Over 2018 to 2025 (8 years of data), 8411JPJPY has tended to move short between 18.08 and 21.08, closing higher in 100.0% of those years for an average +1.27% move and an annualized Sharpe of 11.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 21.08 | Short | 100.0% | +1.27% | 11.81 | 7 |
| 12.08 → 25.09 | Long | 85.7% | +4.64% | 2.20 | 7 |
| 12.08 → 14.09 | Long | 85.7% | +4.34% | 2.86 | 7 |
| 12.08 → 13.09 | Long | 85.7% | +4.08% | 2.67 | 7 |
| 12.08 → 12.09 | Long | 85.7% | +3.99% | 2.86 | 7 |
| 12.08 → 10.09 | Long | 85.7% | +3.53% | 2.84 | 7 |
| 12.08 → 08.09 | Long | 85.7% | +2.50% | 3.46 | 7 |
| 12.08 → 06.09 | Long | 85.7% | +2.46% | 2.48 | 7 |