

Forex currencies
Over 1999 to 2025 (27 years of data), ZARJPY has tended to move long between 11.10 and 14.10, closing higher in 76.0% of those years for an average +0.66% move and an annualized Sharpe of 3.95.
Best window
11.10 - 14.10
Direction
Long
Win rate
76.0%
Avg return
+0.66%
Sample
25 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 76.0% | +0.66% | 3.95 | 25 |
| 10.10 → 23.10 | Long | 73.1% | +0.17% | 0.20 | 26 |
| 09.10 → 23.10 | Long | 73.1% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.783 |
| 3 | 99.8513 |
| 4 | 100.162 |
| 5 | 99.9544 |
| 6 | 99.6477 |
| 7 | 99.3539 |
| 8 | 99.2765 |
| 9 | 99.2491 |
| 10 | 98.9598 |
| 11 | 99.1361 |
| 12 | 98.873 |
| 13 | 98.634 |
| 14 | 98.4352 |
| 15 | 97.9101 |
| 16 | 98.0132 |
| 17 | 98.0449 |
| 18 | 98.1479 |
| 19 | 98.0722 |
| 20 | 98.0462 |
| 21 | 97.959 |
| 22 | 98.0125 |
| 23 | 98.0512 |
| 24 | 98.248 |
| 25 | 98.0395 |
| 26 | 98.2264 |
| 27 | 98.1075 |
| 28 | 98.1218 |
| 29 | 98.0699 |
| 30 | 97.6698 |
| 31 | 97.9904 |
| 32 | 98.3273 |
| 33 | 98.2345 |
| 34 | 98.4706 |
| 35 | 98.4048 |
| 36 | 98.3405 |
| 37 | 98.3416 |
| 38 | 98.2364 |
| 39 | 98.1295 |
| 40 | 98.4202 |
| 41 | 98.1438 |
| 42 | 98.3616 |
| 43 | 98.5724 |
| 44 | 98.4397 |
| 45 | 98.6902 |
| 46 | 98.7847 |
| 47 | 98.807 |
| 48 | 98.9453 |
| 49 | 98.954 |
| 50 | 99.0028 |
| 51 | 99.2509 |
| 52 | 99.3116 |
| 53 | 99.425 |
| 54 | 99.3695 |
| 55 | 99.5997 |
| 56 | 99.5089 |
| 57 | 99.4666 |
| 58 | 99.1268 |
| 59 | 98.8079 |
| 60 | 98.735 |
| 61 | 98.5925 |
| 62 | 98.565 |
| 63 | 98.9309 |
| 64 | 98.9603 |
| 65 | 98.936 |
| 66 | 98.2289 |
| 67 | 98.6483 |
| 68 | 98.6201 |
| 69 | 98.7143 |
| 70 | 98.8497 |
| 71 | 98.9427 |
| 72 | 98.4746 |
| 73 | 98.7629 |
| 74 | 98.3101 |
| 75 | 98.1643 |
| 76 | 98.1825 |
| 77 | 98.3881 |
| 78 | 98.3157 |
| 79 | 98.5176 |
| 80 | 98.5128 |
| 81 | 98.6188 |
| 82 | 98.7641 |
| 83 | 99.0059 |
| 84 | 99.1245 |
| 85 | 99.4261 |
| 86 | 99.0717 |
| 87 | 98.9809 |
| 88 | 99.0538 |
| 89 | 99.1288 |
| 90 | 99.6787 |
| 91 | 100.0045 |
| 92 | 99.9314 |
| 93 | 100.018 |
| 94 | 100.0778 |
| 95 | 99.86 |
| 96 | 99.5912 |
| 97 | 99.6983 |
| 98 | 99.7495 |
| 99 | 100.0341 |
| 100 | 99.9252 |
| 101 | 100.0378 |
| 102 | 100.0862 |
| 103 | 100.0354 |
| 104 | 99.7595 |
| 105 | 99.6269 |
| 106 | 99.6335 |
| 107 | 99.6638 |
| 108 | 99.6287 |
| 109 | 99.8449 |
| 110 | 99.801 |
| 111 | 99.9286 |
| 112 | 99.6481 |
| 113 | 99.8814 |
