Over 2018 to 2025 (8 years of data), 8801JPJPY has tended to move short between 08.07 and 22.07, closing higher in 85.7% of those years for an average +1.07% move and an annualized Sharpe of 2.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Short | 85.7% | +1.07% | 2.23 | 7 |
| 12.07 → 09.09 | Long | 71.4% | +7.51% | 1.51 | 7 |
| 13.07 → 08.09 | Long | 71.4% | +7.35% | 1.44 | 7 |
| 13.07 → 09.09 | Long | 71.4% | +6.96% | 1.36 | 7 |
| 12.07 → 10.09 | Long | 71.4% | +6.64% | 1.40 | 7 |
| 13.07 → 11.09 | Long | 71.4% | +6.42% | 1.15 | 7 |
| 13.07 → 03.09 | Long | 71.4% | +6.10% | 1.63 | 7 |
| 13.07 → 10.09 | Long | 71.4% | +6.09% | 1.23 | 7 |