Over 2018 to 2025 (8 years of data), 6501JPJPY has tended to move long between 15.08 and 12.09, closing higher in 100.0% of those years for an average +6.87% move and an annualized Sharpe of 4.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 12.09 | Long | 100.0% | +6.87% | 4.10 | 4 |
| 15.08 → 13.09 | Long | 100.0% | +6.76% | 3.98 | 4 |
| 12.08 → 12.09 | Long | 100.0% | +6.71% | 5.95 | 4 |
| 18.08 → 12.09 | Long | 100.0% | +6.67% | 5.12 | 4 |
| 12.08 → 13.09 | Long | 100.0% | +6.60% | 5.80 | 4 |
| 16.08 → 12.09 | Long | 100.0% | +6.58% | 4.25 | 4 |
| 18.08 → 13.09 | Long | 100.0% | +6.56% | 4.92 | 4 |
| 16.08 → 13.09 | Long | 100.0% | +6.46% | 4.12 | 4 |