| 114 | 99.8528 |
| 115 | 99.7248 |
| 116 | 99.8048 |
| 117 | 100.0436 |
| 118 | 100.574 |
| 119 | 100.7075 |
| 120 | 100.4486 |
| 121 | 100.2563 |
| 122 | 100.1165 |
| 123 | 100.2076 |
| 124 | 100.0655 |
| 125 | 99.8957 |
| 126 | 99.7645 |
| 127 | 99.8734 |
| 128 | 100.1226 |
| 129 | 100.0315 |
| 130 | 100.0531 |
| 131 | 99.9349 |
| 132 | 99.7405 |
| 133 | 99.5207 |
| 134 | 99.4063 |
| 135 | 99.0955 |
| 136 | 99.1332 |
| 137 | 99.0557 |
| 138 | 98.9693 |
| 139 | 99.0214 |
| 140 | 98.747 |
| 141 | 98.7949 |
| 142 | 98.9707 |
| 143 | 98.7921 |
| 144 | 98.6806 |
| 145 | 98.8638 |
| 146 | 98.8826 |
| 147 | 99.1906 |
| 148 | 99.2157 |
| 149 | 99.1145 |
| 150 | 98.8786 |
| 151 | 98.5116 |
| 152 | 98.5799 |
| 153 | 98.807 |
| 154 | 98.6692 |
| 155 | 99.06 |
| 156 | 99.0434 |
| 157 | 99.0715 |
| 158 | 99.1154 |
| 159 | 99.125 |
| 160 | 99.0434 |
| 161 | 99.0416 |
| 162 | 99.0384 |
| 163 | 98.6412 |
| 164 | 98.6956 |
| 165 | 98.6681 |
| 166 | 98.7847 |
| 167 | 98.7493 |
| 168 | 98.6827 |
| 169 | 98.8851 |
| 170 | 98.7817 |
| 171 | 98.8162 |
| 172 | 99.0386 |
| 173 | 98.9548 |
| 174 | 98.9373 |
| 175 | 99.0815 |
| 176 | 98.699 |
| 177 | 98.8805 |
| 178 | 99.0486 |
| 179 | 99.0649 |
| 180 | 99.3331 |
| 181 | 99.6255 |
| 182 | 99.7237 |
| 183 | 99.5816 |
| 184 | 99.4784 |
| 185 | 99.7039 |
| 186 | 99.4633 |
| 187 | 99.2374 |
| 188 | 99.1606 |
| 189 | 98.7897 |
| 190 | 99.2578 |
| 191 | 99.0394 |
| 192 | 99.0057 |
| 193 | 99.179 |
| 194 | 99.2932 |
| 195 | 99.4563 |
| 196 | 99.6442 |
| 197 | 99.3679 |
| 198 | 99.5824 |
| 199 | 99.8213 |
| 200 | 99.8751 |
| 201 | 100.0786 |
| 202 | 100.029 |
| 203 | 100.1476 |
| 204 | 100.4249 |
| 205 | 99.9767 |
| 206 | 99.8919 |
| 207 | 99.7605 |
| 208 | 99.7762 |
| 209 | 99.8394 |
| 210 | 100.0484 |
| 211 | 100.1769 |
| 212 | 99.7534 |
| 213 | 99.2443 |
| 214 | 99.0992 |
| 215 | 98.8915 |
| 216 | 99.0673 |
| 217 | 98.7534 |
| 218 | 98.766 |
| 219 | 98.8397 |
| 220 | 98.7031 |
| 221 | 98.4558 |
| 222 | 98.2844 |
| 223 | 98.1316 |
| 224 | 98.083 |
| 225 | 97.804 |
| 226 | 97.6429 |
| 227 | 97.3196 |
| 228 | 97.3382 |
| 229 | 97.0906 |
| 230 | 96.9963 |
| 231 | 96.7589 |
| 232 | 96.6248 |
| 233 | 96.4571 |
| 234 | 96.9383 |
| 235 | 96.6433 |
| 236 | 96.5594 |
| 237 | 96.6619 |
| 238 | 96.8501 |
| 239 | 96.8587 |
| 240 | 96.6752 |
| 241 | 97.1018 |
| 242 | 96.9074 |
| 243 | 96.8812 |
| 244 | 96.792 |
| 245 | 96.9493 |
| 246 | 96.9129 |
| 247 | 96.8198 |
| 248 | 96.5693 |
