Over 2018 to 2025 (8 years of data), 4543JPJPY has tended to move long between 08.07 and 03.09, closing higher in 85.7% of those years for an average +4.21% move and an annualized Sharpe of 1.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 03.09 | Long | 85.7% | +4.21% | 1.45 | 7 |
| 08.07 → 23.08 | Long | 85.7% | +4.08% | 2.07 | 7 |
| 07.07 → 23.08 | Long | 85.7% | +4.03% | 1.92 | 7 |
| 09.07 → 23.08 | Long | 85.7% | +3.88% | 2.01 | 7 |
| 08.07 → 21.08 | Long | 85.7% | +3.79% | 1.77 | 7 |
| 07.07 → 21.08 | Long | 85.7% | +3.75% | 1.63 | 7 |
| 08.07 → 22.08 | Long | 85.7% | +3.70% | 1.90 | 7 |
| 08.07 → 24.08 | Long | 85.7% | +3.69% | 2.02 | 7 |