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USD/CHF Is On Track For A Bearish Engulfing Month (Which Forecasts April Showers)

Published 20/12/2019, 06:15
USD/CHF
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CHF Chart

With USD/CHF on the cusp of a bearish engulfing month, we take a look at the pattern’s forward returns alongside the Swiss franc’s seasonality.

CHF - Forward Returns, Bearish Engulfing Monthly Chart

Unless USD/CHF can close above 0.9864 by the end of the year, its on track to close December with a bearish engulfing candle. It’s by no means a not a common event, having only occurred 19 times since 1982 and its last instance was in January 2017. But it does appear to be a bearish one overall looking at the forward returns.

Monthly Reuters data since 1982

  • Yet again we see a pattern which reverses at T+1. This suggests that the probability of January being bullish is 63.1% if December closes with a bearish engulfing month. Also notice that both median and average returns are positive to show its not being supported by outliers.
  • The stats become a little murky at T+3 (February) as median returns are +0.2% whilst average returns are -6.8%. T+2 also closed higher 52.6% of the time, meaning less frequent yet more bearish returns weighed on the average. Ultimately, T+3 doesn’t fill us with confidence of a reliable read.
  • T+4 (April) provides the most compellingly bearish result, as it is bearish 68.4% of the time with average and median returns at -2.8% and -15.5% respectively. Given median returns are more ‘typical’, then it adds greater weight to the bearishness of the engulfing candle +4 months out.
  • CHF - Average Returns

    Seasonality points towards a rainy April:

    Has luck would have it, April tends to be a bearish month according to seasonality. Moreover, April has provided negative average returns for USD/CHF over 50% over the past 5, 10, 15 and 30 years of data.

    We can also see that December has followed its seasonal tendency for negative returns this month (albeit a miraculous turnaround before the end of the year).

    Takeaways:

  • USD/CHF has followed its seasonal tendency in December and likely to close lower
  • Monthly bearish engulfing candles have provided their most bearish returns +4 months after the pattern occurred
  • Whilst the pattern flags April has a potentially bearish month, seasonality has also favoured the bears in April.
  • "Disclaimer: The information and opinions in this report are for general information use only and are not intended as an offer or solicitation with respect to the purchase or sale of any currency or CFD contract. All opinions and information contained in this report are subject to change without notice. This report has been prepared without regard to the specific investment objectives, financial situation and needs of any particular recipient.

    Any references to historical price movements or levels is informational based on our analysis and we do not represent or warrant that any such movements or levels are likely to reoccur in the future. While the information contained herein was obtained from sources believed to be reliable, the author does not guarantee its accuracy or completeness, nor does the author assume any liability for any direct, indirect or consequential loss that may result from the reliance by any person upon any such information or opinions."

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