Over 2018 to 2025 (8 years of data), 5401JPJPY has tended to move long between 21.08 and 03.09, closing higher in 100.0% of those years for an average +6.64% move and an annualized Sharpe of 4.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 03.09 | Long | 100.0% | +6.64% | 4.81 | 7 |
| 20.08 → 03.09 | Long | 100.0% | +6.49% | 4.54 | 7 |
| 21.08 → 20.09 | Long | 100.0% | +6.36% | 3.59 | 7 |
| 22.08 → 03.09 | Long | 100.0% | +6.30% | 4.94 | 7 |
| 20.08 → 02.09 | Long | 100.0% | +5.30% | 4.80 | 7 |
| 21.08 → 31.08 | Long | 100.0% | +5.26% | 4.88 | 7 |
| 21.08 → 01.09 | Long | 100.0% | +5.18% | 5.18 | 7 |
| 22.08 → 02.09 | Long | 100.0% | +5.11% | 5.49 | 7 |