Over 1986 to 2025 (40 years of data), JPNIDXJPY has tended to move long between 25.08 and 01.09, closing higher in 66.7% of those years for an average +0.26% move and an annualized Sharpe of 0.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 01.09 | Long | 66.7% | +0.26% | 0.57 | 39 |
| 26.08 → 24.09 | Short | 65.0% | -0.01% | -0.01 | 40 |
| 27.08 → 24.09 | Short | 65.0% | -0.10% | -0.06 | 40 |
| 24.08 → 31.08 | Long | 64.1% | +0.44% | 0.78 | 39 |
| 24.08 → 02.09 | Long | 64.1% | +0.42% | 0.74 | 39 |
| 24.08 → 01.09 | Long | 64.1% | +0.37% | 0.67 | 39 |
| 22.08 → 30.08 | Long | 64.1% | +0.35% | 0.67 | 39 |
| 28.08 → 24.09 | Short | 62.5% | +0.18% | 0.10 | 40 |