Over 2018 to 2025 (8 years of data), 9020JPJPY has tended to move long between 21.08 and 25.09, closing higher in 100.0% of those years for an average +5.21% move and an annualized Sharpe of 4.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.09 | Long | 100.0% | +5.21% | 4.31 | 7 |
| 21.08 → 31.08 | Long | 100.0% | +2.68% | 9.49 | 7 |
| 21.08 → 30.08 | Long | 100.0% | +2.67% | 9.76 | 7 |
| 21.08 → 01.09 | Long | 100.0% | +2.43% | 9.65 | 7 |
| 22.08 → 31.08 | Long | 100.0% | +2.31% | 7.91 | 7 |
| 22.08 → 30.08 | Long | 100.0% | +2.30% | 8.67 | 7 |
| 22.08 → 01.09 | Long | 100.0% | +2.06% | 7.00 | 7 |
| 21.08 → 29.08 | Long | 100.0% | +2.02% | 6.64 | 7 |