Over 2018 to 2025 (8 years of data), 4004JPJPY has tended to move short between 10.07 and 26.08, closing higher in 85.7% of those years for an average +5.50% move and an annualized Sharpe of 1.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 26.08 | Short | 85.7% | +5.50% | 1.37 | 7 |
| 10.07 → 27.08 | Short | 85.7% | +5.37% | 1.29 | 7 |
| 09.07 → 26.08 | Short | 85.7% | +4.91% | 1.10 | 7 |
| 10.07 → 24.08 | Short | 85.7% | +4.82% | 1.48 | 7 |
| 10.07 → 25.08 | Short | 85.7% | +4.80% | 1.32 | 7 |
| 07.07 → 19.08 | Short | 85.7% | +4.78% | 1.49 | 7 |
| 09.07 → 27.08 | Short | 85.7% | +4.78% | 1.02 | 7 |
| 10.07 → 19.08 | Short | 85.7% | +4.71% | 2.43 | 7 |