Over 2018 to 2025 (8 years of data), 6762JPJPY has tended to move long between 27.08 and 21.09, closing higher in 87.5% of those years for an average +6.45% move and an annualized Sharpe of 2.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 21.09 | Long | 87.5% | +6.45% | 2.95 | 8 |
| 28.08 → 21.09 | Long | 87.5% | +6.43% | 3.14 | 8 |
| 23.08 → 21.09 | Long | 87.5% | +5.98% | 2.41 | 8 |
| 24.08 → 21.09 | Long | 87.5% | +5.82% | 2.26 | 8 |
| 25.08 → 21.09 | Long | 87.5% | +5.79% | 2.24 | 8 |
| 27.08 → 26.09 | Long | 87.5% | +5.71% | 2.48 | 8 |
| 28.08 → 26.09 | Long | 87.5% | +5.69% | 2.59 | 8 |
| 27.08 → 20.09 | Long | 85.7% | +8.01% | 3.51 | 7 |