Over 2018 to 2025 (8 years of data), 6367JPJPY has tended to move short between 07.07 and 17.07, closing higher in 85.7% of those years for an average +0.72% move and an annualized Sharpe of 1.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 17.07 | Short | 85.7% | +0.72% | 1.42 | 7 |
| 07.07 → 16.07 | Short | 85.7% | +0.42% | 1.13 | 7 |
| 12.07 → 24.07 | Long | 71.4% | +1.52% | 2.34 | 7 |
| 12.07 → 26.07 | Long | 71.4% | +1.46% | 1.75 | 7 |
| 13.07 → 24.07 | Long | 71.4% | +1.38% | 1.93 | 7 |
| 13.07 → 26.07 | Long | 71.4% | +1.33% | 1.40 | 7 |
| 12.07 → 25.07 | Long | 71.4% | +1.21% | 1.42 | 7 |
| 12.07 → 27.07 | Long | 71.4% | +1.08% | 1.42 | 7 |