Over 2018 to 2025 (8 years of data), 4452JPJPY has tended to move long between 18.08 and 21.08, closing higher in 100.0% of those years for an average +1.50% move and an annualized Sharpe of 19.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 21.08 | Long | 100.0% | +1.50% | 19.22 | 7 |
| 18.08 → 12.09 | Long | 85.7% | +2.55% | 2.86 | 7 |
| 18.08 → 13.09 | Long | 85.7% | +2.49% | 3.11 | 7 |
| 18.08 → 18.09 | Long | 85.7% | +2.44% | 2.60 | 7 |
| 18.08 → 16.09 | Long | 85.7% | +2.32% | 2.73 | 7 |
| 18.08 → 14.09 | Long | 85.7% | +2.24% | 2.48 | 7 |
| 16.08 → 12.09 | Long | 85.7% | +2.21% | 2.14 | 7 |
| 18.08 → 15.09 | Long | 85.7% | +2.19% | 2.49 | 7 |