

Over 2010 to 2025 (16 years of data), TRYJPY has tended to move short between 08.07 and 13.08, closing higher in 93.8% of those years for an average +4.58% move and an annualized Sharpe of 1.67.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.5705 |
| 3 | 99.7928 |
| 4 | 100.1577 |
| 5 | 100.0415 |
| 6 | 99.8377 |
| 7 | 99.6213 |
| 8 | 99.4948 |
| 9 | 99.4203 |
| 10 | 99.2361 |
| 11 | 99.11 |
| 12 | 99.4094 |
| 13 | 99.1669 |
| 14 | 99.2513 |
| 15 | 98.7835 |
| 16 | 98.8402 |
| 17 | 99.0832 |
| 18 | 99.2428 |
| 19 | 99.2029 |
| 20 | 99.1149 |
| 21 | 99.0171 |
| 22 | 99.0827 |
| 23 | 98.9089 |
| 24 | 98.9232 |
| 25 | 98.6632 |
| 26 | 98.7658 |
| 27 | 98.9685 |
| 28 | 99.0437 |
| 29 | 98.8053 |
| 30 | 98.7567 |
| 31 | 99.1359 |
| 32 | 99.2533 |
| 33 | 99.3223 |
| 34 | 99.4363 |
| 35 | 99.4667 |
| 36 | 99.6558 |
| 37 | 99.6213 |
| 38 | 99.31 |
| 39 | 99.2085 |
| 40 | 99.3284 |
| 41 | 99.2905 |
| 42 | 99.574 |
| 43 | 99.7339 |
| 44 | 99.6721 |
| 45 | 99.6787 |
| 46 | 99.8695 |
| 47 | 99.8097 |
| 48 | 100.0605 |
| 49 | 99.8854 |
| 50 | 99.8037 |
| 51 | 99.6402 |
| 52 | 99.3954 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 13.08 | Short | 93.8% | +4.58% | 1.67 | 16 |
| 07.07 → 22.08 | Short | 87.5% | +5.15% | 1.82 | 16 |
| 08.07 → 22.08 | Short | 87.5% | +5.09% | 1.85 | 16 |
| 09.07 → 22.08 | Short | 87.5% | +5.04% | 1.95 | 16 |
| 13.07 → 22.08 | Short | 87.5% | +4.99% | 2.24 | 16 |
| 10.07 → 22.08 | Short | 87.5% | +4.90% | 1.91 | 16 |
| 11.07 → 22.08 | Short | 87.5% |
| 53 |
|---|
| 99.34 |
| 54 | 99.0338 |
|---|
| 55 | 99.165 |
|---|
| 56 | 98.8692 |
|---|
| 57 | 98.5912 |
|---|
| 58 | 98.4205 |
|---|
| 59 | 98.374 |
|---|
| 60 | 98.5492 |
|---|
| 61 | 98.3144 |
|---|
| 62 | 98.3089 |
|---|
| 63 | 98.2265 |
|---|
| 64 | 98.1605 |
|---|
| 65 | 97.9416 |
|---|
| 66 | 97.808 |
|---|
| 67 | 97.607 |
|---|
| 68 | 97.5955 |
|---|
| 69 | 97.5022 |
|---|
| 70 | 97.6936 |
|---|
| 71 | 97.5438 |
|---|
| 72 | 96.9814 |
|---|
| 73 | 97.3762 |
|---|
| 74 | 97.3627 |
|---|
| 75 | 97.2394 |
|---|
| 76 | 97.0278 |
|---|
| 77 | 97.3218 |
|---|
| 78 | 96.9222 |
|---|
| 79 | 97.3732 |
|---|
| 80 | 96.2904 |
|---|
| 81 | 96.1614 |
|---|
| 82 | 95.9555 |
|---|
| 83 | 96.3526 |
|---|
| 84 | 96.4793 |
|---|
| 85 | 96.6739 |
|---|
