Over 2018 to 2025 (8 years of data), 8802JPJPY has tended to move long between 13.07 and 08.09, closing higher in 85.7% of those years for an average +6.46% move and an annualized Sharpe of 1.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 08.09 | Long | 85.7% | +6.46% | 1.23 | 7 |
| 07.07 → 02.08 | Short | 85.7% | +2.08% | 1.13 | 7 |
| 10.07 → 02.08 | Short | 85.7% | +1.92% | 1.31 | 7 |
| 08.07 → 02.08 | Short | 85.7% | +1.91% | 1.11 | 7 |
| 07.07 → 03.08 | Short | 85.7% | +1.84% | 0.98 | 7 |
| 09.07 → 02.08 | Short | 85.7% | +1.84% | 1.18 | 7 |
| 07.07 → 06.08 | Short | 85.7% | +1.02% | 0.42 | 7 |
| 12.07 → 08.09 | Long | 71.4% | +6.41% | 1.24 | 7 |