Over 2018 to 2025 (8 years of data), 4689JPJPY has tended to move long between 08.07 and 21.07, closing higher in 85.7% of those years for an average +1.49% move and an annualized Sharpe of 2.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 21.07 | Long | 85.7% | +1.49% | 2.55 | 7 |
| 11.07 → 15.07 | Long | 85.7% | +1.27% | 3.65 | 7 |
| 08.07 → 19.07 | Long | 85.7% | +0.79% | 1.01 | 7 |
| 08.07 → 20.07 | Long | 85.7% | +0.52% | 0.61 | 7 |
| 08.07 → 03.08 | Long | 71.4% | +5.92% | 1.81 | 7 |
| 11.07 → 03.08 | Long | 71.4% | +5.89% | 1.65 | 7 |
| 07.07 → 03.08 | Long | 71.4% | +5.85% | 1.64 | 7 |
| 09.07 → 03.08 | Long | 71.4% | +5.43% | 1.55 | 7 |