Over 2018 to 2025 (8 years of data), 8802JPJPY has tended to move long between 15.08 and 26.09, closing higher in 87.5% of those years for an average +4.79% move and an annualized Sharpe of 2.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 26.09 | Long | 87.5% | +4.79% | 2.36 | 8 |
| 12.08 → 26.09 | Long | 87.5% | +4.62% | 2.38 | 8 |
| 14.08 → 26.09 | Long | 87.5% | +4.36% | 2.35 | 8 |
| 13.08 → 26.09 | Long | 87.5% | +4.27% | 2.23 | 8 |
| 12.08 → 16.09 | Long | 85.7% | +5.23% | 2.12 | 7 |
| 12.08 → 15.09 | Long | 85.7% | +5.22% | 2.10 | 7 |
| 18.08 → 14.09 | Long | 85.7% | +4.92% | 2.24 | 7 |
| 13.08 → 16.09 | Long | 85.7% | +4.84% | 1.97 | 7 |