Over 2018 to 2025 (8 years of data), 2914JPJPY has tended to move long between 09.07 and 20.07, closing higher in 85.7% of those years for an average +1.30% move and an annualized Sharpe of 4.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.07 | Long | 85.7% | +1.30% | 4.07 | 7 |
| 10.07 → 19.07 | Long | 85.7% | +1.28% | 5.35 | 7 |
| 13.07 → 19.07 | Long | 85.7% | +1.15% | 10.12 | 7 |
| 13.07 → 20.07 | Long | 85.7% | +1.13% | 7.13 | 7 |
| 12.07 → 19.07 | Long | 85.7% | +1.05% | 8.13 | 7 |
| 12.07 → 20.07 | Long | 85.7% | +1.03% | 6.16 | 7 |
| 10.07 → 18.07 | Long | 85.7% | +0.94% | 4.53 | 7 |
| 13.07 → 18.07 | Long | 85.7% | +0.81% | 7.53 | 7 |