Over 2018 to 2025 (8 years of data), 8766JPJPY has tended to move long between 13.07 and 26.07, closing higher in 85.7% of those years for an average +0.76% move and an annualized Sharpe of 0.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 26.07 | Long | 85.7% | +0.76% | 0.68 | 7 |
| 13.07 → 25.07 | Long | 85.7% | +0.59% | 0.63 | 7 |
| 11.07 → 05.08 | Short | 71.4% | +6.13% | 1.38 | 7 |
| 07.07 → 05.08 | Short | 71.4% | +5.11% | 1.15 | 7 |
| 12.07 → 05.08 | Short | 71.4% | +5.07% | 1.25 | 7 |
| 10.07 → 05.08 | Short | 71.4% | +4.98% | 1.14 | 7 |
| 13.07 → 05.08 | Short | 71.4% | +4.25% | 1.09 | 7 |
| 07.07 → 07.08 | Short | 71.4% | +3.66% | 1.19 | 7 |