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In Focus – GBPUSD seasonality

HomeBlogIn Focus – GBPUSD seasonality
12
Dec
In Focus – GBPUSD seasonality
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    Kris
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In Focus РGBPUSD seasonality 

In this article we will show some interesting statistics about the British Pound. We decided to explore what is the best period in the last 40 year which most closely match current year performance of British pound.

We used  British Pound Continuous futures contract ratio adjusted to avoid the gaps which appears on roll overs. What we have found is very interesting.

The period which closely match GBP’s YTD performance is start year 1985 and end year 2016 (31 years in total) with 88% correlation between YTD performance vs Seasonal performance for this period.

 

Explore seasonal patterns of more than 50 major assets with our seasonal charts app at app.mycloudquant.com

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MCQ Team

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