5369 |
| 349 | 99.6471 |
| 350 | 99.5931 |
| 351 | 99.6709 |
| 352 | 99.5386 |
| 353 | 99.6376 |
| 354 | 99.6725 |
| 355 | 99.5868 |
| 356 | 99.5249 |
| 357 | 99.516 |
| 358 | 99.4415 |
| 359 | 99.4352 |
| 360 | 99.4188 |
| 361 | 99.3902 |
| 362 | 99.3807 |
| 363 | 99.3466 |
| 364 | 99.2519 |
| 365 | 99.1367 |
| 366 | 99.1077 |
| +0.40% |
| 1.23 |
| 35 |
| 08.10 → 05.11 | Short | 71.4% | +0.36% | 1.05 | 35 |
| 05.10 → 15.11 | Short | 71.4% | +0.18% | 0.29 | 35 |
| 07.10 → 11.10 | Short | 71.4% | +0.15% | 1.87 | 35 |
| 06.10 → 04.11 | Short | 68.6% | +0.43% | 1.18 | 35 |
| 07.10 → 04.11 | Short | 68.6% | +0.41% | 1.16 | 35 |