Over 2018 to 2025 (8 years of data), 9432JPJPY has tended to move long between 15.08 and 17.09, closing higher in 85.7% of those years for an average +3.50% move and an annualized Sharpe of 1.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 17.09 | Long | 85.7% | +3.50% | 1.24 | 7 |
| 12.08 → 12.09 | Long | 85.7% | +3.32% | 1.47 | 7 |
| 12.08 → 16.09 | Long | 85.7% | +3.28% | 1.29 | 7 |
| 12.08 → 11.09 | Long | 85.7% | +3.23% | 1.66 | 7 |
| 12.08 → 13.09 | Long | 85.7% | +3.23% | 1.41 | 7 |
| 12.08 → 10.09 | Long | 85.7% | +3.17% | 1.55 | 7 |
| 15.08 → 12.09 | Long | 85.7% | +3.15% | 1.34 | 7 |
| 12.08 → 14.09 | Long | 85.7% | +3.14% | 1.32 | 7 |