Over 2018 to 2025 (8 years of data), 4543JPJPY has tended to move short between 15.08 and 20.08, closing higher in 85.7% of those years for an average +0.49% move and an annualized Sharpe of 1.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 20.08 | Short | 85.7% | +0.49% | 1.60 | 7 |
| 14.08 → 19.09 | Short | 85.7% | -0.92% | -0.23 | 7 |
| 14.08 → 24.08 | Short | 71.4% | +1.62% | 2.23 | 7 |
| 15.08 → 24.08 | Short | 71.4% | +1.61% | 2.45 | 7 |
| 12.08 → 21.08 | Long | 71.4% | +1.57% | 2.27 | 7 |
| 14.08 → 30.08 | Short | 71.4% | +1.42% | 1.86 | 7 |
| 14.08 → 27.08 | Short | 71.4% | +1.37% | 2.01 | 7 |
| 12.08 → 01.09 | Long | 71.4% | +1.16% | 0.90 | 7 |