Over 2018 to 2025 (8 years of data), 6301JPJPY has tended to move short between 16.08 and 21.08, closing higher in 100.0% of those years for an average +2.20% move and an annualized Sharpe of 8.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 21.08 | Short | 100.0% | +2.20% | 8.92 | 7 |
| 17.08 → 21.08 | Short | 100.0% | +1.54% | 7.82 | 7 |
| 18.08 → 13.09 | Long | 85.7% | +4.23% | 1.67 | 7 |
| 12.08 → 13.09 | Long | 85.7% | +4.02% | 2.34 | 7 |
| 12.08 → 12.09 | Long | 85.7% | +3.79% | 2.45 | 7 |
| 12.08 → 11.09 | Long | 85.7% | +2.92% | 1.95 | 7 |
| 12.08 → 10.09 | Long | 85.7% | +2.46% | 1.71 | 7 |
| 14.08 → 21.08 | Short | 85.7% | +2.26% | 5.71 | 7 |