| 86 | 96.6014 |
|---|
| 87 | 96.506 |
|---|
| 88 | 96.6071 |
|---|
| 89 | 96.7376 |
|---|
| 90 | 96.8611 |
|---|
| 91 | 97.3128 |
|---|
| 92 | 96.9953 |
|---|
| 93 | 96.8254 |
|---|
| 94 | 97.0685 |
|---|
| 95 | 97.0209 |
|---|
| 96 | 97.0705 |
|---|
| 97 | 97.0413 |
|---|
| 98 | 96.7392 |
|---|
| 99 | 96.6784 |
|---|
| 100 | 96.5158 |
|---|
| 101 | 95.7893 |
|---|
| 102 | 95.7123 |
|---|
| 103 | 96.2392 |
|---|
| 104 | 96.0172 |
|---|
| 105 | 95.7011 |
|---|
| 106 | 95.8356 |
|---|
| 107 | 95.8348 |
|---|
| 108 | 95.7093 |
|---|
| 109 | 96.0571 |
|---|
| 110 | 96.0366 |
|---|
| 111 | 96.0141 |
|---|
| 112 | 95.6457 |
|---|
| 113 | 95.8 |
|---|
| 114 | 95.775 |
|---|
| 115 | 95.6834 |
|---|
| 116 | 95.7403 |
|---|
| 117 | 96.2935 |
|---|
| 118 | 96.4714 |
|---|
| 119 | 96.2481 |
|---|
| 120 | 95.8883 |
|---|
| 121 | 96.0298 |
|---|
| 122 | 95.8936 |
|---|
| 123 | 95.6363 |
|---|
| 124 | 95.4433 |
|---|
| 125 | 95.0948 |
|---|
| 126 | 95.0928 |
|---|
| 127 | 94.8536 |
|---|
| 128 | 94.9271 |
|---|
| 129 | 94.9509 |
|---|
| 130 | 95.1257 |
|---|
| 131 | 94.9491 |
|---|
| 132 | 95.0599 |
|---|
| 133 | 94.9219 |
|---|
| 134 | 94.939 |
|---|
| 135 | 94.8114 |
|---|
| 136 | 94.613 |
|---|
| 137 | 94.7101 |
|---|
| 138 | 94.5085 |
|---|
| 139 | 94.4773 |
|---|
| 140 | 94.4762 |
|---|
| 141 | 94.3423 |
|---|
| 142 | 94.1406 |
|---|
| 143 | 94.2206 |
|---|
| 144 | 93.6898 |
|---|
| 145 | 93.7008 |
|---|
| 146 | 93.7825 |
|---|
| 147 | 93.9049 |
|---|
| 148 | 94.0507 |
|---|
| 149 | 93.6691 |
|---|
| 150 | 93.8783 |
|---|
| 151 | 93.785 |
|---|
| 152 | 93.4021 |
|---|
| 153 | 93.3461 |
|---|
| 154 | 93.4125 |
|---|
| 155 | 93.5385 |
|---|
| 156 | 93.33 |
|---|
| 157 | 93.2708 |
|---|
| 158 | 92.7571 |
|---|
| 159 | 92.7905 |
|---|
| 160 | 92.84 |
|---|
| 161 | 92.8717 |
|---|
| 162 | 92.6161 |
|---|
| 163 | 92.2996 |
|---|
| 164 | 92.1867 |
|---|
| 165 | 92.0896 |
|---|
| 166 | 91.8699 |
|---|
| 167 | 91.7553 |
|---|
| 168 | 91.8049 |
|---|
| 169 | 91.808 |
|---|
| 170 | 91.7862 |
|---|
| 171 | 91.7455 |
|---|
| 172 | 91.7829 |
|---|
| 173 | 91.756 |
|---|
| 174 | 91.8443 |
|---|
| 175 | 91.9124 |
|---|
| 176 | 91.491 |
|---|
| 177 | 91.5369 |
|---|
| 178 | 91.727 |
|---|
| 179 | 91.7494 |
|---|
| 180 | 91.8728 |
|---|
| 181 | 92.1926 |
