Over 2018 to 2025 (8 years of data), 6971JPJPY has tended to move long between 12.08 and 13.09, closing higher in 100.0% of those years for an average +5.48% move and an annualized Sharpe of 5.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 13.09 | Long | 100.0% | +5.48% | 5.96 | 7 |
| 12.08 → 12.09 | Long | 100.0% | +5.47% | 6.21 | 7 |
| 12.08 → 14.09 | Long | 100.0% | +5.45% | 6.95 | 7 |
| 12.08 → 15.09 | Long | 100.0% | +5.43% | 7.56 | 7 |
| 12.08 → 20.09 | Long | 100.0% | +5.41% | 5.50 | 7 |
| 12.08 → 11.09 | Long | 100.0% | +5.32% | 7.81 | 6 |
| 15.08 → 13.09 | Long | 100.0% | +5.20% | 4.83 | 7 |
| 15.08 → 12.09 | Long | 100.0% | +5.18% | 5.53 | 7 |