Over 2018 to 2025 (8 years of data), 3382JPJPY has tended to move short between 07.07 and 05.08, closing higher in 100.0% of those years for an average +7.75% move and an annualized Sharpe of 4.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.08 | Short | 100.0% | +7.75% | 4.34 | 7 |
| 07.07 → 03.08 | Short | 100.0% | +7.71% | 7.31 | 7 |
| 07.07 → 02.08 | Short | 100.0% | +7.04% | 9.84 | 7 |
| 07.07 → 06.08 | Short | 100.0% | +6.66% | 4.90 | 7 |
| 11.07 → 05.08 | Short | 100.0% | +6.64% | 3.89 | 7 |
| 07.07 → 01.08 | Short | 100.0% | +6.63% | 9.03 | 7 |
| 11.07 → 03.08 | Short | 100.0% | +6.63% | 9.75 | 7 |
| 07.07 → 28.07 | Short | 100.0% | +6.37% | 5.56 | 7 |