

Over 1991 to 2025 (35 years of data), USDZAR has tended to move long between 28.07 and 24.08, closing higher in 82.3% of those years for an average +12.03% move and an annualized Sharpe of 0.78.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0436 |
| 3 | 100.0864 |
| 4 | 100.1767 |
| 5 | 100.2167 |
| 6 | 99.7419 |
| 7 | 99.7645 |
| 8 | 100.0165 |
| 9 | 99.8342 |
| 10 | 100.1934 |
| 11 | 99.9325 |
| 12 | 99.2886 |
| 13 | 99.374 |
| 14 | 99.3123 |
| 15 | 99.1123 |
| 16 | 99.7249 |
| 17 | 99.81 |
| 18 | 99.976 |
| 19 | 99.9598 |
| 20 | 99.4583 |
| 21 | 99.1218 |
| 22 | 99.1613 |
| 23 | 98.9868 |
| 24 | 98.8508 |
| 25 | 98.724 |
| 26 | 98.9122 |
| 27 | 99.3977 |
| 28 | 99.0985 |
| 29 | 98.9807 |
| 30 | 99.2262 |
| 31 | 99.3859 |
| 32 | 98.8353 |
| 33 | 99.5341 |
| 34 | 99.4035 |
| 35 | 99.8244 |
| 36 | 100.0616 |
| 37 | 99.515 |
| 38 | 99.3615 |
| 39 | 99.6376 |
| 40 | 99.5349 |
| 41 | 99.536 |
| 42 | 99.5877 |
| 43 | 99.7392 |
| 44 | 99.7782 |
| 45 | 99.4043 |
| 46 | 99.4379 |
| 47 | 99.4679 |
| 48 | 99.4581 |
| 49 | 99.6792 |
| 50 | 100.0293 |
| 51 | 99.683 |
| 52 | 99.8226 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.08 | Long | 82.3% | +12.03% | 0.78 | 34 |
| 24.07 → 26.08 | Long | 82.3% | +11.93% | 0.69 | 34 |
| 28.07 → 23.08 | Long | 82.3% | +11.92% | 0.79 | 34 |
| 25.07 → 20.08 | Long | 82.3% | +11.81% | 0.79 | 34 |
| 25.07 → 26.08 | Long | 82.3% | +11.80% | 0.70 | 34 |
| 28.07 → 22.08 | Long | 82.3% | +11.57% | 0.81 | 34 |
| 28.07 → 21.08 | Long | 82.3% |
| 53 |
|---|
| 99.9138 |
| 54 | 100.2307 |
|---|
| 55 | 100.6869 |
|---|
| 56 | 100.3417 |
|---|
| 57 | 100.3885 |
|---|
| 58 | 100.5115 |
|---|
| 59 | 100.859 |
|---|
| 60 | 100.7314 |
|---|
| 61 | 100.6395 |
|---|
| 62 | 100.8329 |
|---|
| 63 | 100.6669 |
|---|
| 64 | 100.8155 |
|---|
| 65 | 100.5088 |
|---|
| 66 | 100.9477 |
|---|
| 67 | 101.0041 |
|---|
| 68 | 100.079 |
|---|
| 69 | 99.9114 |
|---|
| 70 | 100.228 |
|---|
| 71 | 100.3257 |
|---|
| 72 | 100.4711 |
|---|
| 73 | 100.2693 |
|---|
| 74 | 100.6179 |
|---|
| 75 | 100.2294 |
|---|
| 76 | 100.0503 |
|---|
| 77 | 100.5076 |
|---|
| 78 | 100.3849 |
|---|
| 79 | 100.8642 |
|---|
| 80 | 100.6262 |
|---|
| 81 | 100.388 |
|---|
| 82 | 100.1289 |
|---|
| 83 | 99.9828 |
|---|
| 84 | 100.1178 |
|---|
| 85 | 100.1762 |
|---|
| 86 | 100.4163 |
|---|
| 87 | 100.5359 |
|---|
