Over 2018 to 2025 (8 years of data), 7751JPJPY has tended to move long between 13.07 and 23.07, closing higher in 85.7% of those years for an average +2.64% move and an annualized Sharpe of 4.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 23.07 | Long | 85.7% | +2.64% | 4.44 | 7 |
| 08.07 → 23.07 | Long | 85.7% | +2.62% | 3.69 | 7 |
| 13.07 → 19.07 | Long | 85.7% | +2.25% | 4.23 | 7 |
| 13.07 → 22.07 | Long | 85.7% | +2.21% | 3.98 | 7 |
| 08.07 → 22.07 | Long | 85.7% | +2.20% | 3.10 | 7 |
| 13.07 → 26.07 | Long | 85.7% | +2.03% | 2.80 | 7 |
| 13.07 → 20.07 | Long | 85.7% | +1.94% | 3.64 | 7 |
| 12.07 → 26.07 | Long | 85.7% | +1.81% | 2.39 | 7 |