Over 2018 to 2025 (8 years of data), 4452JPJPY has tended to move long between 28.08 and 12.09, closing higher in 100.0% of those years for an average +2.48% move and an annualized Sharpe of 5.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 12.09 | Long | 100.0% | +2.48% | 5.64 | 7 |
| 28.08 → 13.09 | Long | 100.0% | +2.43% | 6.45 | 7 |
| 28.08 → 18.09 | Long | 100.0% | +2.38% | 4.86 | 7 |
| 28.08 → 16.09 | Long | 100.0% | +2.26% | 5.50 | 7 |
| 27.08 → 12.09 | Long | 100.0% | +2.23% | 5.25 | 7 |
| 27.08 → 13.09 | Long | 100.0% | +2.17% | 6.24 | 7 |
| 27.08 → 18.09 | Long | 100.0% | +2.12% | 4.62 | 7 |
| 28.08 → 15.09 | Long | 100.0% | +2.12% | 4.83 | 7 |