Over 2018 to 2025 (8 years of data), 5401JPJPY has tended to move long between 10.07 and 15.07, closing higher in 100.0% of those years for an average +1.75% move and an annualized Sharpe of 5.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 15.07 | Long | 100.0% | +1.75% | 5.98 | 7 |
| 10.07 → 14.07 | Long | 100.0% | +0.99% | 10.15 | 7 |
| 10.07 → 13.07 | Long | 85.7% | +0.93% | 7.19 | 7 |
| 08.07 → 05.09 | Long | 71.4% | +10.24% | 1.23 | 7 |
| 09.07 → 05.09 | Long | 71.4% | +10.09% | 1.30 | 7 |
| 09.07 → 07.09 | Long | 71.4% | +10.04% | 1.24 | 7 |
| 12.07 → 10.09 | Long | 71.4% | +10.02% | 1.36 | 7 |
| 10.07 → 05.09 | Long | 71.4% | +10.01% | 1.32 | 7 |