|---|
| 182 | 92.4208 |
|---|
| 183 | 92.3007 |
|---|
| 184 | 92.2083 |
|---|
| 185 | 92.2046 |
|---|
| 186 | 91.9342 |
|---|
| 187 | 91.759 |
|---|
| 188 | 91.5662 |
|---|
| 189 | 91.453 |
|---|
| 190 | 91.3149 |
|---|
| 191 | 91.2688 |
|---|
| 192 | 91.1167 |
|---|
| 193 | 90.9513 |
|---|
| 194 | 91.2532 |
|---|
| 195 | 91.2869 |
|---|
| 196 | 91.4632 |
|---|
| 197 | 91.0476 |
|---|
| 198 | 91.212 |
|---|
| 199 | 91.1553 |
|---|
| 200 | 91.1371 |
|---|
| 201 | 90.9912 |
|---|
| 202 | 90.8038 |
|---|
| 203 | 90.5004 |
|---|
| 204 | 90.5213 |
|---|
| 205 | 90.2337 |
|---|
| 206 | 90.1453 |
|---|
| 207 | 90.0244 |
|---|
| 208 | 89.8649 |
|---|
| 209 | 89.9112 |
|---|
| 210 | 89.7292 |
|---|
| 211 | 89.5861 |
|---|
| 212 | 89.6399 |
|---|
| 213 | 89.3053 |
|---|
| 214 | 89.2339 |
|---|
| 215 | 88.8616 |
|---|
| 216 | 88.9083 |
|---|
| 217 | 88.7681 |
|---|
| 218 | 88.4671 |
|---|
| 219 | 88.0805 |
|---|
| 220 | 87.9582 |
|---|
| 221 | 87.8786 |
|---|
| 222 | 86.8559 |
|---|
| 223 | 86.7315 |
|---|
| 224 | 86.6828 |
|---|
| 225 | 86.3179 |
|---|
| 226 | 86.7683 |
|---|
| 227 | 87.0295 |
|---|
| 228 | 87.4611 |
|---|
| 229 | 87.1166 |
|---|
| 230 | 86.9776 |
|---|
| 231 | 86.8167 |
|---|
| 232 | 86.6531 |
|---|
| 233 | 86.5914 |
|---|
| 234 | 86.6334 |
|---|
| 235 | 86.3941 |
|---|
| 236 | 86.5882 |
|---|
| 237 | 86.5768 |
|---|
| 238 | 86.7747 |
|---|
| 239 | 86.4463 |
|---|
| 240 | 86.4565 |
|---|
| 241 | 86.4006 |
|---|
| 242 | 86.0504 |
|---|
| 243 | 86.4434 |
|---|
| 244 | 86.3815 |
|---|
| 245 | 86.3946 |
|---|
| 246 | 86.3684 |
|---|
| 247 | 86.3564 |
|---|
| 248 | 86.0666 |
|---|
| 249 | 86.1844 |
|---|
| 250 | 86.5302 |
|---|
| 251 | 86.4337 |
|---|
| 252 | 86.1587 |
|---|
| 253 | 86.2123 |
|---|
| 254 | 86.2635 |
|---|
| 255 | 86.3304 |
|---|
| 256 | 86.557 |
|---|
| 257 | 86.3394 |
|---|
| 258 | 86.5062 |
|---|
| 259 | 86.5334 |
|---|
| 260 | 86.2561 |
|---|
| 261 | 86.3397 |
|---|
| 262 | 86.3132 |
|---|
| 263 | 86.2648 |
|---|
| 264 | 86.1568 |
|---|
| 265 | 85.8685 |
|---|
| 266 | 85.8646 |
|---|
| 267 | 85.8998 |
|---|
| 268 | 85.7914 |
|---|
| 269 | 85.8267 |
|---|
| 270 | 85.9638 |
|---|
| 271 | 85.6901 |
|---|
| 272 | 85.5516 |
|---|
| 273 | 85.737 |
|---|
| 274 | 85.7269 |
|---|
| 275 | 85.7148 |
