Over 2018 to 2025 (8 years of data), 7269JPJPY has tended to move long between 22.08 and 03.09, closing higher in 100.0% of those years for an average +4.86% move and an annualized Sharpe of 5.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 03.09 | Long | 100.0% | +4.86% | 5.52 | 7 |
| 24.08 → 03.09 | Long | 100.0% | +4.77% | 6.74 | 7 |
| 22.08 → 02.09 | Long | 100.0% | +4.37% | 5.83 | 7 |
| 25.08 → 03.09 | Long | 100.0% | +4.29% | 7.08 | 7 |
| 26.08 → 03.09 | Long | 100.0% | +4.23% | 8.25 | 7 |
| 26.08 → 02.09 | Long | 100.0% | +3.76% | 8.47 | 7 |
| 22.08 → 20.09 | Long | 85.7% | +8.07% | 3.52 | 7 |
| 24.08 → 20.09 | Long | 85.7% | +7.94% | 4.06 | 7 |