Over 2018 to 2025 (8 years of data), 2503JPJPY has tended to move short between 07.07 and 08.08, closing higher in 85.7% of those years for an average +3.97% move and an annualized Sharpe of 2.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 08.08 | Short | 85.7% | +3.97% | 2.75 | 7 |
| 12.07 → 08.08 | Short | 85.7% | +3.22% | 2.52 | 7 |
| 08.07 → 08.08 | Short | 85.7% | +3.13% | 2.27 | 7 |
| 13.07 → 08.08 | Short | 85.7% | +3.05% | 2.59 | 7 |
| 11.07 → 08.08 | Short | 85.7% | +2.96% | 2.43 | 7 |
| 09.07 → 08.08 | Short | 85.7% | +2.95% | 2.28 | 7 |
| 10.07 → 08.08 | Short | 85.7% | +2.86% | 2.43 | 7 |
| 07.07 → 03.08 | Short | 85.7% | +2.73% | 2.82 | 7 |