Over 2018 to 2025 (8 years of data), 4689JPJPY has tended to move long between 18.08 and 15.09, closing higher in 85.7% of those years for an average +7.95% move and an annualized Sharpe of 2.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 15.09 | Long | 85.7% | +7.95% | 2.80 | 7 |
| 18.08 → 17.09 | Long | 85.7% | +7.93% | 2.67 | 7 |
| 17.08 → 15.09 | Long | 85.7% | +7.86% | 2.69 | 7 |
| 17.08 → 17.09 | Long | 85.7% | +7.85% | 2.54 | 7 |
| 18.08 → 16.09 | Long | 85.7% | +7.81% | 2.65 | 7 |
| 17.08 → 16.09 | Long | 85.7% | +7.72% | 2.54 | 7 |
| 18.08 → 18.09 | Long | 85.7% | +7.64% | 2.70 | 7 |
| 18.08 → 14.09 | Long | 85.7% | +7.59% | 2.66 | 7 |