

Forex currencies
Over 2001 to 2025 (25 years of data), USDTRY has tended to move long between 06.10 and 23.11, closing higher in 68.0% of those years for an average +2.79% move and an annualized Sharpe of 0.72.
Best window
06.10 - 23.11
Direction
Long
Win rate
68.0%
Avg return
+2.79%
Sample
25 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 23.11 | Long | 68.0% | +2.79% | 0.72 | 25 |
| 06.10 → 24.11 | Long | 68.0% | +2.62% | 0.74 | 25 |
| 06.10 → 25.11 | Long | 68.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.2931 |
| 3 | 100.3614 |
| 4 | 100.2808 |
| 5 | 100.4841 |
| 6 | 100.4725 |
| 7 | 100.6955 |
| 8 | 100.7642 |
| 9 | 100.7875 |
| 10 | 100.8543 |
| 11 | 100.9525 |
| 12 | 100.6016 |
| 13 | 100.6594 |
| 14 | 100.7314 |
| 15 | 100.8903 |
| 16 | 101.1337 |
| 17 | 101.0933 |
| 18 | 101.054 |
| 19 | 101.183 |
| 20 | 101.3382 |
| 21 | 101.5306 |
| 22 | 101.4335 |
| 23 | 101.4498 |
| 24 | 101.4719 |
| 25 | 101.6708 |
| 26 | 101.5229 |
| 27 | 101.4634 |
| 28 | 101.3413 |
| 29 | 101.5777 |
| 30 | 101.4497 |
| 31 | 101.1041 |
| 32 | 100.823 |
| 33 | 100.9251 |
| 34 | 100.8116 |
| 35 | 100.9179 |
| 36 | 100.896 |
| 37 | 100.9179 |
| 38 | 101.1871 |
| 39 | 101.2877 |
| 40 | 101.1874 |
| 41 | 101.3682 |
| 42 | 101.341 |
| 43 | 101.2638 |
| 44 | 101.1697 |
| 45 | 101.1598 |
| 46 | 101.111 |
| 47 | 101.1198 |
| 48 | 101.1062 |
| 49 | 101.1573 |
| 50 | 101.2214 |
| 51 | 101.3872 |
| 52 | 101.4615 |
| 53 | 101.5635 |
| 54 | 101.7658 |
| 55 | 101.909 |
| 56 | 102.0776 |
| 57 | 102.2627 |
| 58 | 102.5493 |
| 59 | 102.4757 |
| 60 | 102.6233 |
| 61 | 103.0226 |
| 62 | 103.0507 |
| 63 | 103.0324 |
| 64 | 103.3774 |
| 65 | 103.3653 |
| 66 | 103.7453 |
| 67 | 103.9728 |
| 68 | 103.8892 |
| 69 | 103.8171 |
| 70 | 103.7506 |
| 71 | 103.4979 |
| 72 | 103.9721 |
| 73 | 103.8282 |
| 74 | 103.7981 |
| 75 | 103.6736 |
| 76 | 103.7877 |
| 77 | 103.6251 |
| 78 | 103.9397 |
| 79 | 103.915 |
| 80 | 104.5186 |
| 81 | 104.5783 |
| 82 | 104.5459 |
| 83 | 104.446 |
| 84 | 104.2337 |
| 85 | 104.1773 |
| 86 | 104.3512 |
| 87 | 104.7016 |
| 88 | 104.6399 |
| 89 | 104.6915 |
| 90 | 104.4385 |
| 91 | 104.2093 |
| 92 | 104.2014 |
| 93 | 103.9746 |
| 94 | 104.0523 |
| 95 | 104.0685 |
| 96 | 104.1305 |
| 97 | 104.2763 |
| 98 | 104.2018 |
| 99 | 104.2587 |
| 100 | 104.3678 |
| 101 | 104.4365 |
| 102 | 104.3814 |
| 103 | 104.4043 |
| 104 | 104.6918 |
| 105 | 104.8681 |
| 106 | 104.8023 |
| 107 | 104.8733 |
| 108 | 104.8699 |
| 109 | 104.8715 |
| 110 | 104.9727 |
| 111 | 105.0203 |
| 112 | 105.2575 |
| 113 | 105.2795 |
