Over 2018 to 2025 (8 years of data), 4523JPJPY has tended to move short between 10.07 and 05.08, closing higher in 85.7% of those years for an average +7.60% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 05.08 | Short | 85.7% | +7.60% | 2.44 | 7 |
| 09.07 → 05.08 | Short | 85.7% | +7.30% | 2.41 | 7 |
| 10.07 → 06.08 | Short | 85.7% | +6.67% | 2.16 | 7 |
| 09.07 → 06.08 | Short | 85.7% | +6.38% | 2.14 | 7 |
| 10.07 → 02.08 | Short | 85.7% | +6.19% | 2.67 | 7 |
| 10.07 → 04.08 | Short | 85.7% | +6.18% | 2.32 | 7 |
| 10.07 → 03.08 | Short | 85.7% | +6.16% | 2.44 | 7 |
| 09.07 → 02.08 | Short | 85.7% | +5.88% | 2.68 | 7 |