Over 2018 to 2025 (8 years of data), 6098JPJPY has tended to move long between 09.07 and 13.08, closing higher in 85.7% of those years for an average +7.32% move and an annualized Sharpe of 2.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 13.08 | Long | 85.7% | +7.32% | 2.15 | 7 |
| 08.07 → 13.08 | Long | 85.7% | +7.05% | 1.99 | 7 |
| 12.07 → 13.08 | Long | 85.7% | +7.05% | 2.19 | 7 |
| 09.07 → 12.08 | Long | 85.7% | +7.01% | 2.10 | 7 |
| 08.07 → 12.08 | Long | 85.7% | +6.74% | 1.94 | 7 |
| 12.07 → 12.08 | Long | 85.7% | +6.73% | 2.16 | 7 |
| 09.07 → 02.09 | Long | 85.7% | +6.69% | 1.57 | 7 |
| 07.07 → 13.08 | Long | 85.7% | +6.57% | 1.88 | 7 |