Sell-off (auto) EUR/USD

EUR/USD sell-off, August 2026

This page was generated automatically. Our scan flagged EUR/USD on 2026-10-01 after its close fell 3% or more below its trailing 60-day high. The measured move runs from 2026-08-21 to 2026-10-28 and the sell-off had not yet ended at the latest data. We have not written up the background yet.

Window found by the automatic scan: 2026-08-21 to 2026-10-28.

Market move-4.8%2026-08-21 to 2026-10-28

Window48 trading days

Back at the prior peakNot yet

Next 3 months—63 trading days after the end

Strategies lost less98%55 / 56

Already out going in48%27 / 56

Price around the event

EUR/USD · window start = 100%; shaded = event window; from 60 trading days before to 120 after

How the strategies did

Of 56 rule-based strategies with a curve on EUR/USD, 27 (48%) were already out of the market going in. 55 (98%) lost less than the market (-4.8%), 1 (2%) finished the window with a gain, and the median strategy returned -1.2%. Strategies that were in the market returned a median -1.3%; those that were already out returned -0.5%.

Family	Strategies	Already out	Median return	Lost less than the market
Trend	24	29%	-0.9%	100%
Momentum	4	50%	-1.9%	100%
Mean reversion	14	100%	-2.2%	100%
Volatility	6	0%	-2.6%	83%
Regime & other	8	50%	-1.2%	100%

Best five

Strategy	Return in window
TREND-14 Linear Regression Channel	+1.5%
COMBO-03 Divergence Strategy	0.0%
COMBO-04 Trend + Mean Reversion Hybrid	0.0%
EVENT-01 Trend + Macro Filter	0.0%
MR-06 Z-Score Mean Reversion	0.0%

Worst five

Strategy	Return in window
RP-01 Volatility Target	-7.1%
MOM-03 52-Week High Momentum	-4.8%
RISK-01 Drawdown Control	-4.8%
VOL-10 Volatility Risk Premium	-4.5%
MR-05 CCI Mean Reversion	-3.5%

56 of 72 strategies have a curve on EUR/USD. Portfolio, basket and multi-asset strategies without one are excluded.

