Over 2018 to 2025 (8 years of data), 6902JPJPY has tended to move long between 13.07 and 10.09, closing higher in 85.7% of those years for an average +3.35% move and an annualized Sharpe of 0.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Long | 85.7% | +3.35% | 0.66 | 7 |
| 13.07 → 07.09 | Long | 85.7% | +3.29% | 0.69 | 7 |
| 13.07 → 08.09 | Long | 85.7% | +3.14% | 0.65 | 7 |
| 13.07 → 11.09 | Long | 85.7% | +3.09% | 0.56 | 7 |
| 12.07 → 10.09 | Long | 85.7% | +3.03% | 0.60 | 7 |
| 12.07 → 07.09 | Long | 85.7% | +2.98% | 0.62 | 7 |
| 13.07 → 05.09 | Long | 85.7% | +2.95% | 0.65 | 7 |
| 13.07 → 06.09 | Long | 85.7% | +2.93% | 0.61 | 7 |