GBP/JPY · 23 Years of High-Volatility Edge

GBP/JPY Data Hub:
5,730 Trading Days, Fat Tails & Streak Probabilities

Complete dataset from 2001 to 2023. Access bullish/bearish streak reversal odds, daily high/low break bias, volatility statistics (kurtosis 8.0, skew -0.18) — built from 5,730 raw trading days. Used by systematic traders & quant researchers.

23 Years of Data 10+ Core Datasets 5,730 Trading Days Kurtosis 8.0 (Fat Tails)
Days
5,730
Trading days (2001–2023)
Bull %
51.4%
Bullish close frequency
Bear %
48.5%
Bearish close frequency
Std Dev
0.76%
Daily price volatility
Probability Data

Daily Bias & Bullish/Bearish Edge

Bullish Days (2,941 occurrences)
Higher Low Probability74.40%
Higher High Probability69.50%
Lower Low Probability25.13%
Strong bullish momentum: 74% higher low, 69.5% higher high.
Bearish Days (2,771 occurrences)
Lower Low Probability67.05%
Lower High Probability71.63%
Higher High Probability27.93%
Strong bearish continuation: 67% lower lows, 71.6% lower highs.
Fat-Tail Volatility

Daily Returns Distribution (Kurtosis: 8.00 | Skew: -0.18)

Extreme tail risk
Data Library

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Statistical Summary

GBP/JPY Key Metrics (2001–2023)

Historical Extremes
MetricValueDate
Lowest Close116.92922 Sep 2011
Largest Daily Gain+7.34%28 Oct 2008
Largest Daily Loss-12.83%24 Jun 2016 (Brexit)
Highest Volume Day1,092,64607 Jun 2013
Lowest Volume Day6,05201 Jan 2018
Volatility & Distribution
StatisticValue
Standard Deviation0.76%
Skewness-0.18
Kurtosis8.00 (Fat tails)
Mean Daily Change0.006%
Price Change Range13.40%
Avg Trading Volume211,754
Monthly Bullish Close Frequency (23 years)
Based on 5,730 trading days (Aug 2001 – Aug 2023)
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