| 88 | 100.3464 |
|---|
| 89 | 99.9612 |
|---|
| 90 | 99.5443 |
|---|
| 91 | 99.7393 |
|---|
| 92 | 100.5613 |
|---|
| 93 | 100.1395 |
|---|
| 94 | 100.398 |
|---|
| 95 | 100.7993 |
|---|
| 96 | 100.9932 |
|---|
| 97 | 100.7751 |
|---|
| 98 | 100.8757 |
|---|
| 99 | 100.4204 |
|---|
| 100 | 100.5513 |
|---|
| 101 | 100.2046 |
|---|
| 102 | 100.4444 |
|---|
| 103 | 100.0664 |
|---|
| 104 | 99.8142 |
|---|
| 105 | 100.032 |
|---|
| 106 | 100.0914 |
|---|
| 107 | 100.1989 |
|---|
| 108 | 100.1056 |
|---|
| 109 | 100.8593 |
|---|
| 110 | 100.5848 |
|---|
| 111 | 101.1359 |
|---|
| 112 | 101.3188 |
|---|
| 113 | 101.7061 |
|---|
| 114 | 101.6789 |
|---|
| 115 | 102.0125 |
|---|
| 116 | 102.1323 |
|---|
| 117 | 101.7954 |
|---|
| 118 | 101.6588 |
|---|
| 119 | 101.81 |
|---|
| 120 | 101.571 |
|---|
| 121 | 101.6488 |
|---|
| 122 | 101.6895 |
|---|
| 123 | 101.1097 |
|---|
| 124 | 100.9556 |
|---|
| 125 | 101.2657 |
|---|
| 126 | 100.9943 |
|---|
| 127 | 101.1362 |
|---|
| 128 | 101.0405 |
|---|
| 129 | 101.5105 |
|---|
| 130 | 101.5736 |
|---|
| 131 | 101.9505 |
|---|
| 132 | 102.1883 |
|---|
| 133 | 102.2152 |
|---|
| 134 | 102.052 |
|---|
| 135 | 101.9302 |
|---|
| 136 | 101.8555 |
|---|
| 137 | 101.6727 |
|---|
| 138 | 101.7592 |
|---|
| 139 | 101.7461 |
|---|
| 140 | 101.2901 |
|---|
| 141 | 101.3407 |
|---|
| 142 | 101.0655 |
|---|
| 143 | 101.0247 |
|---|
| 144 | 100.9328 |
|---|
| 145 | 101.4767 |
|---|
| 146 | 101.3869 |
|---|
| 147 | 101.3727 |
|---|
| 148 | 101.1936 |
|---|
| 149 | 100.8755 |
|---|
| 150 | 101.167 |
|---|
| 151 | 101.7443 |
|---|
| 152 | 101.6926 |
|---|
| 153 | 101.1482 |
|---|
| 154 | 101.4084 |
|---|
| 155 | 101.1515 |
|---|
| 156 | 101.2357 |
|---|
| 157 | 101.3366 |
|---|
| 158 | 101.1619 |
|---|
| 159 | 100.6737 |
|---|
| 160 | 100.7379 |
|---|
| 161 | 101.2516 |
|---|
| 162 | 100.7124 |
|---|
| 163 | 100.4846 |
|---|
| 164 | 100.8529 |
|---|
| 165 | 100.2998 |
|---|
| 166 | 99.8179 |
|---|
| 167 | 99.8614 |
|---|
| 168 | 100.3376 |
|---|
| 169 | 100.4077 |
|---|
| 170 | 100.1139 |
|---|
| 171 | 100.206 |
|---|
| 172 | 100.1054 |
|---|
| 173 | 100.3195 |
|---|
| 174 | 100.4483 |
|---|
| 175 | 100.2284 |
|---|
| 176 | 100.2729 |
|---|
| 177 | 100.4009 |
|---|
| 178 | 100.1578 |
|---|
| 179 | 100.9779 |
|---|
| 180 | 100.8845 |
|---|
| 181 | 100.9202 |
|---|
| 182 | 100.7788 |
