Methodology: This Forex seasonal is synthesised from two underlying CME futures seasonal datasets. The GBPCHF directional bias is derived by combining the GBP/USD CME futures seasonal tendency (direct — GBP 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 — April, October, and December form a trio of double-alignment standout months (October the cleanest long window of the year, December the single highest-conviction trade of the entire calendar) — while March's dual-flip and September's collision with CHF's highest-conviction reversal of its own year produce the most genuinely two-sided, lowest-edge stretches.
Long Component (Direct)
GBP / USD
CME Futures · 40-Year · 15-YR · 5-YR
Short Component (Inverted)
CHF / USD
CME Futures · 40-Year · 15-YR · 5-YR
5-Year Combined
15-Year Combined
Long-Term Combined
Net Bias
Bullish
Bearish
Choppy / Mixed
Net Seasonal Bias — All Timeframes
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