Over 2018 to 2025 (8 years of data), 6506JPJPY has tended to move long between 15.08 and 20.09, closing higher in 85.7% of those years for an average +4.49% move and an annualized Sharpe of 1.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 20.09 | Long | 85.7% | +4.49% | 1.54 | 7 |
| 14.08 → 25.08 | Short | 85.7% | +2.68% | 3.21 | 7 |
| 14.08 → 24.08 | Short | 85.7% | +2.50% | 3.46 | 7 |
| 14.08 → 29.08 | Short | 85.7% | +2.33% | 2.53 | 7 |
| 14.08 → 27.08 | Short | 85.7% | +2.28% | 2.38 | 7 |
| 14.08 → 26.08 | Short | 85.7% | +1.94% | 2.73 | 7 |
| 14.08 → 28.08 | Short | 85.7% | +1.87% | 1.88 | 7 |
| 16.08 → 26.08 | Short | 85.7% | +0.69% | 1.81 | 7 |