Over 2018 to 2025 (8 years of data), 6501JPJPY has tended to move short between 07.07 and 01.08, closing higher in 57.1% of those years for an average +3.11% move and an annualized Sharpe of 2.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 01.08 | Short | 57.1% | +3.11% | 2.55 | 7 |
| 10.07 → 01.08 | Short | 57.1% | +3.10% | 3.45 | 7 |
| 12.07 → 01.08 | Short | 57.1% | +3.04% | 3.00 | 7 |
| 10.07 → 02.08 | Short | 57.1% | +3.00% | 2.99 | 7 |
| 09.07 → 01.08 | Short | 57.1% | +2.94% | 2.86 | 7 |
| 11.07 → 01.08 | Short | 57.1% | +2.94% | 3.08 | 7 |
| 08.07 → 01.08 | Short | 57.1% | +2.81% | 2.66 | 7 |
| 10.07 → 08.08 | Short | 57.1% | +2.65% | 2.21 | 7 |