Over 2018 to 2025 (8 years of data), 8306JPJPY has tended to move long between 12.08 and 20.09, closing higher in 100.0% of those years for an average +6.82% move and an annualized Sharpe of 3.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 20.09 | Long | 100.0% | +6.82% | 3.59 | 7 |
| 12.08 → 14.09 | Long | 100.0% | +6.50% | 3.28 | 7 |
| 12.08 → 19.09 | Long | 100.0% | +6.48% | 2.93 | 7 |
| 15.08 → 20.09 | Long | 100.0% | +6.39% | 2.94 | 7 |
| 12.08 → 13.09 | Long | 100.0% | +6.21% | 3.16 | 7 |
| 12.08 → 15.09 | Long | 100.0% | +6.07% | 3.29 | 7 |
| 12.08 → 16.09 | Long | 100.0% | +5.90% | 3.10 | 7 |
| 13.08 → 14.09 | Long | 100.0% | +5.80% | 2.63 | 7 |