Over 2018 to 2025 (8 years of data), 3436JPJPY has tended to move short between 11.07 and 11.08, closing higher in 85.7% of those years for an average +9.60% move and an annualized Sharpe of 1.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 11.08 | Short | 85.7% | +9.60% | 1.93 | 7 |
| 11.07 → 10.08 | Short | 85.7% | +9.58% | 2.02 | 7 |
| 12.07 → 11.08 | Short | 85.7% | +9.23% | 1.86 | 7 |
| 12.07 → 10.08 | Short | 85.7% | +9.21% | 1.95 | 7 |
| 11.07 → 13.08 | Short | 85.7% | +9.18% | 1.85 | 7 |
| 11.07 → 09.08 | Short | 85.7% | +8.88% | 1.91 | 7 |
| 12.07 → 13.08 | Short | 85.7% | +8.80% | 1.78 | 7 |
| 11.07 → 14.08 | Short | 85.7% | +8.66% | 1.75 | 7 |