Over 2018 to 2025 (8 years of data), 2502JPJPY has tended to move short between 07.07 and 03.08, closing higher in 85.7% of those years for an average +3.14% move and an annualized Sharpe of 2.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 03.08 | Short | 85.7% | +3.14% | 2.55 | 7 |
| 08.07 → 03.08 | Short | 85.7% | +2.69% | 2.24 | 7 |
| 12.07 → 09.09 | Long | 85.7% | +2.62% | 1.65 | 7 |
| 12.07 → 08.09 | Long | 85.7% | +2.60% | 1.40 | 7 |
| 10.07 → 08.09 | Long | 85.7% | +2.48% | 1.49 | 7 |
| 13.07 → 10.09 | Long | 85.7% | +2.47% | 1.72 | 7 |
| 11.07 → 09.09 | Long | 85.7% | +2.26% | 1.58 | 7 |
| 11.07 → 08.09 | Long | 85.7% | +2.24% | 1.29 | 7 |