Over 2018 to 2025 (8 years of data), 5301JPJPY has tended to move long between 12.08 and 20.09, closing higher in 100.0% of those years for an average +6.82% move and an annualized Sharpe of 2.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 20.09 | Long | 100.0% | +6.82% | 2.56 | 7 |
| 16.08 → 22.08 | Short | 100.0% | +3.12% | 4.84 | 7 |
| 16.08 → 21.08 | Short | 100.0% | +2.81% | 4.67 | 7 |
| 18.08 → 22.08 | Short | 100.0% | +2.55% | 6.60 | 7 |
| 12.08 → 21.09 | Long | 87.5% | +5.46% | 1.95 | 8 |
| 18.08 → 20.09 | Long | 85.7% | +6.34% | 2.82 | 7 |
| 13.08 → 20.09 | Long | 85.7% | +5.94% | 2.35 | 7 |
| 17.08 → 20.09 | Long | 85.7% | +5.84% | 2.51 | 7 |