Over 2018 to 2025 (8 years of data), 7261JPJPY has tended to move long between 18.07 and 23.07, closing higher in 85.7% of those years for an average +4.41% move and an annualized Sharpe of 4.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.07 → 23.07 | Long | 85.7% | +4.41% | 4.97 | 7 |
| 18.07 → 24.07 | Long | 85.7% | +4.31% | 3.78 | 7 |
| 19.07 → 23.07 | Long | 85.7% | +3.98% | 5.27 | 7 |
| 19.07 → 24.07 | Long | 85.7% | +3.87% | 3.88 | 7 |
| 18.07 → 25.07 | Long | 85.7% | +3.59% | 2.96 | 7 |
| 20.07 → 23.07 | Long | 85.7% | +3.26% | 4.98 | 7 |
| 20.07 → 24.07 | Long | 85.7% | +3.14% | 3.60 | 7 |
| 19.07 → 25.07 | Long | 85.7% | +3.12% | 3.16 | 7 |