Over 2018 to 2025 (8 years of data), 8306JPJPY has tended to move long between 13.07 and 11.09, closing higher in 85.7% of those years for an average +5.41% move and an annualized Sharpe of 0.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 85.7% | +5.41% | 0.98 | 7 |
| 13.07 → 10.09 | Long | 85.7% | +5.39% | 1.03 | 7 |
| 13.07 → 09.09 | Long | 85.7% | +4.16% | 0.84 | 7 |
| 10.07 → 27.07 | Long | 85.7% | +1.45% | 1.45 | 7 |
| 11.07 → 15.07 | Short | 85.7% | +1.42% | 4.80 | 7 |
| 13.07 → 23.07 | Long | 85.7% | +1.35% | 1.91 | 7 |
| 11.07 → 14.07 | Short | 85.7% | +1.15% | 4.36 | 7 |
| 10.07 → 26.07 | Long | 85.7% | +1.14% | 1.15 | 7 |