Over 2018 to 2025 (8 years of data), 4911JPJPY has tended to move short between 07.07 and 18.08, closing higher in 100.0% of those years for an average +9.42% move and an annualized Sharpe of 2.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 18.08 | Short | 100.0% | +9.42% | 2.70 | 7 |
| 13.07 → 18.08 | Short | 100.0% | +9.38% | 3.01 | 7 |
| 11.07 → 18.08 | Short | 100.0% | +9.33% | 3.13 | 7 |
| 12.07 → 18.08 | Short | 100.0% | +9.33% | 3.10 | 7 |
| 08.07 → 18.08 | Short | 100.0% | +9.22% | 2.78 | 7 |
| 07.07 → 19.08 | Short | 100.0% | +9.16% | 2.39 | 7 |
| 07.07 → 20.08 | Short | 100.0% | +9.13% | 2.54 | 7 |
| 09.07 → 18.08 | Short | 100.0% | +9.13% | 2.75 | 7 |