Over 2018 to 2025 (8 years of data), 8411JPJPY has tended to move long between 10.07 and 23.07, closing higher in 100.0% of those years for an average +2.94% move and an annualized Sharpe of 2.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 23.07 | Long | 100.0% | +2.94% | 2.84 | 7 |
| 13.07 → 11.09 | Long | 85.7% | +5.64% | 0.98 | 7 |
| 13.07 → 10.09 | Long | 85.7% | +5.60% | 1.07 | 7 |
| 12.07 → 10.09 | Long | 85.7% | +4.94% | 0.94 | 7 |
| 10.07 → 07.09 | Long | 85.7% | +4.83% | 0.97 | 7 |
| 10.07 → 05.09 | Long | 85.7% | +4.68% | 0.97 | 7 |
| 13.07 → 09.09 | Long | 85.7% | +4.67% | 0.91 | 7 |
| 10.07 → 08.09 | Long | 85.7% | +4.63% | 0.95 | 7 |