Over 2018 to 2025 (8 years of data), 9020JPJPY has tended to move long between 18.08 and 25.09, closing higher in 100.0% of those years for an average +5.89% move and an annualized Sharpe of 6.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 25.09 | Long | 100.0% | +5.89% | 6.87 | 7 |
| 15.08 → 25.09 | Long | 100.0% | +5.74% | 4.93 | 7 |
| 19.08 → 25.09 | Long | 100.0% | +5.73% | 5.89 | 7 |
| 16.08 → 25.09 | Long | 100.0% | +5.61% | 4.82 | 7 |
| 20.08 → 25.09 | Long | 100.0% | +5.27% | 4.26 | 7 |
| 17.08 → 25.09 | Long | 100.0% | +5.23% | 5.21 | 7 |
| 21.08 → 25.09 | Long | 100.0% | +5.21% | 4.31 | 7 |
| 20.08 → 24.09 | Long | 100.0% | +5.12% | 4.28 | 7 |