Over 2018 to 2025 (8 years of data), 9984JPJPY has tended to move long between 08.07 and 24.07, closing higher in 85.7% of those years for an average +3.68% move and an annualized Sharpe of 2.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 24.07 | Long | 85.7% | +3.68% | 2.05 | 7 |
| 08.07 → 23.07 | Long | 85.7% | +3.24% | 2.03 | 7 |
| 08.07 → 22.07 | Long | 85.7% | +2.92% | 2.17 | 7 |
| 10.07 → 05.09 | Short | 85.7% | +2.90% | 0.29 | 7 |
| 07.07 → 12.07 | Long | 85.7% | +2.35% | 6.79 | 7 |
| 10.07 → 06.09 | Short | 85.7% | +2.22% | 0.22 | 7 |
| 08.07 → 12.07 | Long | 85.7% | +2.09% | 6.18 | 7 |
| 07.07 → 11.07 | Long | 85.7% | +2.08% | 5.32 | 7 |