Over 1986 to 2025 (40 years of data), JPNIDXJPY has tended to move short between 13.07 and 05.08, closing higher in 69.2% of those years for an average +1.85% move and an annualized Sharpe of 1.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.08 | Short | 69.2% | +1.85% | 1.16 | 39 |
| 13.07 → 21.07 | Short | 69.2% | +0.71% | 1.67 | 39 |
| 13.07 → 04.08 | Short | 66.7% | +1.83% | 1.25 | 39 |
| 13.07 → 25.07 | Short | 66.7% | +1.08% | 1.42 | 39 |
| 08.07 → 14.07 | Long | 66.7% | +0.70% | 1.97 | 39 |
| 08.07 → 15.07 | Long | 66.7% | +0.57% | 1.32 | 39 |
| 13.07 → 24.07 | Short | 64.1% | +0.85% | 1.24 | 39 |
| 13.07 → 22.07 | Short | 64.1% | +0.76% | 1.41 | 39 |