Over 2018 to 2025 (8 years of data), 6098JPJPY has tended to move long between 12.07 and 13.08, closing higher in 85.7% of those years for an average +7.25% move and an annualized Sharpe of 2.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 13.08 | Long | 85.7% | +7.25% | 2.37 | 7 |
| 13.07 → 13.08 | Long | 85.7% | +6.96% | 2.10 | 7 |
| 12.07 → 14.08 | Long | 85.7% | +6.39% | 2.40 | 7 |
| 17.07 → 13.08 | Long | 85.7% | +6.27% | 2.05 | 7 |
| 13.07 → 14.08 | Long | 85.7% | +6.09% | 2.07 | 7 |
| 11.07 → 13.08 | Long | 85.7% | +5.94% | 1.91 | 7 |
| 12.07 → 12.08 | Long | 85.7% | +5.57% | 1.83 | 7 |
| 14.07 → 13.08 | Long | 85.7% | +5.55% | 1.70 | 7 |