Over 2018 to 2025 (8 years of data), 4063JPJPY has tended to move short between 17.08 and 20.08, closing higher in 100.0% of those years for an average +1.13% move and an annualized Sharpe of 10.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 100.0% | +1.13% | 10.83 | 7 |
| 20.08 → 23.08 | Long | 85.7% | +1.44% | 10.77 | 7 |
| 17.08 → 21.08 | Short | 85.7% | +1.23% | 5.69 | 7 |
| 21.08 → 26.08 | Long | 85.7% | +1.21% | 5.08 | 7 |
| 20.08 → 26.08 | Long | 85.7% | +1.13% | 5.88 | 7 |
| 16.08 → 21.08 | Short | 85.7% | +1.06% | 5.80 | 7 |
| 16.08 → 20.08 | Short | 85.7% | +0.95% | 6.55 | 7 |
| 18.08 → 21.08 | Short | 85.7% | +0.87% | 5.10 | 7 |