Over 2018 to 2025 (8 years of data), 6702JPJPY has tended to move long between 25.07 and 19.09, closing higher in 85.7% of those years for an average +5.07% move and an annualized Sharpe of 0.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 19.09 | Long | 85.7% | +5.07% | 0.99 | 7 |
| 25.07 → 18.09 | Long | 85.7% | +4.72% | 0.97 | 7 |
| 22.07 → 19.09 | Long | 85.7% | +4.46% | 0.92 | 7 |
| 22.07 → 20.09 | Long | 85.7% | +4.14% | 0.85 | 7 |
| 22.07 → 18.09 | Long | 85.7% | +4.13% | 0.88 | 7 |
| 27.07 → 08.08 | Short | 85.7% | +3.75% | 2.72 | 7 |
| 27.07 → 10.08 | Short | 85.7% | +3.72% | 2.74 | 7 |
| 27.07 → 11.08 | Short | 85.7% | +3.63% | 2.64 | 7 |