Over 2018 to 2025 (8 years of data), 4503JPJPY has tended to move long between 09.07 and 20.07, closing higher in 100.0% of those years for an average +1.55% move and an annualized Sharpe of 4.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.07 | Long | 100.0% | +1.55% | 4.83 | 7 |
| 09.07 → 27.07 | Long | 85.7% | +2.40% | 3.04 | 7 |
| 11.07 → 05.08 | Short | 85.7% | +2.14% | 0.97 | 7 |
| 08.07 → 27.07 | Long | 85.7% | +1.97% | 2.32 | 7 |
| 09.07 → 22.07 | Long | 85.7% | +1.89% | 3.34 | 7 |
| 10.07 → 26.07 | Long | 85.7% | +1.85% | 2.75 | 7 |
| 10.07 → 27.07 | Long | 85.7% | +1.77% | 2.39 | 7 |
| 12.07 → 05.08 | Short | 85.7% | +1.60% | 0.77 | 7 |