Over 2018 to 2025 (8 years of data), 4503JPJPY has tended to move short between 10.09 and 24.09, closing higher in 100.0% of those years for an average +2.49% move and an annualized Sharpe of 4.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.09 → 24.09 | Short | 100.0% | +2.49% | 4.51 | 7 |
| 13.09 → 22.09 | Short | 100.0% | +2.48% | 6.35 | 7 |
| 12.09 → 22.09 | Short | 100.0% | +2.37% | 6.67 | 7 |
| 13.09 → 24.09 | Short | 100.0% | +2.14% | 4.65 | 7 |
| 13.09 → 23.09 | Short | 100.0% | +2.13% | 5.79 | 7 |
| 12.09 → 24.09 | Short | 100.0% | +2.03% | 4.43 | 7 |
| 12.09 → 23.09 | Short | 100.0% | +2.01% | 5.56 | 7 |
| 13.09 → 21.09 | Short | 100.0% | +1.85% | 7.77 | 7 |