Over 2018 to 2025 (8 years of data), 4507JPJPY has tended to move long between 09.07 and 26.07, closing higher in 85.7% of those years for an average +2.86% move and an annualized Sharpe of 4.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 26.07 | Long | 85.7% | +2.86% | 4.03 | 7 |
| 09.07 → 25.07 | Long | 85.7% | +2.70% | 3.91 | 7 |
| 09.07 → 27.07 | Long | 85.7% | +2.53% | 3.08 | 7 |
| 09.07 → 23.07 | Long | 85.7% | +2.42% | 2.72 | 7 |
| 09.07 → 18.07 | Long | 85.7% | +2.08% | 4.32 | 7 |
| 09.07 → 22.07 | Long | 85.7% | +2.01% | 2.97 | 7 |
| 09.07 → 20.07 | Long | 85.7% | +1.84% | 3.44 | 7 |
| 12.07 → 26.07 | Long | 85.7% | +1.69% | 4.09 | 7 |