Over 2018 to 2025 (8 years of data), 6971JPJPY has tended to move long between 09.07 and 23.07, closing higher in 100.0% of those years for an average +2.23% move and an annualized Sharpe of 3.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.07 | Long | 100.0% | +2.23% | 3.45 | 7 |
| 09.07 → 22.07 | Long | 85.7% | +1.99% | 3.01 | 7 |
| 09.07 → 14.07 | Long | 85.7% | +1.34% | 4.70 | 7 |
| 10.07 → 14.07 | Long | 85.7% | +0.99% | 4.50 | 7 |
| 07.07 → 15.07 | Long | 85.7% | +0.69% | 2.66 | 7 |
| 07.07 → 29.07 | Short | 85.7% | +0.21% | 0.27 | 7 |
| 09.07 → 05.09 | Long | 71.4% | +4.88% | 0.96 | 7 |
| 10.07 → 05.09 | Long | 71.4% | +4.56% | 0.88 | 7 |