Over 2018 to 2025 (8 years of data), 7270JPJPY has tended to move long between 21.08 and 03.09, closing higher in 100.0% of those years for an average +3.57% move and an annualized Sharpe of 4.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 03.09 | Long | 100.0% | +3.57% | 4.08 | 7 |
| 22.08 → 03.09 | Long | 100.0% | +3.53% | 5.12 | 7 |
| 21.08 → 01.09 | Long | 100.0% | +3.27% | 7.05 | 7 |
| 22.08 → 01.09 | Long | 100.0% | +3.24% | 11.31 | 7 |
| 22.08 → 31.08 | Long | 100.0% | +2.83% | 8.05 | 7 |
| 22.08 → 30.08 | Long | 100.0% | +2.02% | 7.35 | 7 |
| 21.08 → 12.09 | Long | 85.7% | +5.04% | 2.53 | 7 |
| 22.08 → 12.09 | Long | 85.7% | +5.01% | 2.64 | 7 |