Over 2018 to 2025 (8 years of data), 9983JPJPY has tended to move long between 22.07 and 20.09, closing higher in 85.7% of those years for an average +4.80% move and an annualized Sharpe of 1.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 20.09 | Long | 85.7% | +4.80% | 1.77 | 7 |
| 22.07 → 12.09 | Long | 85.7% | +4.49% | 1.72 | 7 |
| 22.07 → 15.09 | Long | 85.7% | +4.40% | 1.86 | 7 |
| 22.07 → 13.09 | Long | 85.7% | +4.38% | 1.74 | 7 |
| 22.07 → 18.09 | Long | 85.7% | +4.29% | 2.00 | 7 |
| 22.07 → 14.09 | Long | 85.7% | +4.28% | 1.76 | 7 |
| 22.07 → 06.09 | Long | 85.7% | +4.16% | 1.72 | 7 |
| 23.07 → 20.09 | Long | 85.7% | +4.10% | 1.50 | 7 |