Over 2018 to 2025 (8 years of data), 8031JPJPY has tended to move long between 18.08 and 10.10, closing higher in 100.0% of those years for an average +5.25% move and an annualized Sharpe of 3.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 10.10 | Long | 100.0% | +5.25% | 3.19 | 8 |
| 17.08 → 10.10 | Long | 100.0% | +5.04% | 2.85 | 8 |
| 18.08 → 11.10 | Long | 100.0% | +4.71% | 2.53 | 8 |
| 17.08 → 11.10 | Long | 100.0% | +4.50% | 2.28 | 8 |
| 18.08 → 12.10 | Long | 87.5% | +4.81% | 2.54 | 8 |
| 18.08 → 09.10 | Long | 87.5% | +4.68% | 2.12 | 8 |
| 18.08 → 28.09 | Long | 87.5% | +4.64% | 2.49 | 8 |
| 17.08 → 12.10 | Long | 87.5% | +4.59% | 2.34 | 8 |