Over 2018 to 2025 (8 years of data), 4452JPJPY has tended to move short between 12.07 and 02.08, closing higher in 85.7% of those years for an average +3.16% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 02.08 | Short | 85.7% | +3.16% | 2.77 | 7 |
| 11.07 → 02.08 | Short | 85.7% | +3.10% | 2.65 | 7 |
| 10.07 → 02.08 | Short | 85.7% | +2.76% | 2.31 | 7 |
| 12.07 → 01.08 | Short | 85.7% | +2.52% | 2.24 | 7 |
| 11.07 → 01.08 | Short | 85.7% | +2.46% | 2.13 | 7 |
| 07.07 → 02.08 | Short | 85.7% | +2.42% | 1.34 | 7 |
| 09.07 → 23.07 | Long | 85.7% | +1.85% | 2.80 | 7 |
| 07.07 → 01.08 | Short | 85.7% | +1.77% | 0.99 | 7 |