Over 2018 to 2025 (8 years of data), 5108JPJPY has tended to move short between 27.07 and 04.08, closing higher in 85.7% of those years for an average +4.05% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 04.08 | Short | 85.7% | +4.05% | 3.75 | 7 |
| 23.07 → 13.09 | Long | 85.7% | +4.03% | 1.02 | 7 |
| 27.07 → 05.08 | Short | 85.7% | +3.82% | 3.20 | 7 |
| 22.07 → 13.09 | Long | 85.7% | +3.78% | 0.90 | 7 |
| 23.07 → 12.09 | Long | 85.7% | +3.62% | 0.96 | 7 |
| 25.07 → 13.09 | Long | 85.7% | +3.60% | 1.12 | 7 |
| 22.07 → 12.09 | Long | 85.7% | +3.36% | 0.84 | 7 |
| 26.07 → 13.09 | Long | 85.7% | +3.30% | 0.98 | 7 |