Over 2018 to 2025 (8 years of data), 7751JPJPY has tended to move long between 27.08 and 22.10, closing higher in 75.0% of those years for an average +2.18% move and an annualized Sharpe of 0.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 22.10 | Long | 75.0% | +2.18% | 0.81 | 8 |
| 24.08 → 22.10 | Long | 75.0% | +2.16% | 0.77 | 8 |
| 25.08 → 22.10 | Long | 75.0% | +2.12% | 0.76 | 8 |
| 27.08 → 21.10 | Long | 75.0% | +2.06% | 0.79 | 8 |
| 24.08 → 21.10 | Long | 75.0% | +2.04% | 0.74 | 8 |
| 28.08 → 22.10 | Long | 75.0% | +2.02% | 0.76 | 8 |
| 25.08 → 21.10 | Long | 75.0% | +2.00% | 0.74 | 8 |
| 23.08 → 22.10 | Long | 75.0% | +1.95% | 0.67 | 8 |