Over 2018 to 2025 (8 years of data), 8031JPJPY has tended to move short between 11.07 and 14.07, closing higher in 85.7% of those years for an average +1.03% move and an annualized Sharpe of 5.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Short | 85.7% | +1.03% | 5.88 | 7 |
| 11.07 → 17.07 | Short | 85.7% | +0.63% | 1.56 | 7 |
| 08.07 → 29.07 | Long | 85.7% | +0.50% | 0.46 | 7 |
| 11.07 → 15.07 | Short | 85.7% | +0.47% | 1.37 | 7 |
| 11.07 → 16.07 | Short | 85.7% | +0.43% | 1.17 | 7 |
| 12.07 → 10.09 | Long | 71.4% | +6.47% | 0.90 | 7 |
| 13.07 → 11.09 | Long | 71.4% | +6.25% | 0.85 | 7 |
| 13.07 → 10.09 | Long | 71.4% | +6.16% | 0.85 | 7 |