| 114 | 105.0578 |
| 115 | 105.0704 |
| 116 | 104.8893 |
| 117 | 104.8307 |
| 118 | 104.6824 |
| 119 | 104.531 |
| 120 | 104.7971 |
| 121 | 104.8185 |
| 122 | 104.8648 |
| 123 | 104.9666 |
| 124 | 105.1317 |
| 125 | 105.4433 |
| 126 | 105.6138 |
| 127 | 105.5605 |
| 128 | 105.5889 |
| 129 | 105.766 |
| 130 | 105.7133 |
| 131 | 105.8768 |
| 132 | 105.8729 |
| 133 | 105.9815 |
| 134 | 105.8781 |
| 135 | 106.0828 |
| 136 | 106.0977 |
| 137 | 106.2466 |
| 138 | 106.2973 |
| 139 | 106.3182 |
| 140 | 106.3032 |
| 141 | 106.4419 |
| 142 | 106.8106 |
| 143 | 106.7229 |
| 144 | 107.0118 |
| 145 | 107.0364 |
| 146 | 107.1797 |
| 147 | 107.0531 |
| 148 | 107.0352 |
| 149 | 106.9684 |
| 150 | 106.7952 |
| 151 | 106.855 |
| 152 | 107.1372 |
| 153 | 107.0837 |
| 154 | 107.2075 |
| 155 | 106.9884 |
| 156 | 107.1475 |
| 157 | 107.3825 |
| 158 | 107.9065 |
| 159 | 108.0448 |
| 160 | 108.0041 |
| 161 | 107.8162 |
| 162 | 107.884 |
| 163 | 108.0943 |
| 164 | 108.1577 |
| 165 | 108.2778 |
| 166 | 108.5015 |
| 167 | 108.6158 |
| 168 | 108.6184 |
| 169 | 108.3114 |
| 170 | 108.464 |
| 171 | 108.4685 |
| 172 | 108.6529 |
| 173 | 108.9769 |
| 174 | 108.9378 |
| 175 | 108.7503 |
| 176 | 108.9117 |
| 177 | 108.8801 |
| 178 | 108.8466 |
| 179 | 108.8974 |
| 180 | 108.9367 |
| 181 | 108.7178 |
| 182 | 108.4846 |
| 183 | 108.5331 |
| 184 | 108.6721 |
| 185 | 108.6568 |
| 186 | 108.9589 |
| 187 | 109.0141 |
| 188 | 109.1537 |
| 189 | 109.1216 |
| 190 | 109.0185 |
| 191 | 109.0367 |
| 192 | 109.3484 |
| 193 | 109.2909 |
| 194 | 109.1587 |
| 195 | 109.0685 |
| 196 | 108.9177 |
| 197 | 109.0777 |
| 198 | 109.0071 |
| 199 | 109.0254 |
| 200 | 109.0005 |
| 201 | 109.1263 |
| 202 | 109.2678 |
| 203 | 109.2056 |
| 204 | 109.1319 |
| 205 | 109.5088 |
| 206 | 109.458 |
| 207 | 109.6494 |
| 208 | 109.5512 |
| 209 | 109.5016 |
| 210 | 109.5802 |
| 211 | 109.446 |
| 212 | 109.3668 |
| 213 | 109.4212 |
| 214 | 109.4276 |
| 215 | 109.3853 |
| 216 | 109.5839 |
| 217 | 109.6688 |
| 218 | 109.9146 |
| 219 | 110.0977 |
| 220 | 110.1837 |
| 221 | 110.6132 |
| 222 | 111.4765 |
| 223 | 111.7531 |
| 224 | 111.9209 |
| 225 | 112.1908 |
| 226 | 111.9765 |
| 227 | 111.8075 |
| 228 | 111.7633 |
| 229 | 111.8424 |
| 230 | 111.9281 |
| 231 | 112.179 |
| 232 | 112.3671 |
| 233 | 112.3974 |
| 234 | 112.3058 |
| 235 | 112.3512 |
| 236 | 112.0384 |
| 237 | 112.107 |
| 238 | 112.075 |
| 239 | 112.3092 |
| 240 | 112.4742 |
| 241 | 112.4842 |
| 242 | 112.8667 |
| 243 | 112.6179 |
| 244 | 112.5837 |
| 245 | 112.6692 |
| 246 | 112.7269 |
| 247 | 112.8945 |
