Over 2018 to 2025 (8 years of data), 4005JPJPY has tended to move long between 11.07 and 29.07, closing higher in 100.0% of those years for an average +1.91% move and an annualized Sharpe of 5.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 29.07 | Long | 100.0% | +1.91% | 5.14 | 7 |
| 11.07 → 30.07 | Long | 100.0% | +1.91% | 4.21 | 7 |
| 13.07 → 10.09 | Long | 85.7% | +9.83% | 1.73 | 7 |
| 13.07 → 11.09 | Long | 85.7% | +9.81% | 1.68 | 7 |
| 12.07 → 10.09 | Long | 85.7% | +9.56% | 1.66 | 7 |
| 11.07 → 09.09 | Long | 85.7% | +9.27% | 1.67 | 7 |
| 13.07 → 09.09 | Long | 85.7% | +9.10% | 1.66 | 7 |
| 12.07 → 09.09 | Long | 85.7% | +8.82% | 1.60 | 7 |