Over 2018 to 2025 (8 years of data), 2503JPJPY has tended to move long between 11.09 and 26.09, closing higher in 87.5% of those years for an average +1.97% move and an annualized Sharpe of 2.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 26.09 | Long | 87.5% | +1.97% | 2.43 | 8 |
| 12.09 → 26.09 | Long | 87.5% | +1.74% | 3.04 | 8 |
| 13.09 → 26.09 | Long | 87.5% | +1.48% | 5.06 | 8 |
| 08.09 → 22.10 | Short | 87.5% | +1.47% | 0.81 | 8 |
| 09.09 → 22.10 | Short | 87.5% | +1.46% | 0.82 | 8 |
| 10.09 → 21.10 | Short | 87.5% | +1.45% | 0.87 | 8 |
| 10.09 → 20.10 | Short | 87.5% | +1.35% | 0.81 | 8 |
| 08.09 → 21.10 | Short | 87.5% | +1.32% | 0.74 | 8 |