Over 2018 to 2025 (8 years of data), 6762JPJPY has tended to move long between 12.07 and 15.07, closing higher in 85.7% of those years for an average +0.94% move and an annualized Sharpe of 5.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Long | 85.7% | +0.94% | 5.85 | 7 |
| 12.07 → 07.09 | Long | 71.4% | +7.52% | 1.08 | 7 |
| 12.07 → 10.09 | Long | 71.4% | +7.13% | 1.02 | 7 |
| 12.07 → 05.09 | Long | 71.4% | +7.05% | 1.08 | 7 |
| 12.07 → 09.09 | Long | 71.4% | +7.03% | 1.04 | 7 |
| 12.07 → 08.09 | Long | 71.4% | +6.92% | 1.04 | 7 |
| 12.07 → 06.09 | Long | 71.4% | +6.74% | 1.03 | 7 |
| 13.07 → 05.09 | Long | 71.4% | +6.74% | 1.02 | 7 |