| 248 | 113.107 |
| 249 | 113.0073 |
| 250 | 112.8889 |
| 251 | 112.9965 |
| 252 | 113.1969 |
| 253 | 113.1765 |
| 254 | 113.1778 |
| 255 | 113.1774 |
| 256 | 112.7916 |
| 257 | 112.7997 |
| 258 | 112.6473 |
| 259 | 112.6762 |
| 260 | 113.0426 |
| 261 | 113.0586 |
| 262 | 113.1506 |
| 263 | 113.0538 |
| 264 | 113.1856 |
| 265 | 113.2644 |
| 266 | 113.3195 |
| 267 | 113.4085 |
| 268 | 113.5172 |
| 269 | 113.5032 |
| 270 | 113.4036 |
| 271 | 113.5376 |
| 272 | 113.6421 |
| 273 | 113.6343 |
| 274 | 113.5961 |
| 275 | 113.4821 |
| 276 | 113.9641 |
| 277 | 114.1239 |
| 278 | 113.8254 |
| 279 | 113.6396 |
| 280 | 114.1758 |
| 281 | 114.2951 |
| 282 | 114.5332 |
| 283 | 114.4102 |
| 284 | 114.455 |
| 285 | 114.3187 |
| 286 | 114.4745 |
| 287 | 114.2101 |
| 288 | 114.2559 |
| 289 | 114.6366 |
| 290 | 114.4716 |
| 291 | 114.5621 |
| 292 | 114.7458 |
| 293 | 114.5227 |
| 294 | 114.7963 |
| 295 | 115.0659 |
| 296 | 115.6541 |
| 297 | 115.5315 |
| 298 | 115.408 |
| 299 | 115.3692 |
| 300 | 115.4572 |
| 301 | 115.4258 |
| 302 | 115.1958 |
| 303 | 114.8974 |
| 304 | 115.1536 |
| 305 | 115.172 |
| 306 | 115.0588 |
| 307 | 115.1114 |
| 308 | 115.1945 |
| 309 | 114.9943 |
| 310 | 115.2013 |
| 311 | 115.5489 |
| 312 | 115.6474 |
| 313 | 115.8067 |
| 314 | 115.7297 |
| 315 | 115.7662 |
| 316 | 115.9909 |
| 317 | 115.8792 |
| 318 | 115.7684 |
| 319 | 115.9524 |
| 320 | 116.0729 |
| 321 | 116.3649 |
| 322 | 116.5233 |
| 323 | 116.787 |
| 324 | 117.031 |
| 325 | 117.239 |
| 326 | 116.9954 |
| 327 | 117.9254 |
| 328 | 117.9482 |
| 329 | 117.8178 |
| 330 | 118.3022 |
| 331 | 118.1555 |
| 332 | 117.8737 |
| 333 | 117.9995 |
| 334 | 118.068 |
| 335 | 117.8711 |
| 336 | 118.356 |
| 337 | 118.3903 |
| 338 | 118.4006 |
| 339 | 118.3253 |
| 340 | 118.5506 |
| 341 | 118.2979 |
| 342 | 118.4009 |
| 343 | 118.5993 |
| 344 | 118.6469 |
| 345 | 118.9525 |
| 346 | 118.9544 |
| 347 | 118.9502 |
| 348 | 119.5099 |
| 349 | 119.9104 |
| 350 | 120.1557 |
| 351 | 120.4697 |
| 352 | 120.3314 |
| 353 | 120.2644 |
| 354 | 119.8274 |
| 355 | 118.762 |
| 356 | 118.705 |
| 357 | 118.3569 |
| 358 | 117.7833 |
| 359 | 117.8087 |
| 360 | 117.9616 |
| 361 | 118.4178 |
| 362 | 118.6021 |
| 363 | 118.879 |
| 364 | 118.9907 |
| 365 | 119.0008 |
| 366 | 119.4009 |
| +2.49% |
| 0.71 |
| 25 |
| 09.10 → 29.10 | Long | 68.0% | +0.76% | 0.90 | 25 |
| 09.10 → 30.10 | Long | 68.0% | +0.61% | 0.69 | 25 |
| 10.10 → 15.10 | Long | 66.7% | +0.30% | 1.29 | 24 |
| 06.10 → 04.12 | Long | 64.0% | +3.00% | 0.59 | 25 |
| 06.10 → 27.11 | Long | 64.0% | +2.97% | 0.73 | 25 |