Over 2018 to 2025 (8 years of data), 5108JPJPY has tended to move long between 13.07 and 11.09, closing higher in 85.7% of those years for an average +2.33% move and an annualized Sharpe of 0.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 85.7% | +2.33% | 0.57 | 7 |
| 11.07 → 05.08 | Short | 71.4% | +4.43% | 1.75 | 7 |
| 12.07 → 05.08 | Short | 71.4% | +4.25% | 1.77 | 7 |
| 07.07 → 05.08 | Short | 71.4% | +4.16% | 1.43 | 7 |
| 10.07 → 05.08 | Short | 71.4% | +4.00% | 1.68 | 7 |
| 13.07 → 05.08 | Short | 71.4% | +3.98% | 1.71 | 7 |
| 08.07 → 05.08 | Short | 71.4% | +3.87% | 1.39 | 7 |
| 09.07 → 05.08 | Short | 71.4% | +3.54% | 1.36 | 7 |