Over 2018 to 2025 (8 years of data), 5301JPJPY has tended to move short between 10.07 and 25.08, closing higher in 100.0% of those years for an average +5.03% move and an annualized Sharpe of 3.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 25.08 | Short | 100.0% | +5.03% | 3.02 | 7 |
| 10.07 → 08.08 | Short | 100.0% | +4.90% | 3.77 | 7 |
| 11.07 → 08.08 | Short | 100.0% | +4.66% | 3.82 | 7 |
| 07.07 → 21.08 | Short | 85.7% | +5.78% | 2.74 | 7 |
| 07.07 → 20.08 | Short | 85.7% | +5.54% | 2.48 | 7 |
| 07.07 → 25.08 | Short | 85.7% | +5.47% | 2.41 | 7 |
| 07.07 → 22.08 | Short | 85.7% | +5.39% | 2.77 | 7 |
| 07.07 → 08.08 | Short | 85.7% | +5.37% | 3.57 | 7 |