Over 2018 to 2025 (8 years of data), 8316JPJPY has tended to move long between 09.07 and 23.07, closing higher in 85.7% of those years for an average +2.02% move and an annualized Sharpe of 2.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.07 | Long | 85.7% | +2.02% | 2.27 | 7 |
| 13.07 → 23.07 | Long | 85.7% | +2.01% | 2.80 | 7 |
| 10.07 → 27.07 | Long | 85.7% | +1.79% | 1.68 | 7 |
| 10.07 → 26.07 | Long | 85.7% | +1.76% | 1.67 | 7 |
| 12.07 → 23.07 | Long | 85.7% | +1.73% | 2.39 | 7 |
| 13.07 → 24.07 | Long | 85.7% | +1.72% | 2.36 | 7 |
| 09.07 → 27.07 | Long | 85.7% | +1.67% | 1.58 | 7 |
| 09.07 → 26.07 | Long | 85.7% | +1.64% | 1.48 | 7 |