| 249 | 96.8423 |
| 250 | 96.7314 |
| 251 | 96.8687 |
| 252 | 96.6278 |
| 253 | 96.8053 |
| 254 | 96.9091 |
| 255 | 97.0308 |
| 256 | 97.1898 |
| 257 | 96.8953 |
| 258 | 97.0415 |
| 259 | 96.8942 |
| 260 | 96.9878 |
| 261 | 97.0127 |
| 262 | 97.0109 |
| 263 | 97.1178 |
| 264 | 96.8512 |
| 265 | 96.6607 |
| 266 | 96.6978 |
| 267 | 96.5978 |
| 268 | 96.5134 |
| 269 | 96.5281 |
| 270 | 96.6363 |
| 271 | 96.664 |
| 272 | 96.531 |
| 273 | 96.405 |
| 274 | 96.402 |
| 275 | 96.3837 |
| 276 | 96.0117 |
| 277 | 96.1112 |
| 278 | 96.3954 |
| 279 | 96.4061 |
| 280 | 95.998 |
| 281 | 95.9406 |
| 282 | 95.7087 |
| 283 | 95.8946 |
| 284 | 96.3092 |
| 285 | 96.4416 |
| 286 | 96.5915 |
| 287 | 96.9357 |
| 288 | 96.8928 |
| 289 | 96.112 |
| 290 | 96.3506 |
| 291 | 96.3038 |
| 292 | 96.2868 |
| 293 | 96.2416 |
| 294 | 96.1389 |
| 295 | 96.1468 |
| 296 | 95.7283 |
| 297 | 95.9702 |
| 298 | 95.749 |
| 299 | 95.8167 |
| 300 | 95.6408 |
| 301 | 95.6573 |
| 302 | 95.9322 |
| 303 | 95.9302 |
| 304 | 96.2075 |
| 305 | 96.0203 |
| 306 | 96.2997 |
| 307 | 96.7171 |
| 308 | 96.7626 |
| 309 | 97.0837 |
| 310 | 96.9063 |
| 311 | 96.7333 |
| 312 | 96.8444 |
| 313 | 96.3549 |
| 314 | 96.6414 |
| 315 | 96.3903 |
| 316 | 95.9201 |
| 317 | 95.9833 |
| 318 | 96.5937 |
| 319 | 96.6605 |
| 320 | 96.9496 |
| 321 | 96.8048 |
| 322 | 97.0221 |
| 323 | 96.8857 |
| 324 | 96.7977 |
| 325 | 96.488 |
| 326 | 96.8495 |
| 327 | 96.7979 |
| 328 | 96.8468 |
| 329 | 97.1766 |
| 330 | 96.7899 |
| 331 | 96.9363 |
| 332 | 97.3434 |
| 333 | 97.3978 |
| 334 | 97.3615 |
| 335 | 97.2489 |
| 336 | 97.3536 |
| 337 | 97.4267 |
| 338 | 97.5147 |
| 339 | 97.391 |
| 340 | 97.5927 |
| 341 | 97.5763 |
| 342 | 97.3002 |
| 343 | 97.1983 |
| 344 | 97.1426 |
| 345 | 97.0738 |
| 346 | 97.2681 |
| 347 | 97.2892 |
| 348 | 97.1598 |
| 349 | 97.2273 |
| 350 | 97.1641 |
| 351 | 96.754 |
| 352 | 96.9263 |
| 353 | 97.2034 |
| 354 | 96.7737 |
| 355 | 97.1678 |
| 356 | 97.3688 |
| 357 | 97.501 |
| 358 | 97.5559 |
| 359 | 97.4539 |
| 360 | 97.7204 |
| 361 | 97.9685 |
| 362 | 97.9895 |
| 363 | 98.0324 |
| 364 | 98.1095 |
| 365 | 98.0711 |
| 366 | 98.0278 |
| +0.11% |
| 0.11 |
| 26 |
| 10.10 → 24.10 | Long | 73.1% | -0.16% | -0.15 | 26 |
| 09.10 → 24.10 | Long | 73.1% | -0.21% | -0.17 | 26 |
| 10.10 → 14.10 | Long | 72.0% | +1.10% | 3.84 | 25 |
| 08.10 → 14.11 | Long | 70.4% | +0.59% | 0.33 | 27 |
| 08.10 → 12.10 | Long | 70.4% | +0.58% | 2.55 | 27 |