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Complete Analysis · 39 Years of Market History

GBP/USD Complete
Statistics & Probabilities

Comprehensive data insights from 10,096 trading days spanning 39 years of market history. Dataset covers 1984–2023 across daily, weekly, and monthly timeframes.

Updated 31 Mar 2026 n = 10,096 days 1984–2023
Sample
10,096
Total trading days
Weekly
1,218
Total weeks analysed
Monthly
283
Total months in dataset
Coverage
39
Years of price history
Market Direction

Daily Close Bias

50.7% Bullish
49.2% Bearish
5,032 days 4,882 days
🟢 Bullish Day Structure 5,032 days
Higher High 66.34% 3,338 days
Higher Low 70.29% 3,537 days
Lower High 32.83% 1,652 days
Lower Low 28.62% 1,440 days
🔴 Bearish Day Structure 4,882 days
Lower High 69.44% 3,390 days
Lower Low 65.42% 3,194 days
Higher Low 34.04% 1,662 days
Higher High 29.56% 1,443 days
39-Year Distribution

Bull vs Bear Day Split

10,096 days
🟢 Bullish closes 50.7%
5,032
days out of 10,096
🔴 Bearish closes 49.2%
4,882
days out of 10,096
📅 Monthly bias 54.8% bearish
155 bearish vs 128 bullish months — Cable leans bearish on the monthly close despite even daily splits.
Dataset Overview

Historical Data Range

Start of range
29 Nov 1984
End of range
01 Jan 2023
Highest close
2.1072
24 Dec 2007
Lowest close
1.0530
08 Jan 1986
Largest gain
+5.11%
21 Jul 1986
Largest loss
−8.67%
06 Jul 2016 · Brexit
Peak volume day
840,785
04 Oct 2012
Lowest volume day
3,314
01 Jan 2018
Timeframe Breakdown

Bullish vs Bearish Counts

Daily · Weekly · Monthly
Bullish Days
5,032
50.7% of days
Bearish Days
4,882
49.2% of days
Bullish Weeks
627
of 1,218 weeks
Bearish Weeks
591
of 1,218 weeks
Bullish Months
128
of 283 months
Bearish Months
155
of 283 months
Statistical Distribution

Volatility Statistics

Extreme Kurtosis · 10,096 obs.
0.002%
Mean
0.000%
Median
0.58%
Std Dev
0.008%
Std Error
13.30
Kurtosis
−0.85
Skewness
+3.15%
Max Gain
−9.20%
Max Loss
Kurtosis comparison across pairs
GBP/USD 13.30 — extreme leptokurtic
USD/JPY 4.91 — very leptokurtic
GBP/USD 1.83 — mildly leptokurtic

Brexit (−8.67% on 06 Jul 2016) is the primary driver of Cable's extreme tail risk. Asymmetric skew of −0.85 confirms the downside crash risk far outweighs upside spike risk.

Strongly negative skew (−0.85) with extreme fat tails (kurtosis 13.30) — the highest across all tracked pairs. 12.35% total return range. Brexit flash crash dominates the left tail.

Observations

Key Trading Insights

Even Daily Split

50.7% bullish vs 49.2% bearish daily

Cable's daily close is near-balanced over 39 years — virtually no directional edge on a day-to-day basis.

Monthly Bearish Lean

54.8% of months close bearish

Despite balanced daily data, 155 of 283 months closed red — a notable macro bearish tilt driven by long-term GBP weakness.

Bullish Momentum

66.34% higher highs on up days

On green days, 2 in 3 sessions print a higher high — strong upside continuation consistent across all tracked pairs.

Bearish Conviction

65.42% lower lows on down days

Bearish structure is consistent — nearly 2 in 3 red closes also make lower lows, confirming downside follow-through.

Extreme Tail Risk

Kurtosis 13.30 — the highest across pairs

GBP/USD has far fatter crash tails than USD/JPY (4.91) or GBP/USD (1.83). Brexit's −8.67% flash crash is the primary outlier.

Negative Skew

Skewness of −0.85 — crash-biased

Cable's return distribution is strongly left-skewed. Downside crashes are far more severe than upside spikes — max gain +3.15% vs max loss −9.20%.

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