Over 2018 to 2025 (8 years of data), 6758JPJPY has tended to move long between 09.07 and 23.07, closing higher in 85.7% of those years for an average +3.82% move and an annualized Sharpe of 4.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.07 | Long | 85.7% | +3.82% | 4.17 | 7 |
| 09.07 → 30.07 | Long | 85.7% | +3.41% | 3.42 | 7 |
| 08.07 → 23.07 | Long | 85.7% | +3.35% | 3.37 | 7 |
| 09.07 → 29.08 | Long | 85.7% | +3.28% | 1.19 | 7 |
| 09.07 → 28.08 | Long | 85.7% | +2.91% | 1.03 | 7 |
| 09.07 → 24.07 | Long | 85.7% | +2.87% | 3.22 | 7 |
| 09.07 → 12.07 | Long | 85.7% | +2.83% | 9.07 | 7 |
| 08.07 → 29.08 | Long | 85.7% | +2.79% | 1.04 | 7 |