Over 2018 to 2025 (8 years of data), 4911JPJPY has tended to move short between 24.07 and 03.08, closing higher in 100.0% of those years for an average +6.78% move and an annualized Sharpe of 9.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 03.08 | Short | 100.0% | +6.78% | 9.47 | 7 |
| 25.07 → 03.08 | Short | 100.0% | +5.92% | 8.29 | 7 |
| 24.07 → 02.08 | Short | 100.0% | +5.19% | 9.38 | 7 |
| 24.07 → 06.08 | Short | 100.0% | +4.44% | 5.50 | 7 |
| 24.07 → 01.08 | Short | 100.0% | +3.74% | 6.13 | 7 |
| 24.07 → 19.08 | Short | 85.7% | +7.63% | 2.68 | 7 |
| 24.07 → 18.08 | Short | 85.7% | +7.28% | 2.62 | 7 |
| 24.07 → 27.08 | Short | 85.7% | +7.23% | 2.14 | 7 |