Over 2018 to 2025 (8 years of data), 8801JPJPY has tended to move long between 27.08 and 26.09, closing higher in 87.5% of those years for an average +3.18% move and an annualized Sharpe of 1.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 26.09 | Long | 87.5% | +3.18% | 1.82 | 8 |
| 28.08 → 26.09 | Long | 87.5% | +2.65% | 1.66 | 8 |
| 22.08 → 14.09 | Long | 85.7% | +5.31% | 2.71 | 7 |
| 22.08 → 15.09 | Long | 85.7% | +5.07% | 2.70 | 7 |
| 22.08 → 13.09 | Long | 85.7% | +4.85% | 2.89 | 7 |
| 24.08 → 14.09 | Long | 85.7% | +4.70% | 2.54 | 7 |
| 22.08 → 07.09 | Long | 85.7% | +4.67% | 3.04 | 7 |
| 23.08 → 14.09 | Long | 85.7% | +4.63% | 2.37 | 7 |