All strategies on EUR/USD

Strategy	Family	Return in window	In the market going in?	Max drawdown in window	Next 3 months
TREND-14 Linear Regression Channel	Trend	+1.5%	In	-1.3%	—
COMBO-03 Divergence Strategy	Regime & other	0.0%	Out	0.0%	—
COMBO-04 Trend + Mean Reversion Hybrid	Trend	0.0%	Out	0.0%	—
EVENT-01 Trend + Macro Filter	Trend	0.0%	Out	0.0%	—
MR-06 Z-Score Mean Reversion	Mean reversion	0.0%	Out	0.0%	—
MR-13 TRIX Reversion	Mean reversion	0.0%	Out	0.0%	—
MR-14 Detrended Price Oscillator	Mean reversion	0.0%	Out	0.0%	—
SEAS-01 Monthly Seasonality	Regime & other	0.0%	Out	0.0%	—
TAIL-01 Crisis Alpha	Regime & other	0.0%	Out	0.0%	—
TREND-05 Dual Moving Average	Trend	0.0%	Out	0.0%	—
TREND-13 Triple Moving Average	Trend	0.0%	Out	0.0%	—
TREND-19 Elder Triple Screen	Trend	0.0%	Out	0.0%	—
VOL-01 Volatility Breakout	Volatility	-0.1%	In	-0.1%	—
MOM-11 Momentum Crash Protection	Momentum	-0.1%	Out	-0.1%	—
MOM-01 Time-Series Momentum	Trend	-0.1%	Out	-0.2%	—
ADX-01 ADX Trend Filter	Trend	-0.5%	In	-0.9%	—
MR-04 Ornstein-Uhlenbeck Mean Reversion	Mean reversion	-0.5%	Out	-0.5%	—
TREND-16 Aroon Indicator	Trend	-0.5%	Out	-0.6%	—
COMBO-02 MACD + RSI Filter	Momentum	-0.8%	In	-0.9%	—
SAR-01 Parabolic SAR	Trend	-0.8%	In	-0.8%	—
MOM-10 Accelerating Momentum	Trend	-0.8%	In	-0.8%	—
KC-01 Keltner Channel Breakout	Trend	-0.8%	In	-0.8%	—
TURTLE-01 Turtle Trading	Trend	-0.9%	In	-0.9%	—
TREND-20 Vortex Indicator	Trend	-0.9%	In	-0.9%	—
REG-01 Regime Switch	Regime & other	-1.0%	In	-1.0%	—
TREND-18 Coppock Curve	Trend	-1.2%	In	-1.2%	—
SUPER-01 Supertrend	Trend	-1.2%	In	-1.2%	—
TREND-02 Donchian Breakout	Trend	-1.2%	In	-1.2%	—
TREND-10 Ichimoku Cloud	Trend	-1.2%	In	-1.2%	—
TREND-17 Chandelier Exit	Trend	-1.3%	In	-1.3%	—
HMA-01 HMA Crossover	Trend	-1.3%	In	-1.3%	—
COMBO-01 Bollinger-Keltner Squeeze	Volatility	-1.3%	In	-1.3%	—
TREND-11 Kaufman Adaptive Moving Average	Trend	-1.4%	In	-1.4%	—
CAL-01 Turn of Month	Regime & other	-1.4%	Out	-1.7%	—
RISK-04 Trailing Stop Strategy	Trend	-1.4%	In	-1.4%	—
TREND-12 MACD Strategy	Trend	-1.6%	In	-1.6%	—
MR-16 Connors RSI	Mean reversion	-1.7%	Out	-1.8%	—
MR-12 Money Flow Index Reversion	Mean reversion	-1.8%	Out	-2.5%	—
TREND-15 Darvas Box	Trend	-1.9%	In	-1.9%	—
REG-10 HMM Regime Detection	Regime & other	-1.9%	In	-1.9%	—
RISK-03 Stop Loss Overlay	Regime & other	-1.9%	In	-1.9%	—
VOL-13 Volatility Regime Strategy	Volatility	-1.9%	In	-1.9%	—
MR-07 Hurst-Filtered Mean Reversion	Mean reversion	-2.1%	Out	-2.5%	—
MR-03 Kalman Filter Mean Reversion	Mean reversion	-2.2%	Out	-2.2%	—
MR-02 Bollinger Band Reversion	Mean reversion	-2.3%	Out	-2.3%	—
MR-01 RSI Mean Reversion	Mean reversion	-2.3%	Out	-2.8%	—
MR-10 Stochastic Oscillator Reversion	Mean reversion	-2.9%	Out	-3.4%	—
MOM-06 Residual Momentum	Momentum	-3.0%	Out	-3.1%	—
REG-14 Volatility Regime Switch	Volatility	-3.3%	In	-3.3%	—
MR-15 Ultimate Oscillator	Mean reversion	-3.4%	Out	-3.4%	—
MR-11 Williams %R Reversion	Mean reversion	-3.4%	Out	-4.0%	—
MR-05 CCI Mean Reversion	Mean reversion	-3.5%	Out	-3.7%	—
VOL-10 Volatility Risk Premium	Volatility	-4.5%	In	-4.5%	—
RISK-01 Drawdown Control	Regime & other	-4.8%	In	-4.8%	—
MOM-03 52-Week High Momentum	Momentum	-4.8%	In	-4.8%	—
RP-01 Volatility Target	Volatility	-7.1%	In	-7.1%	—

Sorted by return in the window, best first. "In the market" is inferred from the equity curve (see method). Next 3 months = 63 trading days after the window end.

Previous eventOctober 2025 crypto liquidation and slide Next eventGold sell-off, August 2026

All event replays · Today's regime on EUR/USD

Method: windows are snapped to the price data, returns come from the published equity curves before costs, and "already out" is inferred from the curve. See the method on the hub page. Historical, descriptive statistics before trading costs. Not a forecast and not investment advice.