Over 2018 to 2025 (8 years of data), 6702JPJPY has tended to move long between 13.07 and 09.09, closing higher in 85.7% of those years for an average +5.26% move and an annualized Sharpe of 1.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 09.09 | Long | 85.7% | +5.26% | 1.60 | 7 |
| 12.07 → 09.09 | Long | 85.7% | +5.17% | 1.54 | 7 |
| 13.07 → 26.07 | Long | 85.7% | +5.03% | 4.96 | 7 |
| 12.07 → 26.07 | Long | 85.7% | +4.95% | 4.46 | 7 |
| 12.07 → 10.09 | Long | 85.7% | +4.86% | 1.45 | 7 |
| 13.07 → 05.09 | Long | 85.7% | +4.71% | 1.67 | 7 |
| 12.07 → 05.09 | Long | 85.7% | +4.62% | 1.59 | 7 |
| 13.07 → 07.09 | Long | 85.7% | +4.60% | 1.60 | 7 |