|---|
| 183 | 100.9166 |
|---|
| 184 | 100.9204 |
|---|
| 185 | 100.6908 |
|---|
| 186 | 100.9267 |
|---|
| 187 | 101.4648 |
|---|
| 188 | 101.4346 |
|---|
| 189 | 101.5211 |
|---|
| 190 | 101.492 |
|---|
| 191 | 101.4006 |
|---|
| 192 | 101.4694 |
|---|
| 193 | 100.8939 |
|---|
| 194 | 100.5565 |
|---|
| 195 | 100.8868 |
|---|
| 196 | 100.8732 |
|---|
| 197 | 101.0639 |
|---|
| 198 | 100.7948 |
|---|
| 199 | 100.7189 |
|---|
| 200 | 100.7046 |
|---|
| 201 | 100.867 |
|---|
| 202 | 100.6419 |
|---|
| 203 | 100.2734 |
|---|
| 204 | 100.3358 |
|---|
| 205 | 100.3431 |
|---|
| 206 | 100.1242 |
|---|
| 207 | 100.3283 |
|---|
| 208 | 100.2612 |
|---|
| 209 | 99.9354 |
|---|
| 210 | 100.0281 |
|---|
| 211 | 100.3206 |
|---|
| 212 | 100.8181 |
|---|
| 213 | 100.8395 |
|---|
| 214 | 101.5365 |
|---|
| 215 | 101.5777 |
|---|
| 216 | 101.0604 |
|---|
| 217 | 101.3135 |
|---|
| 218 | 101.3056 |
|---|
| 219 | 101.5667 |
|---|
| 220 | 101.5111 |
|---|
| 221 | 101.4913 |
|---|
| 222 | 100.7844 |
|---|
| 223 | 101.0089 |
|---|
| 224 | 100.7464 |
|---|
| 225 | 100.589 |
|---|
| 226 | 100.6879 |
|---|
| 227 | 100.971 |
|---|
| 228 | 100.8507 |
|---|
| 229 | 100.9106 |
|---|
| 230 | 101.1172 |
|---|
| 231 | 101.3824 |
|---|
| 232 | 101.2049 |
|---|
| 233 | 101.3904 |
|---|
| 234 | 100.8174 |
|---|
| 235 | 100.665 |
|---|
| 236 | 100.6536 |
|---|
| 237 | 100.4086 |
|---|
| 238 | 100.644 |
|---|
| 239 | 100.6819 |
|---|
| 240 | 100.7504 |
|---|
| 241 | 100.5859 |
|---|
| 242 | 100.8689 |
|---|
| 243 | 101.3106 |
|---|
| 244 | 101.3939 |
|---|
| 245 | 101.5878 |
|---|
| 246 | 101.51 |
|---|
| 247 | 102.133 |
|---|
| 248 | 101.6809 |
|---|
| 249 | 101.6975 |
|---|
| 250 | 101.8001 |
|---|
| 251 | 101.8446 |
|---|
| 252 | 101.6776 |
|---|
| 253 | 101.6244 |
|---|
| 254 | 101.3104 |
|---|
| 255 | 101.1406 |
|---|
| 256 | 101.2631 |
|---|
| 257 | 101.483 |
|---|
| 258 | 101.5455 |
|---|
| 259 | 101.5129 |
|---|
| 260 | 101.4667 |
|---|
| 261 | 101.482 |
|---|
| 262 | 101.3314 |
|---|
| 263 | 101.2586 |
|---|
| 264 | 101.2839 |
|---|
| 265 | 100.8631 |
|---|
| 266 | 101.1714 |
|---|
| 267 | 101.2432 |
|---|
| 268 | 101.2918 |
|---|
| 269 | 101.6177 |
|---|
| 270 | 101.6192 |
|---|
| 271 | 101.1022 |
|---|
| 272 | 101.0451 |
|---|
| 273 | 101.2048 |
|---|
| 274 | 101.346 |
|---|
| 275 | 101.8733 |
|---|
