Over 2018 to 2025 (8 years of data), 8766JPJPY has tended to move short between 27.07 and 04.08, closing higher in 100.0% of those years for an average +5.68% move and an annualized Sharpe of 3.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 04.08 | Short | 100.0% | +5.68% | 3.26 | 7 |
| 24.07 → 04.08 | Short | 85.7% | +6.46% | 2.71 | 7 |
| 27.07 → 03.08 | Short | 85.7% | +6.16% | 3.82 | 7 |
| 24.07 → 05.08 | Short | 85.7% | +5.87% | 2.31 | 7 |
| 26.07 → 03.08 | Short | 85.7% | +5.86% | 3.50 | 7 |
| 25.07 → 04.08 | Short | 85.7% | +5.83% | 2.90 | 7 |
| 28.07 → 04.08 | Short | 85.7% | +5.53% | 3.37 | 7 |
| 26.07 → 04.08 | Short | 85.7% | +5.38% | 3.00 | 7 |