Over 2018 to 2025 (8 years of data), 6301JPJPY has tended to move long between 10.07 and 23.07, closing higher in 100.0% of those years for an average +3.60% move and an annualized Sharpe of 3.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 23.07 | Long | 100.0% | +3.60% | 3.72 | 7 |
| 12.07 → 05.08 | Short | 85.7% | +4.79% | 1.44 | 7 |
| 12.07 → 03.08 | Short | 85.7% | +3.84% | 1.75 | 7 |
| 12.07 → 23.07 | Long | 85.7% | +3.83% | 3.98 | 7 |
| 13.07 → 04.08 | Short | 85.7% | +3.53% | 1.80 | 7 |
| 12.07 → 22.07 | Long | 85.7% | +3.50% | 4.53 | 7 |
| 12.07 → 04.08 | Short | 85.7% | +3.44% | 1.54 | 7 |
| 10.07 → 22.07 | Long | 85.7% | +3.26% | 4.39 | 7 |