Over 2018 to 2025 (8 years of data), 4502JPJPY has tended to move short between 26.08 and 25.10, closing higher in 87.5% of those years for an average +4.58% move and an annualized Sharpe of 1.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Short | 87.5% | +4.58% | 1.30 | 8 |
| 25.08 → 24.10 | Short | 87.5% | +4.34% | 1.21 | 8 |
| 23.08 → 22.10 | Short | 87.5% | +4.30% | 1.40 | 8 |
| 25.08 → 23.10 | Short | 87.5% | +4.28% | 1.23 | 8 |
| 24.08 → 23.10 | Short | 87.5% | +4.23% | 1.23 | 8 |
| 26.08 → 24.10 | Short | 87.5% | +4.08% | 1.21 | 8 |
| 25.08 → 22.10 | Short | 87.5% | +4.07% | 1.19 | 8 |
| 27.08 → 25.10 | Short | 87.5% | +4.05% | 1.15 | 8 |