|---|
| 276 | 85.607 |
|---|
| 277 | 85.4576 |
|---|
| 278 | 85.7988 |
|---|
| 279 | 85.9336 |
|---|
| 280 | 85.8199 |
|---|
| 281 | 85.6151 |
|---|
| 282 | 85.5137 |
|---|
| 283 | 85.6006 |
|---|
| 284 | 85.8419 |
|---|
| 285 | 85.9684 |
|---|
| 286 | 85.8349 |
|---|
| 287 | 85.8353 |
|---|
| 288 | 85.9299 |
|---|
| 289 | 86.1359 |
|---|
| 290 | 86.2538 |
|---|
| 291 | 86.1271 |
|---|
| 292 | 86.2793 |
|---|
| 293 | 86.4841 |
|---|
| 294 | 86.2558 |
|---|
| 295 | 86.3254 |
|---|
| 296 | 86.1798 |
|---|
| 297 | 86.2005 |
|---|
| 298 | 86.379 |
|---|
| 299 | 86.4042 |
|---|
| 300 | 86.266 |
|---|
| 301 | 86.3199 |
|---|
| 302 | 86.2041 |
|---|
| 303 | 86.5092 |
|---|
| 304 | 86.6049 |
|---|
| 305 | 86.6286 |
|---|
| 306 | 86.8535 |
|---|
| 307 | 86.7796 |
|---|
| 308 | 86.5142 |
|---|
| 309 | 86.4808 |
|---|
| 310 | 86.3478 |
|---|
| 311 | 86.4472 |
|---|
| 312 | 86.2049 |
|---|
| 313 | 86.0688 |
|---|
| 314 | 86.2842 |
|---|
| 315 | 86.1936 |
|---|
| 316 | 86.415 |
|---|
| 317 | 86.5728 |
|---|
| 318 | 86.5444 |
|---|
| 319 | 86.5688 |
|---|
| 320 | 86.6573 |
|---|
| 321 | 86.2464 |
|---|
| 322 | 86.0077 |
|---|
| 323 | 86.0792 |
|---|
| 324 | 86.1352 |
|---|
| 325 | 86.1184 |
|---|
| 326 | 86.1581 |
|---|
| 327 | 85.3524 |
|---|
| 328 | 85.5797 |
|---|
| 329 | 85.2742 |
|---|
| 330 | 85.0507 |
|---|
| 331 | 85.123 |
|---|
| 332 | 84.9942 |
|---|
| 333 | 84.9963 |
|---|
| 334 | 84.7581 |
|---|
| 335 | 84.8199 |
|---|
| 336 | 84.5642 |
|---|
| 337 | 84.2224 |
|---|
| 338 | 84.1391 |
|---|
| 339 | 84.3407 |
|---|
| 340 | 84.4504 |
|---|
| 341 | 84.6153 |
|---|
| 342 | 84.6111 |
|---|
| 343 | 84.3363 |
|---|
| 344 | 84.246 |
|---|
| 345 | 84.0516 |
|---|
| 346 | 84.0333 |
|---|
| 347 | 83.9442 |
|---|
| 348 | 83.559 |
|---|
| 349 | 83.4381 |
|---|
| 350 | 83.095 |
|---|
| 351 | 82.993 |
|---|
| 352 | 83.097 |
|---|
| 353 | 83.2455 |
|---|
| 354 | 84.108 |
|---|
| 355 | 84.4547 |
|---|
| 356 | 84.6099 |
|---|
| 357 | 84.8074 |
|---|
| 358 | 85.1517 |
|---|
| 359 | 85.2091 |
|---|
| 360 | 85.2301 |
|---|
| 361 | 84.7172 |
|---|
| 362 | 84.5263 |
|---|
| 363 | 84.0807 |
|---|
| 364 | 83.7368 |
|---|
| 365 | 83.5523 |
|---|
| 366 | 83.3653 |
|---|
| +4.84% |
| 2.13 |
| 16 |
| 09.07 → 27.08 | Short | 87.5% | +4.83% | 1.54 | 16 |