Over 2018 to 2025 (8 years of data), 6902JPJPY has tended to move long between 15.08 and 27.09, closing higher in 87.5% of those years for an average +2.18% move and an annualized Sharpe of 1.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 27.09 | Long | 87.5% | +2.18% | 1.01 | 8 |
| 12.08 → 24.09 | Long | 87.5% | +1.62% | 0.84 | 8 |
| 14.08 → 27.09 | Long | 87.5% | +1.36% | 0.76 | 8 |
| 12.08 → 20.09 | Long | 85.7% | +2.87% | 1.93 | 7 |
| 14.08 → 24.08 | Short | 85.7% | +1.55% | 3.65 | 7 |
| 14.08 → 25.08 | Short | 85.7% | +1.26% | 4.16 | 7 |
| 15.08 → 02.09 | Long | 85.7% | +1.06% | 1.31 | 7 |
| 15.08 → 03.09 | Long | 85.7% | +0.97% | 0.96 | 7 |