Over 2018 to 2025 (8 years of data), 4502JPJPY has tended to move short between 12.07 and 04.08, closing higher in 85.7% of those years for an average +2.54% move and an annualized Sharpe of 1.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 04.08 | Short | 85.7% | +2.54% | 1.89 | 7 |
| 11.07 → 04.08 | Short | 85.7% | +2.50% | 1.94 | 7 |
| 12.07 → 03.08 | Short | 85.7% | +2.48% | 1.96 | 7 |
| 11.07 → 03.08 | Short | 85.7% | +2.45% | 2.03 | 7 |
| 11.07 → 08.08 | Short | 85.7% | +2.45% | 2.35 | 7 |
| 12.07 → 05.08 | Short | 85.7% | +2.40% | 1.75 | 7 |
| 11.07 → 05.08 | Short | 85.7% | +2.37% | 1.80 | 7 |
| 12.07 → 06.08 | Short | 85.7% | +2.34% | 1.78 | 7 |