Over 2018 to 2025 (8 years of data), 2503JPJPY has tended to move long between 27.08 and 10.09, closing higher in 100.0% of those years for an average +2.01% move and an annualized Sharpe of 5.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 10.09 | Long | 100.0% | +2.01% | 5.05 | 7 |
| 27.08 → 26.09 | Long | 87.5% | +3.68% | 2.71 | 8 |
| 26.08 → 26.09 | Long | 87.5% | +3.62% | 2.28 | 8 |
| 27.08 → 27.09 | Long | 87.5% | +3.39% | 2.41 | 8 |
| 28.08 → 12.09 | Long | 85.7% | +2.85% | 3.34 | 7 |
| 27.08 → 12.09 | Long | 85.7% | +2.76% | 3.64 | 7 |
| 28.08 → 08.09 | Long | 85.7% | +2.49% | 5.57 | 7 |
| 27.08 → 08.09 | Long | 85.7% | +2.41% | 5.90 | 7 |