Over 2017 to 2025 (9 years of data), EWJUSUSD has tended to move long between 08.09 and 16.09, closing higher in 100.0% of those years for an average +2.01% move and an annualized Sharpe of 13.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 16.09 | Long | 100.0% | +2.01% | 13.97 | 9 |
| 08.09 → 15.09 | Long | 100.0% | +1.98% | 16.61 | 9 |
| 08.09 → 14.09 | Long | 100.0% | +1.95% | 18.32 | 9 |
| 08.09 → 17.09 | Long | 100.0% | +1.86% | 10.92 | 9 |
| 08.09 → 12.09 | Long | 100.0% | +1.67% | 16.47 | 9 |
| 08.09 → 13.09 | Long | 100.0% | +1.52% | 12.18 | 9 |
| 08.09 → 11.09 | Long | 100.0% | +1.44% | 14.95 | 9 |
| 08.09 → 19.09 | Long | 88.9% | +2.18% | 8.37 | 9 |