Over 2018 to 2025 (8 years of data), 8316JPJPY has tended to move long between 21.08 and 21.09, closing higher in 87.5% of those years for an average +5.03% move and an annualized Sharpe of 1.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 21.09 | Long | 87.5% | +5.03% | 1.75 | 8 |
| 22.08 → 21.09 | Long | 87.5% | +4.69% | 1.77 | 8 |
| 20.08 → 21.09 | Long | 87.5% | +4.38% | 1.45 | 8 |
| 19.08 → 21.09 | Long | 87.5% | +4.33% | 1.39 | 8 |
| 21.08 → 20.09 | Long | 85.7% | +5.70% | 2.02 | 7 |
| 22.08 → 20.09 | Long | 85.7% | +5.31% | 2.05 | 7 |
| 21.08 → 19.09 | Long | 85.7% | +5.17% | 1.78 | 7 |
| 21.08 → 14.09 | Long | 85.7% | +5.01% | 2.03 | 7 |