Over 2018 to 2025 (8 years of data), 4502JPJPY has tended to move short between 11.07 and 06.08, closing higher in 85.7% of those years for an average +2.77% move and an annualized Sharpe of 2.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 06.08 | Short | 85.7% | +2.77% | 2.01 | 7 |
| 08.07 → 06.08 | Short | 85.7% | +2.64% | 2.48 | 7 |
| 07.07 → 06.08 | Short | 85.7% | +2.59% | 2.44 | 7 |
| 10.07 → 06.08 | Short | 85.7% | +2.50% | 2.10 | 7 |
| 11.07 → 05.08 | Short | 85.7% | +2.42% | 1.76 | 7 |
| 08.07 → 05.08 | Short | 85.7% | +2.29% | 2.20 | 7 |
| 07.07 → 05.08 | Short | 85.7% | +2.24% | 2.07 | 7 |
| 09.07 → 06.08 | Short | 85.7% | +2.22% | 2.01 | 7 |