Over 2018 to 2025 (8 years of data), 4063JPJPY has tended to move long between 09.07 and 30.07, closing higher in 85.7% of those years for an average +3.53% move and an annualized Sharpe of 2.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 85.7% | +3.53% | 2.13 | 7 |
| 08.07 → 30.07 | Long | 85.7% | +2.93% | 1.65 | 7 |
| 10.07 → 30.07 | Long | 85.7% | +2.90% | 1.66 | 7 |
| 09.07 → 31.07 | Long | 85.7% | +2.85% | 1.62 | 7 |
| 08.07 → 23.07 | Long | 85.7% | +2.83% | 3.96 | 7 |
| 08.07 → 22.07 | Long | 85.7% | +2.28% | 3.29 | 7 |
| 13.07 → 18.07 | Long | 85.7% | +1.27% | 5.38 | 7 |
| 08.07 → 18.07 | Long | 85.7% | +1.24% | 2.81 | 7 |