Over 2018 to 2025 (8 years of data), 6367JPJPY has tended to move short between 14.08 and 19.08, closing higher in 85.7% of those years for an average +2.10% move and an annualized Sharpe of 5.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 19.08 | Short | 85.7% | +2.10% | 5.02 | 7 |
| 14.08 → 18.08 | Short | 85.7% | +1.44% | 4.83 | 7 |
| 16.08 → 19.08 | Short | 85.7% | +1.35% | 7.65 | 7 |
| 14.08 → 17.08 | Short | 85.7% | +1.02% | 4.44 | 7 |
| 14.08 → 13.10 | Short | 75.0% | +5.36% | 1.49 | 8 |
| 16.08 → 14.10 | Short | 75.0% | +4.83% | 1.33 | 8 |
| 16.08 → 13.10 | Short | 75.0% | +4.70% | 1.31 | 8 |
| 17.08 → 14.10 | Short | 75.0% | +4.65% | 1.28 | 8 |