CAD / CHF

Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The CADCHF directional bias is derived by combining the CAD/USD CME futures seasonal tendency (direct — CAD is the base currency) with the inverse of the CHF/USD CME futures seasonal tendency (CHF is the quote currency). Conviction is highest when both components align — July stands out as the cleanest double-alignment long window of the year, and December sees CHF's single highest-conviction trade of its entire calendar overwhelm CAD outright — while September is the defining collision: both currencies stage the single highest-conviction reversal of their respective years in the very same month, in directly opposing directions for the pair.