Over 2018 to 2025 (8 years of data), 2502JPJPY has tended to move long between 13.07 and 11.09, closing higher in 85.7% of those years for an average +3.17% move and an annualized Sharpe of 1.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 85.7% | +3.17% | 1.37 | 7 |
| 13.07 → 10.09 | Long | 85.7% | +2.95% | 1.86 | 7 |
| 12.07 → 10.09 | Long | 85.7% | +2.76% | 2.09 | 7 |
| 13.07 → 08.09 | Long | 85.7% | +2.59% | 1.78 | 7 |
| 13.07 → 09.09 | Long | 85.7% | +2.46% | 1.60 | 7 |
| 12.07 → 08.09 | Long | 85.7% | +2.41% | 2.00 | 7 |
| 14.07 → 11.09 | Long | 85.7% | +2.34% | 1.16 | 7 |
| 14.07 → 09.08 | Short | 85.7% | +2.31% | 1.43 | 7 |