| 276 | 101.5723 |
|---|
| 277 | 101.5044 |
|---|
| 278 | 101.9279 |
|---|
| 279 | 101.7448 |
|---|
| 280 | 102.0127 |
|---|
| 281 | 101.9171 |
|---|
| 282 | 102.1569 |
|---|
| 283 | 102.2307 |
|---|
| 284 | 102.0882 |
|---|
| 285 | 102.0538 |
|---|
| 286 | 101.824 |
|---|
| 287 | 102.1344 |
|---|
| 288 | 102.202 |
|---|
| 289 | 102.0087 |
|---|
| 290 | 101.8115 |
|---|
| 291 | 102.1381 |
|---|
| 292 | 102.2532 |
|---|
| 293 | 101.9912 |
|---|
| 294 | 101.9666 |
|---|
| 295 | 102.0258 |
|---|
| 296 | 101.8186 |
|---|
| 297 | 102.4264 |
|---|
| 298 | 102.1851 |
|---|
| 299 | 101.6167 |
|---|
| 300 | 101.5442 |
|---|
| 301 | 101.6595 |
|---|
| 302 | 101.7115 |
|---|
| 303 | 101.8665 |
|---|
| 304 | 101.8197 |
|---|
| 305 | 101.4342 |
|---|
| 306 | 101.534 |
|---|
| 307 | 101.5005 |
|---|
| 308 | 101.1027 |
|---|
| 309 | 100.9165 |
|---|
| 310 | 100.8886 |
|---|
| 311 | 100.8106 |
|---|
| 312 | 100.5823 |
|---|
| 313 | 101.1474 |
|---|
| 314 | 100.5327 |
|---|
| 315 | 100.4438 |
|---|
| 316 | 100.788 |
|---|
| 317 | 100.9714 |
|---|
| 318 | 100.5862 |
|---|
| 319 | 100.5821 |
|---|
| 320 | 100.6224 |
|---|
| 321 | 100.8342 |
|---|
| 322 | 100.7443 |
|---|
| 323 | 100.5107 |
|---|
| 324 | 100.6186 |
|---|
| 325 | 101.2801 |
|---|
| 326 | 101.4669 |
|---|
| 327 | 101.0714 |
|---|
| 328 | 100.9554 |
|---|
| 329 | 100.8402 |
|---|
| 330 | 100.8515 |
|---|
| 331 | 100.9703 |
|---|
| 332 | 100.7099 |
|---|
| 333 | 100.6014 |
|---|
| 334 | 100.9784 |
|---|
| 335 | 101.1506 |
|---|
| 336 | 101.2243 |
|---|
| 337 | 101.146 |
|---|
| 338 | 101.0039 |
|---|
| 339 | 101.28 |
|---|
| 340 | 100.9876 |
|---|
| 341 | 100.5845 |
|---|
| 342 | 100.8678 |
|---|
| 343 | 101.1559 |
|---|
| 344 | 100.7524 |
|---|
| 345 | 100.8813 |
|---|
| 346 | 100.8981 |
|---|
| 347 | 100.1531 |
|---|
| 348 | 99.8802 |
|---|
| 349 | 100.0953 |
|---|
| 350 | 100.2617 |
|---|
| 351 | 100.2983 |
|---|
| 352 | 100.91 |
|---|
| 353 | 100.5351 |
|---|
| 354 | 100.5494 |
|---|
| 355 | 100.2762 |
|---|
| 356 | 100.2615 |
|---|
| 357 | 100.0852 |
|---|
| 358 | 100.3236 |
|---|
| 359 | 100.4245 |
|---|
| 360 | 100.666 |
|---|
| 361 | 100.7991 |
|---|
| 362 | 100.7395 |
|---|
| 363 | 100.1813 |
|---|
| 364 | 100.1567 |
|---|
| 365 | 100.3023 |
|---|
| 366 | 100.2063 |
|---|
| +3.61% |
| 1.64 |
| 34 |
| 25.07 → 19.08 | Long | 82.3% | +3.55% | 1.42 | 34 |