Over 2018 to 2025 (8 years of data), 7269JPJPY has tended to move short between 10.07 and 28.07, closing higher in 85.7% of those years for an average +3.34% move and an annualized Sharpe of 3.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Short | 85.7% | +3.34% | 3.07 | 7 |
| 10.07 → 30.07 | Short | 85.7% | +2.47% | 2.06 | 7 |
| 13.07 → 07.09 | Long | 71.4% | +8.93% | 1.27 | 7 |
| 13.07 → 08.09 | Long | 71.4% | +8.85% | 1.22 | 7 |
| 13.07 → 09.09 | Long | 71.4% | +8.77% | 1.20 | 7 |
| 12.07 → 07.09 | Long | 71.4% | +8.54% | 1.16 | 7 |
| 13.07 → 10.09 | Long | 71.4% | +8.49% | 1.21 | 7 |
| 13.07 → 11.09 | Long | 71.4% | +8.48% | 1.15 | 7 |