Stating from financial crisis happened in 2008, the relationship between exchange rates has become asymmetric, and so is the relationship between stock markets in Taiwan and USA. Under this circumstance, it is difficult for individual investors to grasp the proper timing for trading stock and exchange rates to make a profit. Therefore, the main idea of this study is to combine the asymmetry dependence property of Copula model and Exponential Weight Moving Average (EWMA) Control Chart to develop a strategy for determining the best timing to trade stock and exchange rates. This study utilizes the data which can be easily obtained by the investors, so that the proposed method can be widely used by individual stock or exchange rates investors. The data of exchange rates and stock index of Taiwan and USA from 2005 to 2012 were investigated using Copula model to detecting the asymmetric dependence between the stock index and exchange rates for two countries. These results are then utilized to simulate the data of exchange rates and stock index of Taiwan and USA to construct an Exponential Weight Moving Average (EWMA) Control Chart. By monitoring the trend of EWMA control chart, the best timing for trading the stocks and US dollars can be determined. Finally, this study use the stock index of Taiwan 50, S&P500 and the exchange rates between Taiwan and USA to verify that the proposed method is efficient.