Over 2018 to 2025 (8 years of data), 7267JPJPY has tended to move long between 10.07 and 14.07, closing higher in 85.7% of those years for an average +1.23% move and an annualized Sharpe of 8.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.07 | Long | 85.7% | +1.23% | 8.12 | 7 |
| 10.07 → 07.09 | Long | 71.4% | +4.25% | 1.00 | 7 |
| 09.07 → 07.09 | Long | 71.4% | +4.22% | 0.95 | 7 |
| 13.07 → 11.09 | Long | 71.4% | +3.86% | 0.73 | 7 |
| 13.07 → 10.09 | Long | 71.4% | +3.17% | 0.63 | 7 |
| 12.07 → 10.09 | Long | 71.4% | +3.12% | 0.60 | 7 |
| 10.07 → 23.07 | Long | 71.4% | +2.85% | 3.65 | 7 |
| 09.07 → 23.07 | Long | 71.4% | +2.82% | 2.84 | 7 |